Hey @nithin , @siva-reddy I see zerodha use thomsonreuters and I see thomsonreuters is subscribed to real time data feeds.
Does zerodha use ticks (websocket) provided by thomsonreuters or ticks by exchange feed
And whether zerodha ticks is slower than vendors like truedata or they provide same speed , if there is difference , please tell by how much microseconds…
can you guys provide direct live stream of ticks to me ? something like COLO (Around 50 symbols) So what will be the price per year.
We use exchange feed.
Should be faster than them.
We are working on something similar, wait for couple more weeks.
That is awesome , is that available something public like kite api, sentinal or private ? what will be the average cost ?
Please wait for couple more weeks, will release all the details then.
any update on co-location facility?
Streaming data from Colo to customers outside colo through the internet is complicated (maybe impossible given internet bandwidth) given the humongous amounts of tick-by-tick data. In 2019 we built a utility that takes all the tick-by-tick data and turns it into 20 depth which we then stream on the web.
If you want to consume tick-by-tick data on the colo, you must also have your trading servers colocated. I don’t think any retail broker currently offers a facility to collaborate with their customers. This comes with added risk to the brokerage firms.
About our 20-depth being available on Kite connect APIs, let me check and get back.
@MohammedFaisal + +
And the 20-Depth Never Works for FNO Instruments, for at least a year now, this forum is plagued with the same response
we are working on it, and it will soon be rectified, meanwhile look at 5-depth only.
Same response in twitter as well,
we are using our in-house tech for the Equity 20-deptha and for FNO we use third party services, and soon we will get this in-house developed as well and will let you see the promised FNO Instruments 20-depth.
But There is no timeline of it happening when. Now it feels like a trick of Zerodha to just push it further and further and it’s not their priority.
So please stop telling us that you provide us with 20-depth data until you really do.
This is the issue, unfortunately. Some of these things have taken time because in the background we have had like a zillion mega regulatory changes happening that have needed us to focus on ensuring none of the changes is going to break anything.
I will take this up with our team to see that we have the 20-depth data ready for FO soon as well.
I wonder when Dr.K will do his magic in the FNO Segment TBT Data Processing to generate the 20-Depth LOB, it shall be the best in the industry.
My Expectation with him is at least match the 20-Depth update frequency as symphonyfintech 100 DOM, Every Third Pary will run for cover. In addition, it will be robust and reliable, since Zerodha wouldn’t have to rely on third party vendor to perform a simple maintenance task on a colocation server, and there would be no excuse of hardship in accessing the colocation server.
@nithin I hope this message finds you well and on the path to a swift recovery. My thoughts and prayers are with you and your family for enduring health and well-being.
It’s been approximately 17 months since our last exchange, and I find myself pondering whether we will witness the reinstatement of the 20 depth in FNO. Zerodha once stood at the forefront of the broker sector, renowned for its technological prowess and the influence of luminaries like Dr. K and yourself. However, there’s a prevailing sense that Zerodha’s prominence is diminishing at a pace beyond what I could have ever anticipated.
It is, unfortunately stuck in a limbo.
I have done option trading in sensex with 10 lacs margin in sensex and account total balance was 11 lacs intraday and I have taken overnight position in banknifty with 9 lacs and account total balance is 11 lacs. Do i have to maintain 2 separate 22 lacs margin because sensex and NSE both are 2 exchange or 11 lacs margin is ok for trading in 2 exchange
Ah, just one margin for both NSE and BSE.
Hi @nithin
It’s been over 15 months since you mentioned that this feature was stuck in limbo, and more than 3 years (My last post on Twitter about it) since Zerodha decided to discontinue the 20 depth DOM for derivatives.
You had earlier hinted that the team was working on bringing it back with in-house technology, which I personally thought was a great approach, given the consistent demonstration of strong technical expertise under Dr. K’s leadership.
However, I’m beginning to lose hope now, especially when I see competitors offering not just 20 depth, but 50, 100, and even higher DOM, all while maintaining similar or lower brokerage fees and comparable technical capabilities.
Will there be no USP that helps retain long-time users like us, who have always preferred to stay loyal rather than switch brokers? Or has Zerodha consciously decided to move on with a completely new roadmap, without bringing this back?
Curious to hear your thoughts. 
Currently this is at low priority task for us, reason being we have very very few users using it and the effort involved is a bit more and we have other things to prioritize like having our own OMS etc, after that it will be easy to build this on top of our own OMS.
