This is not straightforward to handle. This is not something on our waiting list, We are very actively working on this and soon I will share an update once this is addressed.
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From this week ill reply to this msg to see how long zerodha takes to fix a bug
4 weeks ago they said they are almost going to deploy this 
Really makes me sick, unable to trade expiry properly post 3pm because the volume exceeds the 2B mark and market depth freezes
Week 9 - 
Fixed
Week 10 - Fixed
I think @viswaram is correct. @Arockiya_Raja please confirm this as you may be from backend tech team.
32 bits are breached and the whole error handling of 1 value breach is incorrectly making the marketwatch go kaboom. And please dont just make it 64 bit, think of dynamic size or add another level 128 bit or shadow/overflow arrangements.
Attaching another example of value fields stuck and not in sync snapshot at 3.27 PM, values stuck at 3.10 and 3.20 PM.
Zerodha should have taken care of this in their KITE when its seen exponential volume growth of derivatives over these 10 LONG years (irrespective of what restrictions or erroneous implementations that exchanges have in their software or spec! So now starting to believe these ROBUST products will lead to nightmare situations in future.
And am late to this thread by 4 months already and no action yet!
The solution to this issue required a version update, necessitating comprehensive testing, particularly concerning the tick-related elements. Given that this situation isn’t a daily occurrence, we had to wait until Thursday to gather essential information or perform verifications, which contributed to the delay.
Everything is ready now. We plan to conduct a final verification tomorrow and, if all checks out, we will deploy the update by the end of the day.
Any update about MARKET ORDERS & ICEBERG ORDERS ?
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Regarding the Iceberg for BFO, we are awaiting a response (approval) from the exchange. We anticipate receiving the reply in a couple of days.
As for the BFO market order, this week is shorter than usual, allowing the market order rule to be implemented by the coming week.
please dont say we are evaluating and need more time.
MARKET ORDERS atleast
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Yes, I will update you tomorrow.
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Yesss
At last
Market orders for Bankex are allowed with the same criteria as Sensex.
A solution was implemented last Wednesday, but the volume limit was not exceeded in the last two Thursdays.
ENABLED MARKET ORDERS for this MONDAY ?
Market orders are allowed if there are 500 lots of OI, already deployed.
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https://twitter.com/investor_vineet/status/1772913089245028718
#NSE #BSE
Our social media
Our media
and our regulators
keep talking about Options volume which india is doing and how every one is equating it to gambling.
Some insights which are being ignored (ignorantly or purposefully) are:
-
Our contracts are much smaller as compared to global peers contract - NYSE, ICE etc - so even if we are doing exhorbitant amount of contracts - our Real turnover (will define real turnover next) is miniscule in front of them
-
For exchange and all brokers etc -
Cash turnover is on actuals - on which exchange levies transaction charges and earns
Futures turnover is on notionals - because you pay brokerage on notionals and exchange earns transaction charges on notionals in futures
Options turnover is on premiums - because you pay STT, and brokerages on options premium turnover
while what every one in india is calculating notionals of options turnover (imagine paying STT on options notional turnover)
- for all simplisctic purposes - we keep forgetting - and media keeps sensationalizing the options turnover - while if that was the case - then exchange earnings should increase by options turnover right?
However - it actually increases by premium turnover as discussed in point 2 above
below snapshot is from NSE - its is to guide you what you have to keep your eye on
The dark blue top columns are the ones where NSE makes exchange transaction charges - and thats where NSE makes money
The red one is shown by media, the un shaded left of red is sensationalized by every one
the in-consequential data of no of contracts traded in options is such a futile exercise - there are too many people trading in small value options - and whats the use of this data and showcasing to the world that we are doing highest options volume - Dur Fitey Muh
Jago grahak Jago!!!
+1.
It sometimes feels like deliberate attempt at sensationalising news by quoting irrelevant figures by vested parties so as to nudge the regulators to bring in more restrictive rules which might benefit certain segments in the market. Premium turnover should be used for deducing growth in options trading.
Contract traded / notional turnover growth in case of options trading can also be misleading as a measure of increased risk (which these media outlets repeatedly highlight) due to the following: These reporting entities conveniently ignore the fact that the exchanges (BSE / NSE) have recently ensured that there is at least one daily expiry in options (unlike futures and unlike in cash market where there have been no such comparable changes). Earlier if a trader used to take a monthly or annual position in options and now he is using daily expiry to take the same position, the no of contracts traded / notional turnover gets multiplied by approx. 20 (in case of monthly to daily migration) or approx. 240 (in case of yearly to daily migration). In these cases, the systemic risk hasn’t increased even though there is substantial growth in notional turnover / no of contracts traded. These things need to kept in mind while reading reports of astronomical growth in options segment (and subsequently increase in risk) vs growth in cash / futures.
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