I am using the python API to subscribe to the WebSockets. I am trying to the generate the OHLC bars by sampling the last_price in the WebSocket ticks. However, the bars don't match at all with the charts in Kite. As a consequence, any signal that I generate based on these bars, vary wildly from the charts displayed in Kite. I'm aware that open and close prices may not be the same due to lack of synchronization between clocks, but there is a huge variance in the high and low values as well.
Check out this thread for more information.
The data source for Kite charts and Kite ticker are different, so it can never match.
I'm actually just looking for a baseline to match this against.
Kite ticker and Pi have a different data source.