What is the most recent time for which I can get historical data during the market open hours (for BN Index or Index Fut)? I am looking for previous 5 minutes OHLC candle data for the same day when the market is open. Example @ 9:30, I need OHLC candle data for 9:15-9:20, 9:20-9:25 and 9:25 - 9:30.
The historical data API is for backtesting purpose only. We suggest generating candles using the live market data via Websockets API. You can get started here.
