Ticks received are not in time order. Please see the screenshot. Ticks for 09:28 am are received even after 09:29 am.
Also, ticks are duplicated. It is impossible to create OHLC candle using this data.
While storing the ticks in full mode, I store 'instrument_token','timestamp','last_price','volume' and use the timestamp to create OHLC candles in pandas.
