As Websocket LTPs or any data for that matter is ephemeral, if I lose connection for a while till it reconnects back, I will lose LTPs or other data for that time frame. That can affect my calculations as I will miss some data.
Is there a way to fetch quotes or data of the time when my connection was lost? Any idea experts? Thanks in advance
@soumyadeep It is ephemeral. We do not have a way to buffer and relay ticks per connection. If minute data will suffice, you could look at the historical data API.
@soumyadeep@sameer There is 1 min OHLC backfill available. Btw we are not data vendors, Kite connect is meant only for our clients using it for trading purposes. Also not possible to backfill all ticks streamed, even data vendors don't do this and no plans to support this.
@nithin OK Thanks Nithin for clarification ... I meant for "1 minute data" only. BTW I had discussion with Kailash about pushing all tick data to customers and not restrict it to like atmost two/three ticks per sec(as done currently) ... This is useful for some strategies in highly traded instruments like NF, BNF etc ... If possible please support "all tick" URL/API in the near future
There is 1 min OHLC backfill available. Btw we are not data vendors, Kite connect is meant only for our clients using it for trading purposes. Also not possible to backfill all ticks streamed, even data vendors don't do this and no plans to support this.
BTW I had discussion with Kailash about pushing all tick data to customers and not restrict it to like atmost two/three ticks per sec(as done currently) ... This is useful for some strategies in highly traded instruments like NF, BNF etc ... If possible please support "all tick" URL/API in the near future