I call ohlc api for a bunch of stocks about 15 seconds before market opens to get pre open data, including open price.
So far I have assumed its always accurate, there is enough time from pre open session close for Zerodha to fetch all data. But today by chance i saw few trades that did not look right and so checked my logs. It seems that ohlc api gave stale open prices for many stocks ( but not all)
Ex - ADANIPORTS open price was sent as 593.35 whereas NSE open is actually 643.90. So it seems wednesday's open price was sent instead of today. "NSE:ADANIPORTS": {"instrument_token":3861249, "last_price":636.65, "ohlc":{"open":593.35, "high":642.55, "low":590.1,"close":636.65}},
Right now api output is fine, so we got bad data only around open today.
1) What happened here ? Why did I get stale data ? Does it happen regularly for a call made so close to open ? 2) How to manage this ? I see quote api has timestamp/last_trade_time. So i could call quote instead of ohlc. When open data is stale can we expect timestamp/last_trade_time to be accurate and have previous days date ? If yes, then i could simply retry after some time for stale scrips.
Understood, so not much one can do other that make NSE look at it so that it does not happen again. Hopefully this is a one time issue.
If you already know - by what time was this issue fixed and open prices corrected ?
In this case i guess it wont matter but Just to be sure, is it ok to call ohlc api at 09:14:45 and expect it to have accurate open price, Or will it be better to call quote and also check ltt/timestamp to detect stale data ( and retry)? thanks
If you already know - by what time was this issue fixed and open prices corrected ?
In this case i guess it wont matter but Just to be sure, is it ok to call ohlc api at 09:14:45 and expect it to have accurate open price, Or will it be better to call quote and also check ltt/timestamp to detect stale data ( and retry)? thanks
last_trade_timefor today's DateTime.