Delay and incorrect OHLC

prakash.jj
prakash.jj edited February 10 in Python client
Hi @sujith
What is the delay in ohlc data of websockets and quote API. Many times last_price will be greater than high (in ohlc) and lower than low (in ohlc).

Also... How do you form this ohlc data .. is it using ticks or from NSE as a separate feed. Because most of the times this doesn't match with either NSE data or with data on some ODIN terminal of other brokers.

Need to understand the accuracy and delay of this data for my strategy. Pls clarify my doubts.

Thank you
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  • prakash.jj
    @Vivek @sujith any updates on this.
  • rakeshr
    @prakash.jj
    What is the delay in ohlc data of websockets and quote API?
    There is no delay in Websocket data feeds, we stream as we get from exchange.
    And every quote call is proxied through WebSocket streaming, that has an in-memory data structure for it.So, it reads from map and return the required call.
    How do you form this ohlc data .. is it using ticks or from NSE as a separate feed. Because most of the times this doesn't match with either NSE data or with data on some ODIN terminal of other brokers
    Same as above quote call, it read from websocket streaming map and return the OHLCV data.
    NSE website is delayed by approx 2-3 minutes, so you can't compare with real time live data we stream in Websocket or quote call APIs.
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