Scenario: 2 separate incidents, using same Go client for KiteConnect is being used to fetch the tick data. The code base is identical, the only difference is the different Zerodha Accounts. I typically start by script to fetch and work on my algo every trading day, between 8 AM - 8:45 AM.
Frequency of Scenario: In the past 45 days of so, I have witnessed the variation the most, in the following 2 scenarios: (a) If there is a gap in launching the code by more than 2 minutes (b) If the code is launched somewhere between 8:10-8:20 AM
I am running my code on AWS spot instances, thought, my instance size was small, and perhaps there were memory leakages, but, have checked and have not been able to find any issues even after increasing the instance size so far. After much deliberation and with utter cluelessness - reaching out to the forum - in the hope to get help in fixing this issue; everyone understands - what would missed data means - a lot of missed/bad decisions by the algorithm.
