Comment on Introducing 20 depth or level 3 data on Kite

Manish commented on 01 Nov 2019, 04:32 PM

This is an excellent initiative and another first by Zerodha! So kudos to Nithin and team!!!
Nithin, i just have one niggling problem when trying to use market depth for the uses you have mentioned in the article… which is that most large order quantities are hidden through the “Disclosed Qty” feature… So the market depth is not so reliable as it may seem… So even in the Level 3 data, the real order sizes will continue to be hidden through Disclosed Qty?

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