Zerodha Part 2
- Thread starter Traderji
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http://www.zerodha.com/Test/connect/blog/2012/10/cover-orders-for-higher-leverage
Should explain everything, IT is SL-M, and yes you can modify the price but within the range specified..
Send an email to [email protected] for having CO enabled..
Should explain everything, IT is SL-M, and yes you can modify the price but within the range specified..
Send an email to [email protected] for having CO enabled..
Wvap Statistics in Zerodha Trader
There are some issues with the Wvap Statistics data that you provide in Nest Trader, and this is to walk you through them in the hope of some changes in that area. This data is the source of backfill and could do with some improvement.
Originally, you had planned for 2 or 3 days of data. That would cater to the common use case of the regular trader. There were requests for more data, so there was 5 days, and that has gone up to 22 or so. All of these are magic numbers, for which there seems to be no apparent basis. Next, someone will ask for data from his birthday (to which there can be no sensible objection). As a result, this has become like the mess food in the hostel -- it tries to please everybody and ends up satisfying none.
1. The NOW Hourly Statistics window provides data for a single day. If extended to multiple days, as in the Vwap Statistics data of ZT, it seems sensible that you provide a date stamp (as in Nest Plus data table). Instead you have a relative reference Record No.
2. As you provide a Record No for reference, the data needs filler records for non-market hours. For M1 data for a day, there were will be a total of 24x60 = 1440 records, of which 375 are relevant for NSE scrips. The useful data density is merely 25% (and lower if you account for Saturday / Sundays).
3. In NOW, the window list updated as the data streamed. Wheras in ZT, there is a large wait for all the data to come in and suddenly there is a freeze for about 5 to 7 seconds as the data updates in the list. The market watch buffers quotes during this period, and suddenly there is a fast motion update after that.
So, for the normal use case where a regular trader needs backfill for a day, he needs to fetch about 30000 records, of which about 6000 have useful data, of which he actually needs 400. Certainly, neither your server nor the user is thanking you.
To me the obvious solution is to provide a date range filter in the window. A user can fetch whatever available number of days of data that is desired.
There are some issues with the Wvap Statistics data that you provide in Nest Trader, and this is to walk you through them in the hope of some changes in that area. This data is the source of backfill and could do with some improvement.
Originally, you had planned for 2 or 3 days of data. That would cater to the common use case of the regular trader. There were requests for more data, so there was 5 days, and that has gone up to 22 or so. All of these are magic numbers, for which there seems to be no apparent basis. Next, someone will ask for data from his birthday (to which there can be no sensible objection). As a result, this has become like the mess food in the hostel -- it tries to please everybody and ends up satisfying none.
1. The NOW Hourly Statistics window provides data for a single day. If extended to multiple days, as in the Vwap Statistics data of ZT, it seems sensible that you provide a date stamp (as in Nest Plus data table). Instead you have a relative reference Record No.
2. As you provide a Record No for reference, the data needs filler records for non-market hours. For M1 data for a day, there were will be a total of 24x60 = 1440 records, of which 375 are relevant for NSE scrips. The useful data density is merely 25% (and lower if you account for Saturday / Sundays).
3. In NOW, the window list updated as the data streamed. Wheras in ZT, there is a large wait for all the data to come in and suddenly there is a freeze for about 5 to 7 seconds as the data updates in the list. The market watch buffers quotes during this period, and suddenly there is a fast motion update after that.
So, for the normal use case where a regular trader needs backfill for a day, he needs to fetch about 30000 records, of which about 6000 have useful data, of which he actually needs 400. Certainly, neither your server nor the user is thanking you.
To me the obvious solution is to provide a date range filter in the window. A user can fetch whatever available number of days of data that is desired.
Hi,
I have setup market watch with different tabs as Futures , options and last equity. Futures list has 22 scrips, Options has 7 and Equity list has 5.
Issue it when I switch between watchlist I get an error saying XX scrip subscription failed. No of scrips exceeded 30.
My question is how many watchlist can be saved and max number of scrips in all watchlist combined.
Thankyou.
I have setup market watch with different tabs as Futures , options and last equity. Futures list has 22 scrips, Options has 7 and Equity list has 5.
Issue it when I switch between watchlist I get an error saying XX scrip subscription failed. No of scrips exceeded 30.
My question is how many watchlist can be saved and max number of scrips in all watchlist combined.
Thankyou.
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