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In my tick streaming data , data is not available for last few seconds of the minute

rbm
rbm in Python client
timestamp tradable mode instrument_token last_price
2209 2023-10-27 19:48:02 True ltp 66048775 6961.0
2211 2023-10-27 19:48:04 True ltp 66048775 6961.0
2212 2023-10-27 19:48:04 True ltp 66048775 6961.0
2215 2023-10-27 19:48:09 True ltp 66048775 6961.0
2218 2023-10-27 19:48:15 True ltp 66048775 6961.0
2219 2023-10-27 19:48:17 True ltp 66048775 6961.0
2221 2023-10-27 19:48:23 True ltp 66048775 6961.0
2224 2023-10-27 19:48:26 True ltp 66048775 6961.0
2225 2023-10-27 19:48:27 True ltp 66048775 6961.0
2229 2023-10-27 19:48:29 True ltp 66048775 6961.0
2232 2023-10-27 19:48:37 True ltp 66048775 6961.0
2234 2023-10-27 19:48:38 True ltp 66048775 6961.0
2236 2023-10-27 19:48:38 True ltp 66048775 6961.0
2239 2023-10-27 19:48:41 True ltp 66048775 6961.0
2241 2023-10-27 19:48:44 True ltp 66048775 6961.0
2243 2023-10-27 19:48:50 True ltp 66048775 6961.0
2245 2023-10-27 19:48:51 True ltp 66048775 6961.0
2248 2023-10-27 19:48:54 True ltp 66048775 6961.0
2250 2023-10-27 19:48:56 True ltp 66048775 6961.0

I see sometimes data is not available for the last few seconds of the minute, how do I decide the close price of the minute with such data? or am I doing something wrong?
Tagged:
  • rakeshr
    rakeshr
    I see sometimes data is not available for the last few seconds of the minute
    If there are no trades or changes in the market depth field. There will be no ticks.
    how do I decide the close price of the minute with such data?
    You will need to use the last tick of that minute as the close price.
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