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1 hr H/L python mismatch with kite web
1 hr high low fetched through python using ticks is not matching with the same hr high low we can see on kite web platform.
Can anyone explain the issue and resolution to the same?
API python client
You can refer to this
ok i can understand that this will happen though I am using VM ( cloud server.
my interest is how often we will find the mismatch one of time in month or it is frequent.
if it Is frequent and don't have a cure, can you suggest best way i can pick the same value of H/L after 1 hr candle formation from the kite web chart. ( I am using mostly more than 5 min candle for any strategy.)
To mitigate the server to server traverse delay of data, can you please share what is KiteApi server location so that I can change my cloud server closed to it. if it is really useful.
And also share the recommended server configuration.
It is uncertain nobody can predict as the ticks are sent via the internet as mentioned on that thread by Nithin.
We use AWS Mumbai, not sure if the hosting location matters in this case.
Something is wrong with your code. If you are bucketing correctly the OHLC will match with the chart. I have never faced an issue even with 1 minute OHLC without even using sampling
edited April 2020
, one of the reasons the ohlc doesn't match is if you don't clean the data up. There are ticks outside the market timings, these have to be cleaned up. for example if the market for an instrument ends at 5:00 PM, then your 1-minute ohlc should contain data only till 16:59, anything beyond that will cause error in other higher timeframes. Delete all ticks that are beyond market timings, before you construct the ohlc for different timeframes. I have had this problem, and thought this may help you.
The ohlc in all timeframes and indicators on my side perfectly match the chart. So as
noted above, go through your code.