URGENT! Historical data for 5m incomplete

traderx

I have made a request for historical data at 1:15:20 PM for 5m data for HINDALCO.

RESPONSE DATA:
(truncated) ................. {'volume': 65855, 'high': 198.05, 'low': 197.65, 'date': u'2017-07-06T12:55:00+0530', 'close': 198, 'open': 197.95}, {'volume': 15066, 'high': 198, 'low':
197.75, 'date': u'2017-07-06T13:00:00+0530', 'close': 197.9, 'open': 198}, {'volume': 35273, 'high': 198.05, 'low': 197.8, 'date': u'2017-07-06T13:05:0
0+0530', 'close': 197.8, 'open': 197.9}, {'volume': 9465, 'high': 198, 'low': 197.8, 'date': u'2017-07-06T13:10:00+0530', 'close': 197.9, 'open': 197.8}
]

Please see the last candle is 2017-07-06T13:10:00 and not the incomplete 2017-07-06T13:15:00 candle even though at the time of the request the time is 13:15:20 seconds so the open for 13:15:00 should be created.

Please can you look into this at the earliest. We need to latest open candle which is not being provided for the 5m period.

This is happening for all instruments in the 5m period

traderx

This is happening for the 15m period also.

Request for 15m data at 2017-07-06 13:46:02,283 HINDALCO

(truncated)........{'volume': 136289, 'high':
198.05, 'low': 197.65, 'date': u'2017-07-06T12:45:00+0530', 'close': 198, 'open': 197.75}, {'volume': 59804, 'high': 198.05, 'low': 197.75, 'date': u'2
017-07-06T13:00:00+0530', 'close': 197.9, 'open': 198}, {'volume': 181750, 'high': 197.9, 'low': 197.1, 'date': u'2017-07-06T13:15:00+0530', 'close': 19
7.3, 'open': 197.9}, {'volume': 185137, 'high': 197.6, 'low': 196.8, 'date': u'2017-07-06T13:30:00+0530', 'close': 197.5, 'open': 197.3}]

PLEASE NOTE THE MISSING 2017-07-06 13:45:00 candle. We need this open.

traderx

On the Kite Dashboard charts this is generated instantly

traderx

Can someone respond that this is being looked at?

I called the Zerodha office and they say to email Rainmatter... there is no response from rainmatter.

sujith

Hi @traderx,
I am afraid we can't provide live data.
There are too many things happening in the background which includes IO on the database.
There will be a difference between your time and our server time.
For live market data, I would suggest using websockets.

traderx

How do I get 5m 10m 15m 30m and 60m via the websocket

traderx

This is what your website says about KITE CONNECT
"Connect APIs to execute real orders, obtain live market data, manage portfolios and more."

And now after paying you're saying you cannot provide live data??

traderx

There is no difference between my time and your server time. There is a DELAY from your server.

traderx

If there is a delay in IO or cpu load, please upgrade. This service is what we pay for.

AnkitDoshi

Try 30 seconds and more. That should solve problem.

Rather I suggest use the drop function of Panda after good enough time- say a minute which will solve the issue

df = df[:-1]

traderx

Thats what I was doing however sometime the incomplete candle is sent and sometimes its not hence the problem

traderx

@sujith How do I get 5m 10m 15m 30m and 60m via the websocket

Will this be available via API 3.0. Can I enroll in a beta for the API?

sujith

Hi @traderx,
You need to make your own candles.
It is basically OHLC,
Open is first LTP of that interval.
High is highest LTP of that interval.
Low is the lowest LTP of that interval.
Close is the last LTP of that interval.