I am developing some alogs that work on live tick data. This means, I can only do development during market hours. I want something that will allow me to develop any time of the day. Replaying last trading session's tick data is good enough for me.
The only option I see as of now is to record the live ticks during market hours and replay them. But the code to do this has to be written by me. Is there a ready API for this?
Historical minute level data is good but not as fine grained as tick data. So it is not what I ideally want.
I am using the latest Kite Connect API version and Java client. But I don't mind using anything else if that supports my use case.
