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In this Discussion
March 2017
sujith
WebSocket OHLC data incorrect
divyapunj
March 2017
in
Python client
Hi
I was trying to record the data from the websocket streaming.
What I observed is that the data had the correct last price but the OHLC nested fields of
>Open,
>High,
>Low
>Close
Were incorrect.
Infact for each of the subscribed instrument all the Open values were the same, similarly the case for close, high and open.
ex:-
reliance all open are 1124 (all close would be 1124.2)
ACC all open are 1014 (all close would be 1015)
The fun part is that the Last_Price and all the other values are ticking correctly.
What is the reason for this?
Thanks
Divya Punj
Tagged:
WebSocket
tick data
sujith
March 2017
Hi
@divyapunj
,
OHLC, you get in websockets is days' data. Hence it will be same values throughout the day unless high or low gets changed.
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OHLC, you get in websockets is days' data. Hence it will be same values throughout the day unless high or low gets changed.