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home/Knowledge Base/AutoTrader
Popular Search:Getting Started

Discrepancy in live prices between AmiBroker & KITE

215 views stkadmin 0

There is a mismatch between price data you see in AmiBroker & KITE.

Solution

There are various reasons because of which it may happen:

  • User might be using different time intervals for charts on AmiBroker & KITE
  • AutoTrader sends live tick data from Firefox browser to AmiBroker. This tick data is used by AmiBroker to calculate Open, High, Low, Close for any given interval. KITE charts on the other hand may show Open, High, Low, Close data calculated on their servers. KITE servers may get thousands of live price ticks in 1 minute for a single stock, which will be used by KITE servers to calculate Open, High, Low, Close. However you as a client only get a small percentage of these ticks in your browser (due to infrastructure limitations). As a result, Open, High, Low, Close may not match.
  • Live tick feed received from your KITE terminal does not have time information, so AutoTrader assigns current system time to the tick. Obviously this will cause some discrepancies, so make sure your clock is in sync with correct time
  • Volume: Realtime volume will not exactly match with other charts from brokers, because AutoTrader only receives total volume for a day. It then divides volume based on the time it received the data. So it will cause some minor discrepancies. If you start/stop RTD (during live market) then also volume discrepancies will occur.

These things are out of our control, as we are not the source of data. If you need better accuracy, then please buy datafeed from authorized data vendors.

Tags:AmiBrokerAutoTrader

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