Getting correct real time 1-minute candle data efficiently

sameer
sameer edited August 2016 in General
How to get real time 1-minute bar data efficiently using kite
1) Web Socket: Theoretically we should be able to construct 1-minute bar from tick data, but kite doesnt guarantee every tick so in case kite dont send tick that has 1-minute high or low, program wont be able to construct 1-minute bar with correct high/low so constructing correct 1-minute candle from Web Socket API is not possible

2) Histotical API: We can fetch 1-minute data every 1-minute. But this gives whole current day data (i.e. I guess at 11:30am it will give 1-minute data from 9:15 to 11:30)which is in-efficient if we make query after every 1-minute

Please tell me method for getting correct real time 1-minute bar data efficiently
  • Kailash
    1) and 2) are correct. We don't really have a solution to "stream" minute candles efficiently right now. Let me look into this.
  • agarwalvipin
    Were you able to find a solution to this?

    I would suggest - just like 'ltp', 'quote' and 'full' you should have an option 'Candle' where you should push an update once every minute on the websocket. this way all the users on websocket will have a realtime candles in a push way and not pull.
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