We are using java to get the Intra-day minute data for last 4-5 months. Since last 15 days, atleast half the data(150-220 bars per symbol) is coming back as nobars/Zero Volume.
When we clean the data at EOD and re-extract the data using the Same program it is Clean and 20-30 bars is coming back as Zero Volume.(Seems Reasonable)
Is this happening to Me/us alone or Anyone else having the Same Issue.
atleast half the data(150-220 bars per symbol) is coming back as nobars/Zero Volume.
Are these intra day minute candle for the current trading day or historical dates( last 4-5 months)? Can you give us the list of symbols, you are facing the issue?
Hi Rakesh, Our screener runs on one minute bars at the end of the minute in less than 10 seconds (to get the last minute) after the minute is over. When we do that we are getting latest minute data with O=H=L=C and vol=0 very often on all the symbols.
The below are the number of times where we got dummy data as mentioned for 29th. Most of the days this is similar.
After the minute is complete, before i start extracting my data for the completed current minute* If I wait for say 20 seconds , can I be confident my data is good.
This issue is for current bar and not historical dates.
I do not see this as issue with code since during off market hours the data coming in looks good.
We don't recommend pull historical data for live strategies or scanners. You need to generate candles at your end using the live market data provided via Websockets.
Can you give us the list of symbols, you are facing the issue?
Our screener runs on one minute bars at the end of the minute in less than 10 seconds (to get the last minute) after the minute is over. When we do that we are getting latest minute data with O=H=L=C and vol=0 very often on all the symbols.
The below are the number of times where we got dummy data as mentioned for 29th. Most of the days this is similar.
After the minute is complete, before i start extracting my data for the completed current minute* If I wait for say 20 seconds , can I be confident my data is good.
This issue is for current bar and not historical dates.
I do not see this as issue with code since during off market hours the data coming in looks good.
246 naukri
216 ujjivan
6 indusindbk
189 bpcl
237 idfcfirstb
184 cipla
236 acc
158 lichsgfin
244 mgl
284 justdial
255 hcltech
167 m&mfin
249 marico
188 jswsteel
238 escorts
271 concor
269 eichermot
185 yesbank
312 oil
287 godrejcp
245 infratel
175 mcdowell-n
228 nationalum
72 zeel
159 adanient
116 titan
28 icicibank
174 bandhanbnk
209 bankbaroda
230 powergrid
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179 cadilahc
267 petronet
152 indigo
12 hdfc
201 l&tfh
133 mothersumi
255 pidilitind
113 adaniports
126 bajfinance
206 hdfclife
196 voltas
129 infy
185 bhel
214 bergepaint
94 tatamotors
272 nmdc
272 idea
52 lt
154 lupin
173 adanipower
162 bel
263 tatapower
339 godrejprop
189 wipro
185 pvr
129 ongc
277 igl
278 torntpharm
84 kotakbank
293 shreecem
276 amarajabat
23 sbin
333 mrf
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229 muthootfin
101 srtransfin
270 ubl
227 centurytex
163 canbk
276 cumminsind
71 upl
190 niftyit
19 hdfcbank
123 ambujacem
67 pel
73 vedl
251 recltd
253 divislab
83 techm
203 biocon
252 glenmark
192 dlf
215 tataglobal
254 hindpetro
193 ntpc
228 apollohosp
210 bajaj-auto
288 ncc
60 rblbank
229 jublfood
237 bataindia
40 tatasteel
256 havells
152 bhartiartl
248 tatachem
299 ramcocem
114 m&m
200 federalbnk
9 tcs
286 mfsl
171 apollotyre
229 suntv
66 ibulhsgfin
212 pnb
235 pageind
172 heromotoco
261 britannia
262 mindtree
6 hindunilvr
113 ashokley
162 tvsmotor
305 boschltd
262 exideind
222 equitas
160 coalindia
240 manappuram
276 siemens
203 srf
222 gail
176 dabur
195 gmrinfra
491 goldm-iii
132 silverm-ii
292 asianpaint
134 ultracemco
247 bajajfinsv
218 pfc
185 icicipruli
268 nestleind
181 sail
178 hindalco
300 torntpower
173 auropharma
270 cesc
118 axisbank
216 ioc
42 itc
287 balkrisind
236 drreddy
243 niittech
6 banknifty
205 jindalstel
263 colpal
225 cholafin
224 grasim
You can refer to this thread.