Historical Data using Websocket

kennethsingh

Hi,

Is it possible to get historical data at every second using kite websocket?

sujith

You can use live market data and build candles at your end. You can get started here.

kennethsingh

Hi Sujith, from the discussion in the link above it looks like what I need is bulk API call for second level historical data. Is my understanding correct?

sujith

You will need Websocket data.

kennethsingh

Hi Sujith, the above link is for streaming live data right? Are you suggesting I should stream the live data during market hours and store it at my end for future use? I was looking for historical data - something like the way the KiteConnect gives with kite.historical_data(). But I would like this for every second. Is this something that can be done?

rakeshr

I was looking for historical data - something like the way the KiteConnect gives with kite.historical_data(). But I would like this for every second.

No, second's data is not available for the historical periods. You can only fetch live second's data(to be precise tick data) using WebSocket streaming.

kennethsingh

Hi Rakesh I am getting an error that says ReactorNotRestartable:
I was running the same script and it was giving me the tick data but now when I tried to run this the second time it is giving me this error. What is the fix for this?

rakeshr

Go through WebSocket streaming FAQs here.