Need 5min candle data (OHLC with Volume) for option scripts during market

hrp

Hi Sir,

I need live 5-minute candle data (OHLC with Volume) for option scripts during the market. I have tried to use History API, and Tick data fetch through web socket.
However, I'm seeing, there is a difference between the data I received as a response to the API call and checking the Zerodha online graph for the same script.

Is there any plan for Zerodha to provide any API to get live market 5min candle?

rakeshr

I'm seeing, there is a difference between the data I received as a response to the API call and checking the Zerodha online graph for the same script.

Go through the historical data API FAQs here.

hrp

Based on documentation, I understand history API will not provide current-day data during the live market. For example, assuming today is 28th Dec and the current time is 11 am. If I would like to get a 5-minute candle for 10:55:00-10:59:59, history API wouldn't provide accurate candle data. For this I have to use WebSocket to calculate 5min candle data.

My question is, is there any plan for ZERODHA to provide any such API to get accurate 5min candle, 15min candle data of current day during Live market ?

My understanding is, that Zerodha is anyway calculating and showing data on Zerodha online
website in chart format. if the same data can be cached & made it available for API access would be much better for all API users to avoid local calculation for chandle generation.

hrp

rakesh sir, is there any possibility to get ready-made 5min candle data for the live market instead of tick data aggregation by API user? I'm assuming Zerodha must have data in the cache server to provide data for various charts.

sujith

@hrp,
I am afraid that is not possible and there is no cache data like that. You can generate candles at your end using the live market data. You may check out this thread to know more.

hrp

Thanks Sujith sir No issue. Maybe Zerodha can enhance the Kite API solution in the future.