I'm developing Swift Client to use Kite Connect API. While verifying the historic data that was downloaded using historic data api, with that of the candles shown in Zerodha Kite App, I found to be different and not matching for same instrument and same period.
Anyone has any idea why historic data downloaded via kite connect api and kite app is not same. It is too costly we expect it to be correct and in synch with Kite App.
@kamleshNB Zerodha has different data vendors for live ticks (websocket ticks) and historical data (chart data)
We can see max of 2 ticks in a second using websockets but in exchange, there can be 100 ticks in a second. Bottom line, if you want to use candle stick data, go for historical data.
Zerodha has different data vendors for live ticks (websocket ticks) and historical data (chart data)
Is this true? I thought you were creating intraday candles from the same data you are passing us. Maybe for previous days data and backwards you have different vendor!
We have a different setup for generating candle data using live market data received. Even though both live market data and TBT for generating for candles have a different source. Both are received from the exchange only.
Thanks
Regards
We can see max of 2 ticks in a second using websockets but in exchange, there can be 100 ticks in a second.
Bottom line, if you want to use candle stick data, go for historical data.
I thought you were creating intraday candles from the same data you are passing us.
Maybe for previous days data and backwards you have different vendor!
Thanks
Regards
Even though both live market data and TBT for generating for candles have a different source. Both are received from the exchange only.