most of the time stock option prices are updating very late. what is the refresh rate for stock options. any way to reduce it.
talking about L1, L2
You mean on kite or where? API or manual?
in kite web
i too think so, price updation is slow
I think it’s because the volume itself has gone down, especially in the index. It used to do 30-40,000 crores every day. Now it’s down to about 16-20,000 crores, so it’s almost half.
Hence, similarly in options, the liquidity might have gone down considerably, as we are in some unprecedented times. Also, July 9th is approaching very soon, so people might be cautious about taking trades at this point in time.
relevance?
Because the pause on the tariffs by Trump is getting lifted on July 9th. We don’t know what trade deals have been done b/w India and the US, or what might be the fallout from those. Because the US basically had the upper hand the whole time, we don’t really know what might be the outcome.
So yeah, the market might shake from one end to the other, and hence people are trading less.
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kite on browser. its not a recent things, been there for ever. i think your refresh rates for quotes are different for cash/futures/index and stock options.
for stocks options seems only refreshed every x seconds .
how many times per second is stock options price refreshed. im sure its not 3 times per second as mentioned in this old post by nithin.
Rather, how fast is L1 refreshed? and how fast is L2 refreshed. i think L1 refresh is happening fast, but L2 is very slow for stock options.
Is L3 data visible for stock options?
Stock options are not as liquid as index options and that is the main reason for less ticks.
Currently we are not offering 20 depth for fno as the usage is almost negligible.
but is your refresh rate same for stock options as for index options/futures/cash.
how many times per second are you refreshing the rate.
Its not being refreshed at the same rate. please chk on this and confirm me exactly.
What i feel - L1 rate is being refreshed fast, but L2 is slower
but is your refresh rate same for stock options as for index options/futures/cash.
how many times per second are you refreshing the rate.
Its not being refreshed at the same rate. please chk on this and confirm me exactly.
What i feel - L1 rate is being refreshed fast, but L2 is slower
Exchange sends us that way, we don’t interfere ,more liquid ones will get more ticks as per exchange rule.
so there is no fixed standard for refresh rate. i had read somewhere that zerodha refreshes index rate x times every second, futures rates y times every second. cant find that page
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There Is A Problem In Most Of The Big Brokers Regarding This Lag In Market Depth Except Kotak, Don’t Know How But They’ve Handled This Part Of The Market Data Very Well.
If You Minimize The App & Reopen Every Others Will Simply Freeze The Market Depth Data But Kotak Runs It Smoothly, If You Want I Can Make A Screen Recording Of The Both.
Zerodha option price updates for stock options is very slow and many times price has moved quite a bit in the meantime. its basically stale prices i see atleast 30% of the time.
it takes quite sometime for the order to even appear in market depth after placing the order.
usually the spread is wide enough to test, and if i place the best bid or ask, it can be upto 10-15 secs before it even shows up.
so ur order has obviously gone to exch. just that it doesnt show up on bid offer as the prices are stale. that also means those prices are being refreshed at 10-15 sec or higher interval
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