i am seeing a delay from Zerodha kite servers in terms of consolidating the tick data to 1-minute historical data. for example, i am getting the 9:20 data from 9:21 to 9:23 the 9:20 1-minute candle data keeps on changing at 9:21,9:22 and 9:23. the data for a single 1-minute candle stick keeps on changing for next at least 3 minutes. It was not happening before July last year. But the data keeps on changing now a days. I think there is a delay at Zerodha kite server to consolidate the tick data to candle stick data. Can someone please investigate this?
Zerodha server is not delayed. You can't use historical data for live trading. You can't fetch historical data at minute turnover or for a specific minute of candle data at a specific time, if you prefer. no guarantee and not good polling rest API for live trading. It is better to use a WebSocket stream and create your own candle for a specific minute. There is no other way.
check this thread: https://kite.trade/forum/discussion/comment/15899/#Comment_15899