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.
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.