I have a query regarding the
carryForwardSellValue columns coming from
self.get_positions() api request. In the following example, I have 1 lot BN option carried forward. e.g. for first position, costPrice was 774.55 and quantity is 15 thus the carryForwardBuyValue should be 15*774.55 = 11618.25 which is not matching with carryForwardBuyValue.
Can you please clarify this?
costPrice is your actual Buy Price or Sell Price of the instrument. When it comes to carry forward positions, the system also maintains Mark-to-Market prices, which is displayed as
sellAvg in the API response.
carryForwardSellValue is computed as:
buyAvg * netQty
@Hardik Thanks for replying.
Shouldn’t ideally costPrice and buyAvg should be the same for long positions?
No. As mentioned, both denotes different methods of displaying Positions. Mark to Market becomes important when calculating Day’s profit/loss.