I don’t think you went carefully through Nithin’s answer. So, I’m posting some short excerpts from it.
In a single trading day, there are millions of such ticks recorded (remember this also includes change in best bid and ask prices) and it is technically not possible for any trading platform to show all ticks, especially live and on a normal broadband internet connection. All trading and charting platforms will display only 1 tick per second on a chart, whereas there could actually have been hundreds of ticks in that 1 second. Since you are seeing only 1 tick on the chart, it is quite possible that you don’t see your SL or limit price that got executed on the chart (be it on NSE, yahoo, NEST, or anywhere else).
But as I said earlier, if a trade is executed you can be rest assured that the price was printed and it can be reconfirmed on the NSE Trade verification module within 5 days from when it was executed and you could also see the day’s range on the daily Bhavcopy and you will see your SL/Limit price within this range.
If you really want to see all the ticks, NSE does have Tick by Tick data feed which is a lot more expensive than the normal data feed, and will have to be subscribed to througn any of the authorized NSE data vendors (Not all of them give you tick by tick data). Also to be able to make best use of this tick by tick data, you should ideally be on the NSE collocation which would mean that your systems are inside NSE itself, so that accepting all the millions of ticks will be quite efficient.
Tick by Tick data is usually what professional High Frequency and Arbitrage trading firms use, don’t think there is anything much a normal retail trader can do with it.
IBULHSG has Range of more than 2.5 points on a 15 minutes intraday chart. For such a volatile stock, unless your scalping, keeping a 2 point stoploss was a bomb waiting to explode any time. Also, your Reward-risk was too high at 4:1. Such stocks which once in a trend(uptrend or down) can go up to any extent, but more often than not, traders get thrown out of the trade due to triggering of close stoplosses. So I’m not saying it’s impossible just that your stoploss needs to be deeper to make up for high volatility.
Loss is not an issue here … As u guys can see I just traded for 3 quantities … But I am testing my algos so they r picking and executing the trades as per the parameters set by me…
I totally understand tht the tick amount at which the trade was executed must have reached … But I am more worried tht if this happened at the time of exit also … Cos algos will keep changing the exit price based on certain things … And if I keep getting the wrong ticks than it may put me in loosing position even after getting the correct tick price needed to trail my trade …
Rather than getting feed from NSE … Is there any other way to get around this issue???
No broker can solve your problem because this is not a problem at all. The only issue is you couldn’t see that particular tick on the chart. (because you actually see 1 second snapshot on chart not tick by tick feed)
No broker in india can give you tick by tick feed over the internet. even if someone give you tick by tick feed, what you will achieve? you can stop hitting such edge SLs
If you are running algo on stocks like IBULHSGFIN, you have to consider real time volatility to pick the right timeframe and stoploss. Your stoploss was too close by IBULHSGFIN standards and I’m not surprised it got triggered in 10 seconds.