| OI | OI CHG | VOL | IV | DELTA | THETA | GAMMA | VEGA | BID | ASK | CHG% | CE LTP | STRIKE | PE LTP | CHG% | BID | ASK | VEGA | GAMMA | THETA | DELTA | IV | VOL | OI CHG | OI |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Loading chain… | ||||||||||||||||||||||||
| ★ | SYMBOL | COMPANY | LTP | CHG | CHG% | OPEN | HIGH | LOW | PREV | VOLUME | BID | ASK | BAND % | CIRCUIT |
|---|
| CONTRACT | UNDERLYING | EXPIRY | LOT | LTP | CHG | CHG% | OPEN | HIGH | LOW | VOLUME | OI | OI CHG% | BAND % | CIRCUIT |
|---|
| INDEX | NAME | LTP | CHG | CHG% | OPEN | HIGH | LOW | PREV |
|---|
| SYMBOL | CASH | FUTURE | OPTIONS | CE ↑ | PE ↓ | EXPIRY | LOT |
|---|
The live feed is not used. A replay never opens the TrueData session — if one is
connected it is closed for the run and reopened when you stop, because mixing a real tick
into a replayed session would make both untrustworthy. The header reads REPLAY throughout.
1-minute bars exist for every past trading day, expired contracts included, so an old
option chain replays too. Each minute is played as four prices (open → the two extremes →
close), and bid/ask and exchange greeks are not part of a bar — chain greeks fall back to
Black-76.
Real ticks are far more faithful but TrueData keeps only about a week of them.
Every symbol is downloaded once per date and then cached in data/history/, so
playing the same day again needs no network at all.