NEST TBT Feed
NSE now provides a real time tick by tick feed which means that every order that is pushed to the exchange by anyone is available for your analysis. Such tick by tick data is extremely useful for high frequency traders who want to take advantage of every micro movement in the market. NEST Tick by Tick offering fetches the data from the exchange and builds the book up to twenty levels. This book is then provided as an input to algorithms which parse the data and generate profitable trades.