Need some info on the web socket from Python. I'm using the python code from the official git repo.
I'm subscribing for data for certain instruments and am receiving live ticks with MODE_FULL . This is spaces roughly one second apart. Wanted to understand what the OHLC is the case of this second-level data.
Can I compute the minute-level OHLC from this? Say minute-level high is the max of all second-level highs, and so on?
I also see that the OHLC data is not varying much even though the LTP varies significantly - is it a bug?
OHLC in websockets API is day's data in all the modes.
You need to generate your own candles using the live streaming data.