Lets say I'm subscribed to both live and historical api. I have python code which will fetch the 1 min data from historical api based on given from and to date. Lets say I have given start time as yesterday 8 am and end time as today 6 pm. Now this program runs once in every minute. I have started this program at 9 am, so right now I'm getting the minute data of yesterday 9:15 till 3:30 PM. And it keeps on running for every minute. Now when it runs again at 9:16 am today, will fetch the data for 9:15 am today as well. Or will todays data be available only after the market is closed. This is specifically for historical api which gives minute data, not the live feed which gives tick data
Yes, the historical data API gives current day's data. The purpose of historical data API is for backtesting purposes only. We recommend generating candles at your end using the live market dat via Websocket API for live market strategies. You may get started here.
