Hello, While running auto trading we downloaded data for 5 min interval from 9:15AM to 9:20AM zerodha given data 12/2/2019 9:15:00 AM, open =32012.1, high =32033.4, low =31888.1, close = 31903.1, volume = 133280
But after some time again download data then zerodha given data Date,Time,Open,High,Low,Close,Volume 12/2/2019,09:15,32079.95,32079.95,31888.1,31903.1,133280
Why this happens? Also why not data is consistent.
Historical data is provided for backtesting purposes only. It is not meant for live strategies. We suggest generating candles at your end using the live market data provided via Websocket.
Thanks. Last question even we consider historical data is for only backtest then why its different at 9: 15am and later update again in 15 minutes. Means historical data recived @9:15 is different when we request again at 9:30. Atleast historical data remains same correct?
From where do you fetch the above data? OHLC quote call or Historical chart data fetch?
You can get started here.
Date Time Last Price Volume BuyQuantity SellQuantity Open High Low Close Timestamp LastTreadedTime
12/2/2019 5:30:00 32003.85 0 0 0 32100.5 32148 31820 32003.85 1/1/1970 5:30 11/29/2019 3:29:59 PM
12/2/2019 9:15:00 32010.05 280 7080 12200 32079.95 32080 32010.05 32003.85 12/2/2019 9:15 12/2/2019 9:15
Also assume that we use historical data for backtesting but why not its same like real time otherwise real time trading will be get false signals.
Anyway thanks for all infor.