Last Traded Time (ltt) parameter is missing in the LiveFeedType.DEPTH_DATA response?

[PythonNovice5]

I executed both LiveFeedType.DEPTH_DATA and LiveFeedType.TICK_DATA, but couldn't find the last traded time which is ltt. Am I doing something wrong?

Please help, as 'ltt (last traded time)' is really important parameter to design various time frame candles in algorithmic trading. In previous version of Aliceblue , this parameter was available.

[krishnavelu]

It's available as last_traded_time in data dict.

https://github.com/krishnavelu/alice_blue/blob/master/alice_blue/alice_blue.py#L435

[PythonNovice5]

'last_traded_time' is not returned when I am executing the following code:

def event_handler_quote_update(message):

    print("FULL MESSAGE --------",message)

def open_callback():
    global socket_opened
    socket_opened = True

print("Execution starts here ...1")
alice.start_websocket(subscribe_callback=event_handler_quote_update,
                      socket_open_callback=open_callback)

while True:
    alice.subscribe(alice.get_instrument_by_token('NSE', '26000'), LiveFeedType.DEPTH_DATA)

Output

FULL MESSAGE -------- {'ml': '1', 'instrument': Instrument(exchange='NSE', token=26000, symbol=None, name=None, expiry=None, lot_size=None), 'ltp': 17314.65, 'percent_change': -0.1, 'close': 17331.8, 'tick_incr
ement': 0.05, 'lot_size': 1, 'price_precision': 2, 'bid_prices': [None, None, None, None, None], 'ask_prices': [None, None, None, None, None], 'bid_quantities': [None, None, None, None, None], 'ask_quantities':
 [None, None, None, None, None], 'buy_orders': [None, None, None, None, None], 'sell_orders': [None, None, None, None, None]}

I need nifty live feed with ltp and ltt, can you please help here?

[PythonNovice5]

Hi Krishna,

I think I didn't get exchange time stamp as the market was closed yesterday, I ran the code for both TICK and DEPTH and got the exchange time stamp without any issues. And this time it's coming in acceptable format unlike the old one.

Thank you for the support, closing this issue!