I am trying to live stream quote values every minute in Python 2.7 using Kite API 3.7.0b5. But, it provides the same OHLC values. I tested it for about 3 hours today. Following is the table I extracted.
Following is the important lines of code in Python 2.7. instruments = ['NFO:NIFTY18MARFUT', 'NFO:BANKNIFTY18MARFUT'] data = kite.quote(instruments)
How to overcome this situation? I need to get open, high, low, close values of minute candles. Thanks!!
Would WebSocket/ KiteTicker help in receiving minute data? There is no setting for duration in WebSockets. I want to stream live market data every minute. And I don't know how to use historical data API for live streaming since we need to pass to_date parameter beforehand.
My aim is to use an intraday strategy on live market data with interval of 1 minute.
1. I have used quote API. It returns daily data so it is not useful.
2. I am thinking of using websockets/kiteticker. Please tell me if it also gives daily data or minute data. I don't see any option for setting the duration between 2 consecutive data.
3. I am looking to use historical data API. It seems unclear how to use it for live market data. We need to pass to_date parameter which would change continuously. The python API quotes for historical data parameter . Would continuous parameter be helpful for live streaming? If yes, how to input this continuously changing to_date?
Need some help!! Thank you
The historical data is for backtesting purposes only and not for live market strategies.
I would suggest using live market data provided in Websockets to generate candles.
You can start with this thread.