Realtime Datafeed via an API (for NSE FNO/CM, preferrably Level 3/Tick-By-Tick)

[mastermind007]

True. Level 1 data usually comprises 15 to 20K ticks in Nifty F1.
But its not all ticks. It contains many clubbed ticks, especially during high volume times of the day. Also you can see the obvious discordance between the last traded qty and volume jumps. They don't match.

Higher the Intensity of the ticks, higher the cost of hardware and internet;

I use plain general purpose 2MB connection and get the above throughput. At the rate mentioned above, the API can spit out full-spectrum for around 250 symbols while also simultaneously accepting any trades or trade confirmations....

 

[Giraffe]

Received info from GDFL regarding API.
Price Quote is for Level 1 data of NSE FNO segment only.
1. Rs. 100,000 annual API charge.
2. Rs. 50,000 per month for data.

PS: Per month is not a typo......:thumb:

 

[desifxtrader]

"Opaque" is the key word my friend.
They have made the arrangements in such a way that small traders would never get access to pure and complete data. The vendors are bound to keep subscription prices high to survive.

DotEx provides NSE's market quotes and data for CM, F&O and WDM. However, the complete real time data provided by them is NOT affordable by retail investors because of the cost. For example:

Tariff of NSE’s online Real time Data Feed (Level 1):
CM Segment: Rs. 28,00,000/- per annum
FaO Segment: Rs. 28,00,000/- per annum

Level 2:
CM & F&O: 40,00,000/- per annum

Tick by Tick: 49,50,000/- per annum

Level 3: 40,00,000/- per annum

Forget about the real time data, even the 1 minute snapshot data cost at present is Rs. 12,50,000/-

which means, small investors/traders like us does not have the Right to access complete and proper information.

 

[fxgood]

"Opaque" is the key word my friend.
They have made the arrangements in such a way that small traders would never get access to pure and complete data. The vendors are bound to keep subscription prices high to survive.

DotEx provides NSE's market quotes and data for CM, F&O and WDM. However, the complete real time data provided by them is NOT affordable by retail investors because of the cost. For example:

Tariff of NSE’s online Real time Data Feed (Level 1):
CM Segment: Rs. 28,00,000/- per annum
FaO Segment: Rs. 28,00,000/- per annum

Level 2:
CM & F&O: 40,00,000/- per annum

Tick by Tick: 49,50,000/- per annum

Level 3: 40,00,000/- per annum

Forget about the real time data, even the 1 minute snapshot data cost at present is Rs. 12,50,000/-

which means, small investors/traders like us does not have the Right to access complete and proper information.

But is data is property of exchange's in 1st place? and if they are under copy rights, how they are copy righted exactly as per exchange claims?

 

[Coder]

i feel exchange claim of copyright is bullshit to extort money, nobody knows how it works or what exactly they talk about.

exchange gets orders from people all over the world, match them at best price with best time.

so it's just exchange, medium, like conversation done by two people on phone.
how exactly ? exchange have right to own this data ? it is not created by them at first place, they just have it and they are already charging people for matching their orders.

now, about hardware and software.

1 sec = 1000 Milli seconds, which can be further divided into very minute levels

suppose exchange clears or execute one order in one scrip after 50 milliseconds, then there will be 20 orders or ticks in 1 second

average broadband user complete its request in 100 milliseconds , that is 50 milliseconds wasted in asking for information and 50 milliseconds in receiving. that's for any web request or packet confirmations etc etc.

that mean you are going to miss some data, no matter what you are paying for or hardware you are using at your end.

if you really want to get exact, absolute data, then you have to host a server at exchange building which will be directly connected to exchange network, with ultra fast fiber optical cables, and server can not run on windows,linux or any other OS

you have to make your own operating system which will directly receive data and remove extra unwanted layers,process added by operating sytems.

that's where algo's, hedge funds,fii, play there game.

retails or home traders are just hogs in this game, 98% don't know that their orders are the least prior order at exchanges. It seems all this is set up by someone to only defeat you.

we should write to a man who once claimed for "acche din".

peace, just my 2 cents.

 

[ram2010]

i feel exchange claim of copyright is bullshit to extort money, nobody knows how it works or what exactly they talk about.

exchange gets orders from people all over the world, match them at best price with best time.

so it's just exchange, medium, like conversation done by two people on phone.
how exactly ? exchange have right to own this data ? it is not created by them at first place, they just have it and they are already charging people for matching their orders.

now, about hardware and software.

