This may seem like a silly question. Sorry about that, I am quite new to Zerodha.
Some useful information is provided in the market depth for stocks in Kite. I am confused whether this data is from the corresponding exchange or is it from Zerodha.
In other words, does Zerodha just gets the market depth data directly from exchange and shows it in Kite or do they calculate the market depth (best bid/ask prices and total buy/sell quantity) based on the trades happening in their platform and show it in Kite?