I am trying to use Zerodha websocket and Zerodha charts from the market watch for 15 minutes candle. I realized that the websocket is missing some ticks (which is expected based on what I saw in other tickets). However the 15 minutes chart also shows incorrect information. To show an example I used 15 minutes candle data and websocket data for BANKNIFTY JUN Futures 2019.
The specific first tick of the data I got from websocket is: Tick Timestamp: 2019-05-21T09:15:32+0530 Tick Last traded Time: 2019-05-21T09:15:29+0530 Tick LTP: 30938.7 Tick High: 31130 However when I see the graph on market watch for the first candle of the data i.e 21st May 2019 the high is: 31050. Is this difference expected? Given that the tick data for the beginning of the day already has a high > than your first tick is an indication that you have missed some ticks and could be captured by the graph. Is it possible for this discrepancy to be fixed?
