Variation between Websocket data and data on zerodha app


I am using kite version 3 and using websocket to get tick data for instruments. I am getting around 80-90 ticks and I am resampling those ticks to generate 1minute candle on my end.

However, When I compared my data to data on zerodha app, there was some variation in open and low values for one of the put instrument.
I check all the ticks received from zerodha and I did not found the open value shown in zerodha app.

Why is there difference in values?.
  • sujith
    You can refer to this thread.
  • AkshayW3
    AkshayW3 edited May 29
    Thanks for the reply @sujith .

    I read the thread and it is mentioned that all zerodha platforms mobile, app use same ticker system.
    So tick data received from websocket should be same as shown in app right?

    But that's not the case. I am creating minute candle on my end.
    First tick - Open value
    Highest tick - High value
    Lowest tick - low value
    Last tick - Close value

    I have checked many candles and for some of them I am missing 1 or 2 ticks, that's why I am getting difference in data. I know exchange only streams 1-2 ticks per second for websocket. But some missing ticks create difference in candle values, Which is crucial for strategies. Small difference can make huge impact when considering applying complex indicators.

    So any solution for this or am I missing something here?
  • sujith
    The charting backend uses a different ticker source. It won't match 100%. The idea is to capture the trend or get a colocation setup at the exchange and use tick by tick data.
  • AkshayW3
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