csv headers

Bala V. shared this question 5 months ago
Answered

Hello - Could someone throw some light on the header that we get for tick and candle data? The sample provided all comes with a,b,c,d,e etc as headers.


Thanks

Comments (3)

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Hello Sir,

Thanks for getting in touch with us!

The response with the “trade” header is sent whenever there is a trade in the subscribed symbol, and it includes the following fields: -

Symbol ID, Date Time (Timestamp), LTP, LTQ, ATP (Average Traded Price – for the day), TTQ (Total Traded Qty – Volume for the day), Open, High, Low, Prev Close, OI (Open Interest), Prev Open Int Close, Day’s Turnover, Special Tag (”O/H/L” or “”), Tick Sequence No, Bid, Bid Qty, Ask, Ask Qty

Please let us know if you need any additional information.

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Hi,


Let me rephrase the question a bit. The historical csv does not contain headers. They contain purely trade data (comma seperated).

This is not related to trade (buy/sell api call).

I can make an educated guess, as in, the 1 min candle csv, they map to date, time, open, high, low, close, volume and OI. I want to make sure my understanding is correct. Also, I need the mapping for tick historical csv.

The attachment has 2 files:

BANKNIFTY19APR31000CE.csv 1 Min data

BANKNIFTY19APR31000PE.csv Tick data

The csv are also available here:

Dropbox - 01 Apr to 05 Apr (NSE FO) - Simplify your life

Dropbox - 01 Apr to 05 Apr (NSE FO) - Simplify your life

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Hi Sir,

You got that correct! 1 min candle csv includes date, time, open, high, low, close, volume and OI.

Tick historical csv includes date, time, ltp (last traded price), volume and OI.

Please let us know if this clarifies and/or you need any additional information.

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Thanks, that make sense now.

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You are welcome, Sir! Do let us know in case you need any additional information.

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