I'm currently working on automating a strategy similar to the Opening Range Breakout (ORB) on the 5-minute time interval. The entry is triggered when the latest candle closes above the Opening Range High (ORH) or the High of the first candle.
I have subscribed to the Kite Connect API but not the historical API. When the market opens, after 5-6 minutes, I manually enter the stocks and their ORH and Opening Range Low (ORL) and my python trading client should take care of the rest. However, I'm facing a challenge: each time the 5-minute candle closes, I need to check if it closed above the ORH or not, this is not happening as the API does not return the 5 minute candle OHLC data. In the quotes section, I am receiving only the Last Traded Price (LTP). Additionally, the Close in OHLC data is the previous day's close, which I cannot rely on for this strategy.
In the quotes section, I am receiving only the Last Traded Price (LTP).
LTP at end of 5minutes interval eg here: 09:19:59 is the close price of that candle(or which has been the last tick during the mentioned 5minute time block). You can use WebSocket stream, with an exchange time field to capture at your end.
