Quote API returns same OHLC in all the calls

kamleshNB

Quote API returns same OHLC in all the calls, can some one help?

sujith

You can check out documentation. It returns day data and not intraday OHLC.

kamleshNB

What do I have to use if I need intraday OHLC? WebSocket?

ajy

Kiteticker class. Websockets already built in it. Just use kiteticker.subscribe(instrument list) then kiteticker.on('tick', cb)

sujith

For backtesting, you can use historical data API. For live strategies, I would suggest generating candles at your end using the websocket live market data.

kamleshNB

I'm building swift client, Thanks it worked

kamleshNB

@sujith same thing is happening with WebSocket, I am getting same OHLC every time. I am using "full" mode.

sujith

You need to build candles at your end using live market data received from websockets. You can check out this thread to get started.

sujith

OHLC in full mode is day's OHLC data and not a minute or hour OHLC.

kamleshNB

@sujith Tried using "quote" mode, but still I'm getting same ohlc every minute.

kamleshNB

@sujith I've also noticed that I receive multiple streams every minute as onmessage fires multiple times

sujith

Yes, you get tick data whenever there is a change in the data.
You need to use on_ticks callback to listen to ticks(live market data).

sujith

on_message is a raw callback for data. Kite Connect already does all the processing and give you back data on on_ticks callback and on_order_update.

kamleshNB

@sujith Got it, but, how come it sends same data for over 10 minutes, it was fluctuating on Kite App but not via WebSocket.

sujith

Kite also uses the same API maybe only marketdepth was changing.
Kite Ticker only sends tick when there is a change in data.

sujith

You mean OHLC? OHLC is day's data it won't change for every tick. It will only change when there is an LTP more than high or LTP which is lesser than low of the day.
Open and close are anyways fixed.

kamleshNB

@sujith What mode should I use in order to build Candle at specific interval? Is it "ltp"? that I should use.

sujith

Yes, you can just subscribe for data in modeLTP and generate candles using that.

kamleshNB

@sujith Thanks for your help, it worked. One thing I noticed, some times I receive just from the WebSocket, total bytes recd are 12, but when I read firt 2 bytes to get number of packets it return huge number. I am not using official Clients, developing my own to work with iOS.

sujith

Are you using big-endian or little-endian?
Are you comfortable with any other technology other than Objective-C or swift?
You can check out any of the client libraries to know more about parsing binary data.