The Tick object received from ticker market watch web socket api has OHLC value that refer to previous day OHLC ( as per my understanding so far ) .
While inspecting retrieved data from ticks I noticed the following ( Jun 3rd 2024 ) -
symbol prevDayClose prevDayOpen prevDayHigh prevDayLow SILVERMIC24JUNFUT 91494 91451 91451 90767
( Columns shown here are renamed by me for better clarity. )
the close price -> prevDayClose is 91494 and prevDayHigh is 91451 which seems weird. I reviewed multiple datasets . Not sure where the bug is but I am posting this after doing quite some review of my own tick saving code.
Can someone please cross check this and confirm if its an issue with Kite / own code / exchange data ? Or is it there some issue with my understanding of OHLC data in tick ?
The Tick object received from ticker market watch web socket api has OHLC value that refer to previous day OHLC
No. Are you referring to timings before market open or after market open? Before market open, OHLC will be from the previous trading day. But, after the market opens, only the close will be from the previous trading day, and the rest of OHL will be from the current day. Go through the documentation here.
Before market open, OHLC will be from the previous trading day. But, after the market opens, only the close will be from the previous trading day, and the rest of OHL will be from the current day. Go through the documentation here.