Fifteen Minute Historical Candle incorrect data

Rishant
Hi Team,
I have been using fifteen minute historical api for generating signals. Yesterday , most of the signals were wrongly generated due to incorrect data while using the function. The data that I got during the live trading hours was different from the data that I got after market closed. The data I got after market closed was more proper in my view.

Do you suggest that I store tick data and create my own OHLC candle , or was there some real problem on your side and would be sorted out in near future.

I must say I have not faced similar problem in the past, but currently I was about to use the infrastructure for quite a significant amount of capital, so would help If you advise me correctly here.
  • sujith
    Hi,
    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.
    15min candles are generated using fifteen 1min candles. At end of the interval, if there are only 14 candles then it will generate using those candles. If you add some delay then it should be fine.

    I would suggest, if your algorithm can afford a delay of few seconds then you can try it out otherwise I would recommend generating your own candles.
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