I have developed and back-tested a strategy for NSE equities. In order to deploy the same, I need the following data at minute level granularity in real-time:
1. OHLC for the last minute 2. Volume traded in the last minute 3. percent change over the last 5 minutes
Could someone let me know the best way to get the above information at minute granularity in real time?
I am developing the framework in Python and have been able to get the latest quote information using kite.quote() method. In this regard, what is the maximum number of stocks that I can query at one point in time? I read in some thread that the limit is 500 stocks at once - please confirm the same.