Im exploring options of KiteConnect and TrueData for my requirement.
My requirement is as follows (Using Python) : 1) Scan the Banknifty Option chain for Price, Volume and Open Interest with 1 Min and 5 Min candle 2) Calculate RSI, VWAP on all the option strikes for 1 Min and 5 Min candle
TrueData has RealTime and Historical data Subscriptions. Zerodha has Kite Connect and Historical data subscription.
What is the difference in these two (Kite Connect and Historical data) with respect to data availability? Is RealTime Data Feed is part of Kite Connect subscription? If yes, then can I get 1 Min and 5 Min candle data?
Is anyone having experience in TrueData vs KiteConnect? I would like to know limitations of both.