Issues with Today's Intraday Data extraction - during Market hours - Java

Alek
Hi Team,

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.


Thanks
Alek


  • rakeshr
    @Alek
    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?
  • Alek
    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.


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    189 bpcl
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    236 acc
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  • Alek
    hi @rakeshr , just adding you name so that you might get notified. Answer to the Questions you posted attached.
  • sujith
    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.

    You can refer to this thread.
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