Total Bid and Ask Quantity - Market Depth

Sadaiya · June 2, 2020, 2:21pm

Where can I get the data for total bid and total ask quantities? I am not interested in the tick data above but I am using this factor in my model. Is there any paid service that provides this historical and real-time data?

AlgoGeek · June 3, 2020, 3:06am

You can try kite connect api, The APIs are primarily meant for building an execution platform. You can stream live data, place/modify orders, fetch your order book, margin limits, etc. you can signup to https://kite.trade/

For more details, you can read API documentation.https://kite.trade/docs/connect/v3/

Sadaiya · June 3, 2020, 3:20am

Thanks for responding. I went through the documentation for Kite Connect API but could not find information on data about Total Bid/Offer quantity. Are you able to find it?

AlgoGeek · June 3, 2020, 3:24am

bid and ask data is available https://kite.trade/docs/connect/v3/market-quotes/#market-quotes

Sadaiya · June 3, 2020, 3:43am

Thank you so much. This is very helpful. Do you know if historical data is available for this?

AlgoGeek · June 3, 2020, 4:03am

yes, historical data is available if you subscribe addon of historical api, you can refer above doc

Sadaiya · June 3, 2020, 4:11am

Thank you so much!

varun_kashyap · January 10, 2022, 2:06pm

Hi,
Can u provide me past 3 month data for nifty fut market depth at 1 hr interval, just for backtesting.
Thanks

KD61 · January 10, 2022, 2:12pm

I am also interested in the same.

vivdroid · September 20, 2023, 9:38am

Is the bid and ask data available for 5min time frame?