Data mismatch between websocket streamed data and OHLC data in kite

Prathap

I have streamed and stored futures data of Jun9. When I tried to validate this data against 1min OHLC data in my kite account, I have found a lot of discrepancies. For example, take instrument token 11717890 (AXISBANK17JUNFUT) - I did get below data over websocket for 9:16AM

id instrument_token ltp tick_at
396948 11717890 516.8 2017-06-09 09:16:00.514
397008 11717890 516.8 2017-06-09 09:16:01.324
397095 11717890 516.6 2017-06-09 09:16:03.44
397182 11717890 516.8 2017-06-09 09:16:05.479
397321 11717890 516.95 2017-06-09 09:16:07.275
397403 11717890 516.8 2017-06-09 09:16:08.257
397464 11717890 516.95 2017-06-09 09:16:09.464
397532 11717890 516.95 2017-06-09 09:16:10.87
397594 11717890 517 2017-06-09 09:16:11.575
397668 11717890 517 2017-06-09 09:16:12.317
397788 11717890 516.85 2017-06-09 09:16:14.841
397841 11717890 516.8 2017-06-09 09:16:15.551
397950 11717890 517 2017-06-09 09:16:16.357
397978 11717890 517.35 2017-06-09 09:16:17.419
398099 11717890 517.05 2017-06-09 09:16:19.76
398144 11717890 517.35 2017-06-09 09:16:20.832
398256 11717890 517.35 2017-06-09 09:16:22.423
398401 11717890 517.05 2017-06-09 09:16:25.306
398515 11717890 517.85 2017-06-09 09:16:28.204
398710 11717890 517.85 2017-06-09 09:16:30.371
398795 11717890 517.05 2017-06-09 09:16:31.483
398969 11717890 517.35 2017-06-09 09:16:34.553
399047 11717890 517.2 2017-06-09 09:16:36.553
399123 11717890 518.05 2017-06-09 09:16:37.954
399240 11717890 518.05 2017-06-09 09:16:38.596
399273 11717890 518 2017-06-09 09:16:39.224
399326 11717890 518.35 2017-06-09 09:16:40.304
399455 11717890 518.35 2017-06-09 09:16:41.196
399481 11717890 518 2017-06-09 09:16:42.369
399531 11717890 517.55 2017-06-09 09:16:43.461
399737 11717890 517.55 2017-06-09 09:16:46.284
399912 11717890 517.4 2017-06-09 09:16:49.267
400040 11717890 517.45 2017-06-09 09:16:50.552
400089 11717890 517.5 2017-06-09 09:16:51.175
400138 11717890 517.45 2017-06-09 09:16:52.412
400173 11717890 517.3 2017-06-09 09:16:53.172
400364 11717890 517.55 2017-06-09 09:16:55.182
400466 11717890 517.3 2017-06-09 09:16:58.3

When I see in my kite account OHLC for 9:16 AM is-
O - 518.35
H - 518.35
L - 517.3
C - 517.7

According to websocket data, 9:16th min is opened at 516.8 but OHLC data in kite telling it as 518.35. What is happening here?

Prathap

Further findings:
I have opened my websocket at 9:14:40 and I got an immediate tick at the same time. Next tick I got was at 9:15:41 and final tick for the day at 15:30:40. OHLC data of kite is matching now when I consider 40th sec as 1st sec.

What could be the reason for this 40sec delay?

Prathap

My bad. My local system time running behind by 40sec . There is no issue here from your end. Thanks!!

sujith

Hi @Prathap,
It doesn't have to match exactly because both have different sources. With the current infrastructure in India, it is not possible for any platform to capture all ticks unless you have colo setup at the exchange.

Please check out this thread for more information.

Prathap

Thanks for the thread @sujith !!