1 sec = 1000 Milli seconds, which can be further divided into very minute levels

suppose exchange clears or execute one order in one scrip after 50 milliseconds, then there will be 20 orders or ticks in 1 second

average broadband user complete its request in 100 milliseconds , that is 50 milliseconds wasted in asking for information and 50 milliseconds in receiving. that's for any web request or packet confirmations etc etc.

that mean you are going to miss some data, no matter what you are paying for or hardware you are using at your end.

if you really want to get exact, absolute data, then you have to host a server at exchange building which will be directly connected to exchange network, with ultra fast fiber optical cables, and server can not run on windows,linux or any other OS

you have to make your own operating system which will directly receive data and remove extra unwanted layers,process added by operating sytems.

that's where algo's, hedge funds,fii, play there game.

retails or home traders are just hogs in this game, 98% don't know that their orders are the least prior order at exchanges. It seems all this is set up by someone to only defeat you.

we should write to a man who once claimed for "acche din".

peace, just my 2 cents.

In the end, retail will always be defeated .:lol:

That's the order of the stock game.

 

[Coder]

In the end, retail will always be defeated .:lol:

That's the order of the stock game.

professional know its business, losses are part.

retail, most of the time thinks "ohh there's lots of free money, let me get some of that"

it is like, a crocodile would keep carrots in his mouth to catch rabbits.

edit: ohh and there's more, shopkeepers give customers discount and make them think they are getting good deals, that illusion keep the customers happy and they don't care how much a thing exactly costs and how much profit he's earning on them. most of consumers falls into that prey.

but that's not exactly the case.

 

[Coder]

I have API that sends data thru it (It is not at tick level but it is not a minute level either). Yesterday, it got 14900 ticks for NIFTY SPOT (about 40 feeds a minute). For NIFTY F1, it got 15854 (about 42 feeds a minute)

API is such that you can actually use it to execute trades with absolutely zero charting... ....

i am interested to know about this api, is it 40 ticks per minute ?

 

[jagankris]

i feel exchange claim of copyright is bullshit to extort money, nobody knows how it works or what exactly they talk about.

exchange gets orders from people all over the world, match them at best price with best time.

so it's just exchange, medium, like conversation done by two people on phone.
how exactly ? exchange have right to own this data ? it is not created by them at first place, they just have it and they are already charging people for matching their orders.

now, about hardware and software.

1 sec = 1000 Milli seconds, which can be further divided into very minute levels

suppose exchange clears or execute one order in one scrip after 50 milliseconds, then there will be 20 orders or ticks in 1 second

average broadband user complete its request in 100 milliseconds , that is 50 milliseconds wasted in asking for information and 50 milliseconds in receiving. that's for any web request or packet confirmations etc etc.

that mean you are going to miss some data, no matter what you are paying for or hardware you are using at your end.

if you really want to get exact, absolute data, then you have to host a server at exchange building which will be directly connected to exchange network, with ultra fast fiber optical cables, and server can not run on windows,linux or any other OS

you have to make your own operating system which will directly receive data and remove extra unwanted layers,process added by operating sytems.

that's where algo's, hedge funds,fii, play there game.

retails or home traders are just hogs in this game, 98% don't know that their orders are the least prior order at exchanges. It seems all this is set up by someone to only defeat you.

we should write to a man who once claimed for "acche din".

peace, just my 2 cents.

Level 1 Data - what is it ? Just Tick data ? - it can be extracted from Nest Trader/ODIN.At least for Say nifty 50 stocks.
Level 2 Data - I don't know what it is ? can you please elaborate what extra information it gives ?
Level 3 Data ????

Now what is the advantage of having tick data ? - why not just tick refresh like GDFL but 1M data for charts ?

What is the advantage of having tick data ?
We are at least > 1Minute chart traders why do we need tick data ?

What are the information which the prop traders/FII's have which are hidden to the retail traders ?

 

[Coder]

Level 1 Data - what is it ? Just Tick data ? - it can be extracted from Nest Trader/ODIN.At least for Say nifty 50 stocks.
Level 2 Data - I don't know what it is ? can you please elaborate what extra information it gives ?
Level 3 Data ????

Now what is the advantage of having tick data ? - why not just tick refresh like GDFL but 1M data for charts ?

What is the advantage of having tick data ?
We are at least > 1Minute chart traders why do we need tick data ?

What are the information which the prop traders/FII's have which are hidden to the retail traders ?

pro got real tick data, everyone else get clubbed ticks or say 1 second clubbed tick.

question is, why would someone need every executed order on exchange in least possible time, simply cuz they want to act faster. second who can act faster ?, guy with bigger processing power and network to support.

your order reach at exchange server in 200 milliseconds, while a guy with co-located server can unload his entire position (100-200 crore) in 10 or less milliseconds.


example
a pro can act in 100 milliseconds and can execute 50 or more orders, which can drop the price before your broker can even send your order to exchange, means your stop will never trigger or loss will be so big if sold or bought on market price.

with all respect, if it sounds strange, then please don't blame me for your lack of information.