☰
›

1min Volume calculation by using Websocket

athulnath69
athulnath69 in Market data (WebSockets)
1. What is the best method to fetch a 1 minute interval volume from Websocket ?
2. What about the volume data accuracy when comparing the Rest API and Websocket ?
3. Does the volume from the websocket show all types of traded volume (Bulk,Block deals, or from institutions)?

Kindly reply.
Many Thanks
Tagged:
  • rakeshr
    rakeshr
    Go through this thread.
  • athulnath69
    athulnath69 edited August 2023
    @rakeshr Thank you But I'm not entirely sure. Which method is the best and quickest for generating 1-minute data (to create a 1-minute candle with a database or any other)? I became a little bit stuck after reading the lengthy thread.
  • rakeshr
    rakeshr
    You can get an idea from this open go-project.
  • athulnath69
    athulnath69
    @sujith @rakeshr Thank you for sharing this information. To which server do we connect using Zerodha's websocket tick Read/Write? I'd like to process 500 tokens at 1 minute intervals. Is Redis reliable, in my personal view?
    Sorry for the repeated inquiries, but if anyone has tested or experienced anything, please respond.

    1. Redis
    2. Clickhouse

    Many Thanks
Sign In or Register to comment.