THE PROCESS IS TO FILTER OUT SYMBOLS FROM A LIST OF 1500 SYMBOLS FOR A PARTICULAR 3 CONDITIONS DURING 9.25am TO 9.45 am WINDOW (5 min TIMEFRAME). I HAVE ACCESS TO BOTH LIVE DATA AND HISTORICAL DATA.THE PROCESS HAS TO BE COMPLETED IN 2 TO 3 SECONDS SO THAT ONCE THE CONDITION GETS SATISFIED, I CAN ENTER INTO THE CURRENT 5 MINUTES CANDLE WHAT IS THE BEST WAY OF OPTIMISING THE CODE IN PYTHON? (OPEN TO CHANGE FROM PYTHON TO ANY OTHER LANGUAGE)
There is limit on geeting historical data or quote of ticker per second which if i am not wrong than it is below 100. So technically it is not possible for using this API unless zerodh provide extended ticker access at special request.