I am trying to build 1 min data by accumulate the tick data using python api. I was using the close and open price from ohlc dict from stream tick. But somehow this data does not change. Why? And what is coorect value to use then?
I think ohlc in tick data is the days open high low and close.
To construct 1min data using tick data, you would need to add a timestamp to the tick received and create 1 min ohlc. If you are using pandas.DataFrame, then you can using df.resample() to get a minute ohlc. Sadly there is no timestamp value attached to the tick when we receive it.
Yes I have gone through it, but no where I found the description of each field in understandable way. For example my question - what does it mean by tick's ohlc data, is it day's ohlc or tick's ,its nowhere written. These questions can be avoided if the documentation is more clear.
To construct 1min data using tick data, you would need to add a timestamp to the tick received and create 1 min ohlc. If you are using pandas.DataFrame, then you can using df.resample() to get a minute ohlc.
Sadly there is no timestamp value attached to the tick when we receive it.
Is there any description of each value we receive from tick?
Thanks again.
I dont see much detailed documentation for tick structure, but on the other hand, all fields are almost self explanatory.
You can go through documentation here.
Thanks
Kaustubh
You are right. We will update documentation.