Historical api

I notice that to use kite.historical() API, I should subscribe seperately as it is provided as an addon. However, I am able to get historical data sometimes without subscription as well. But it gives "Invalid API credentials" 90% of the time.

Now that Im planning to use this API extensively, I wanted to know the reliability of this API as I remember reading in some thread that it is managed by a thirdparty vendor. Is it worth the subscription of another 2k. Or it works only 10% of the time even with subscription?
  • sujith
    We are doing some maintenance work. Hence we had taken authentication down. It will be up in a couple of days.
    Can you let us know your use case, we will let you know if it fits your purpose or not?
  • shankar1318
    Every 15 min, i want the last OHLC for a given instrument. Right now i am calculating it manually by building a candle myself using realtime data. However, the values calculated dont exactly match the actual candle. So i want to use the historical api to get the last 15 min candle.

    Any alternative for this usecase. When will the historical api be fully production ready?
  • sujith
    sujith edited October 2017
    Hi @shankar1318,
    Whatever you are doing is correct. The values will not exactly match because the source for historical data is different from Kite ticker. It will be near but not exactly same.
    Candle data of two platforms will never be same as it is not possible for any platform to get all the ticks over the internet. For more information, you can check out this thread.

    We don't recommend using historical data for the above use case because "at any point of time our server keeps receiving all the ticks and use that to generate a candle and put it in a queue to write to the database and it keeps happening for all the scrips that are being traded today. Hence it is not guaranteed that at 15 min candle will be available exactly at end of 15min. There can be a certain delay as it involves DB write operation".
    If your algorithm can afford a delay of few seconds then you can try it out otherwise I would recommend generating your own candles.
  • Encrypted
    Hi @sijith what is avg delay time for historical candles?if it less than 1 min I am fine.
  • sujith
    It might be 10 to 15 seconds but that is just arbitrary as anything can while writing to database like disconnection, if one request for some reason gets slowed down it will affect next writes also.
    But it won't be as late as 1 minute.
Sign In or Register to comment.