Historical API

dnagaraj
1min and 5min Time frame data available for current date? For example: if the current time is 10am and can I pull the data till 9.59 am ? if not then what is the time gap.

Thanks Darshan
  • sujith
    Hi @dnagaraj,
    Historical data is written to the database as 1min data. Our server will listen to ticks and forms min candle and stores it in the database. This keeps happening on all the scrips throughout the day.

    You can get current day's data in historical API, but it is not reliable as in we can't tell you exactly at what second data will be written to the database since all write requests are queued. If you are expecting real-time candles then I would suggest building your own candles using websockets data.
  • dnagaraj
    @Sujith Thank you for the quick response.
    Managing tick data will be like reinventing the wheel since you have already have code and infrastructure.
    For my Application this would have bean big win.
    If its matter of 4 to 5 mins delay we can still live with that, is that more then 5mins? Please confirm.
  • sujith
    sujith edited August 2017
    Hi @dnagaraj,
    In case of 5min candle, let us say now current time is 18:48, if you fetch historical data for a scrip now then you will get the last candle with time stamp 18:45 which will be having aggregated data of 18:45, 18:46 and 18:47 candle and it will be continuously updated. You have to basically ignore the last candle.

    If you are ok with that then you can use it.
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