Hey guys, I recently faced an issue seeing the intrinsic value of Nifty at 40 (I spot) but the CE premium of that strike price at 3:25 PM was 0.05 (I Future was 0) … I was hoping it would reach 40 but it obviously did not
So came across something which says the last 30 minute average data is used to calculate the ending price of that instrument.
I’m looking for sources to get the tick by tick data of the indices in the last 30 mins so I can calculate average of the value in real time.
Index(spot) is not traded so you need to calculate based on it’s constituents. So, first calculate for it’s stocks, then assign according to their weights contribution to index and then calculate for Index.
vwap price can be considered as closing price maybe, I don’t know? if you want tick by tick data, search learn amibroker afl in telegram. in the group, search march. you’ll get tick by tick data for entire month. im sorry you cant get last 30 minuts tick by tick on current trading day. if you want minutes and hourly closing price data go to zerodha kite, select chartIQ open your chart and click table option. i did what i can do to help you
sayonaraa…
