Hello, I am exploring two APIs provided by Zerodha for retrieving candle. One can retrieve historical data using link /instruments/historical/XXX/[minute/day] by providing time frame for which data is required. In this case, we are passing timestamp of last available candle and current timestamp. This works very well for "day" and to some extent for "minute". But we want to retrieve newly generated minute candle after that and this needs to be done every minute. What is the best way to retrieve only those one minute candles those are not available with us.? As I look at specifications for historical API, it does not support passing timestamp at minute level hence it will dump all candles if we pass current date in "from" and "to". Is there any API that can provide data for given instruments only after provided timestamp?
Can you recommend any way to generate last one minute candle? Will retrieving market quote for given instrument every minute give last one minute candle? Or using streaming data will be better choice in building one minute candle?
We are experiencing issue in generating one minute candle every minute. streaming API is throwing OHLCV for every second and not sure how to use it for building one minute candle. Please help in providing appropriate API for fetching required that helps building one minute candle.
We don't have time based historical data fetch. We will add it soon.
Will retrieving market quote for given instrument every minute give last one minute candle?
Or using streaming data will be better choice in building one minute candle?
Yes, you can store tick data and make minute candles. It is the only feasible solution right now.
Please help in providing appropriate API for fetching required that helps building one minute candle.