I have written code using Get("market.historical", param) method. I'm trying to get a 5-minute candle on the live market but observed not getting accurate data of OHLC Volume. I have tried to do it with a 5min/ 15min/ 30min/ 45min / 1 hr delay, however, I'm seeing data discrepancy between Zerodha Live chart vs downloaded data by API.
The historical data API is provided only for backtesting purposes. You can use live market data from websockets to build the candle data. You can get started here.
Thanks, Sujith for your reply. WebSocket is getting disconnected sometimes so it's quite challenging. I will try to implement websockets. Do you think, can get volume qty accurately?
Assuming, I need to sum up all the volume figures (received on each ticks), while aggregating data to prepare 5-minute candles?
The volume data on live market stream is a cumulative value. You will need to subtract the last tick and first tick volume to get current minute's volume.
Assuming, I need to sum up all the volume figures (received on each ticks), while aggregating data to prepare 5-minute candles?