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Last Minute Historical Data
I have subscribed for historical data. I have a question regarding last minutes historical data.
For example, today is 10th April and guess current time is 11:56:01 AM(IST) and if I request now can I get minute data of 11:55 AM(IST) of 10 April.
Please let us know if any confusion.
It is not guaranteed that a minute candle will be available at the end of the minute or at the beginning of the next minute.
The way historical data service works is, it will capture all the ticks in a minute and then generate a candle out of it. The new candle is written to the database. This happens for all the instruments that are being traded for the day. There can be a delay since write operation to the database itself is uncertain. If one of the writes delayed then the following writes will also be delayed.
I would suggest generating candle at your end using the live market data provided by Kite Ticker.
edited April 2018
Thanks for your response.
Yes I wrote code to manipulate ticks data to generate candle sticks. But suppose, I ran the code at 10 AM, in that case I will miss all the data starting from 9:15 AM to 9:59 AM. In another scenario, If somehow I loss internet connection for couple of minutes or even couple of seconds then also I will miss data and I don't see any way to get those data. And if I loss Data, I will not be able to generate indicators until I wait and collect a huge amount of data and this could stop me trading all over the day. Are you guy's providing any solution for this. As I suppose it is not logical to wait whole day for missing a single minute data.
Also we could loss data if Kite Ticker is somehow failing to forward ticks data.
edited February 17
OMS can also go down when things go wrong. There have been scenarios wherein exchange was not sending ticks during the market hours. Technical issues can happen because of thousands of reasons. You need to always make sure you handle all the exceptions.
We provide historical data only for backtesting purposes. Many people are already generating candles using live market data. Once you set up your system to convert ticks to candles then you can consider pushing it to cloud.
You can check out
this thread to know how to get started
I understand that there might be some delay, but is it guaranteed that it will be available with a delay of say at most 2 or even 5 minutes?