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VJAY

Well-Known Member
Yes, it is giving configuration error at present. Both INT and BRD lights are green.
Dear TP,
Can you please give me IEOD data of nifty & banknifty from jan 1 2015 to uptodate?I formatted my system but lost current year data....now NEST too giving these errors :D
 
Dear TP,
Can you please give me IEOD data of nifty & banknifty from jan 1 2015 to uptodate?I formatted my system but lost current year data....now NEST too giving these errors :D
Sorry Vjay, I don't have the data. Not using Amibroker or any charting application. Using only economictimes.com charts :).
 

VJAY

Well-Known Member
Sorry Vjay, I don't have the data. Not using Amibroker or any charting application. Using only economictimes.com charts :).
no problem TP :)...once NEST start will get it ....
 

bpr

Well-Known Member
Real time data provider match the data with what is the question?

If you really want to know if real time data provider is matching, you will have to buy the historical Tick by tick data that NSE sells.

NSE sends this via CD. Take this data as this will have every tick that has happened on the exchange. Determine O H L C, and then match it with the charting platform that you are looking at.

Only then can you determine if your charting platform captures the correct O H L C.

To save you time,

we have already done this exercise from esignal to everything else. None of them match, and it is not possible to also.
This is nice info. We came to the same conclusion in my thread also sometime back.
So my question is NSE does not have a single Realtime TickByTick Data vendor at present?
If yes then why are not they reducing the price.
 

futures

Well-Known Member
My guess is that you are most likely trading Nifty futures or the most active traded contracts. If you trade the illiquid ones, you will spot this.

Here is how it is, NSE gives out raw data feed to brokers via leased lines(internet). NSE raw feed doesn't have O H L C for last 1 min, 5 min, 10 min or whatever. So the broker's server uses the feed and determines this O O H L C. be it for a min hour or whatever.

The issue here is that NSE is sending thousands/lakhs of ticks every second over internet, so most data doesn't really come through to the brokers server. The broker will use whatever data that comes through to create the O H L C. Hence different servers might receive data/ticks which is not exactly the same.

NSE gives out 2mbps dedicated leased lines today, so unless this goes to say 2gbps, I don't see how this issue will ever get fixed.

But yes like someone said, once the day is over, NSE will give an EOD O H L C, so ideally all daily charts O H L C charts should match.
Thanks for the nice explanation. Yes - your guess is right. I trade only indexes.
 
My guess is that you are most likely trading Nifty futures or the most active traded contracts. If you trade the illiquid ones, you will spot this.

Here is how it is, NSE gives out raw data feed to brokers via leased lines(internet). NSE raw feed doesn't have O H L C for last 1 min, 5 min, 10 min or whatever. So the broker's server uses the feed and determines this O O H L C. be it for a min hour or whatever.

The issue here is that NSE is sending thousands/lakhs of ticks every second over internet, so most data doesn't really come through to the brokers server. The broker will use whatever data that comes through to create the O H L C. Hence different servers might receive data/ticks which is not exactly the same.

NSE gives out 2mbps dedicated leased lines today, so unless this goes to say 2gbps, I don't see how this issue will ever get fixed.

But yes like someone said, once the day is over, NSE will give an EOD O H L C, so ideally all daily charts O H L C charts should match.
This info. Was useful. Thanks
 

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