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data for intraday

sivannarayanagunji
sivannarayanagunji in Java client
do we get live data from the market ? or historical data means from past ? can some one please confirm ?
  • rakeshr
    rakeshr
    @sivannarayanagunji
    Yes, you can get live market data using Websocket Streaming.
  • sivannarayanagunji
    sivannarayanagunji
    @rakeshr thanks for your reply ,

    can you please suggest me if you have any Java code example ?

    actually my requirement is to get the intraday and historical data both, will it help my purpose ?

    for example , if i want to find ATR for hourly candle , i need to 14 candles that may include today's candles and previous day's candles as well.


  • rakeshr
    rakeshr
    @sivannarayanagunji
    Can you please suggest me if you have any Java code example?
    Yeah, you can check java connect client here.
    Actually, my requirement is to get the intraday and historical data both, will it help my purpose?
    Yes, you can use Historical data APIs for the same.But for intraday candle, we would suggest you to generate candles at your end using the live market data provided using Websocket Streaming.
  • sivannarayanagunji
    sivannarayanagunji
    if i use historical data instread of websocket , will i get candles for past time ?

    like i want to access data till 10 AM after 10 AM , is it possible ? suppose if i mention the time stamp as 9:30 AM to 10:00 AM , at 10:01 AM , will i get the data till 10 AM ? or not ? please clariry
  • rakeshr
    rakeshr
    @sivannarayanagunji
    Like i want to access data till 10 AM after 10 AM , is it possible? suppose if i mention the time stamp as 9:30 AM to 10:00 AM , at 10:01 AM , will i get the data till 10 AM ? or not? please clarify
    Yes, you can fetch previous minute data,after few seconds(20+ seconds) delay post it's formation.But we would suggest you to generate candles for intraday period at your end using the live market data provided using Websocket Streaming.
  • sivannarayanagunji
    sivannarayanagunji
    if i am forming the candle in local , i need to store the data somewhere , so just want to avoid that .. i need only 15 mins , 1 hours for my strategy for now , if i am accessing one hour candle after it is formed , will it be accurate ?

    for example if i get 10 AM hourly Candle at 11:01 AM , it will it come correctly ?
  • sivannarayanagunji
    sivannarayanagunji
    and one more question how do i know the tokens for symbols to gen the historical data ?
  • sujith
    sujith
    @sivannarayanagunji,
    The historical data is provided for backtesting purpose only. We don't recommend using the same for the live market strategy.
    You can get instrument tokens from the instrument master dump.
  • matrix
    matrix
    Hello Sujith, I've also noticed that historical data for intraday, takes time to stabilise and settle. That is unreliable for reference. I'm wondering if the tick data subscription via websocket is up-to-date. That is, if I subscribe to tick-data and generate 1minute and 5minute candles from it, given my calculations are correct, will that generated data be accurate compared to the rest of the market? I'm just trying to find out if the websocket streaming tick-data is reliable for intraday trading or not, and it doesn't take time to stabilise like its historical counterpart.
  • sujith
    sujith
    We use the same tick data to generate candle data. One can't exactly match it but it will be nearby.
    You can check out these threads for reference.

    https://tradingqna.com/t/why-does-the-same-technical-charts-for-the-same-stock-from-nse-tame-google-finance-yahoo-finance-amibroker-not-match/1688

    https://kite.trade/forum/discussion/2604/convert-ticks-to-candle#latest
  • matrix
    matrix
    Thank you Sujith, I am going to try that option now.
This discussion has been closed.