Does Kite Connect subscription provide OHLC data for instruments for at least the live trading day or for this data as well we have to take Historical data subscription?
If this data is not available in Kite Connect subscription, and we build our own database for the trading day, can we rely on tick data results solely even though there might be discrepancies in this data (missing timestamps etc.)?
Is Historical Data API also going to have data discrepancy if Tick data did not provide data for a particular timestamp? Basically is the source of Historical data same as Tick Data?
Does Kite Connect subscription provide OHLC data for instruments for at least the live trading day or for this data as well we have to take Historical data subscription?
What time period OHLC are you looking for? Day or intra-day intervals(minute,hour,etc). For day's OHLC, you can use Quote APIs. Go through this documentation.
If this data is not available in Kite Connect subscription, and we build our own database for the trading day, can we rely on tick data results solely even though there might be discrepancies in this data (missing timestamps etc.)?
Yes, you can rely upon Websocket streaming for all tick data related computation(candles, OHLC, etc). We relay WebSocket data as we get from exchange. Go through this documentation.
Is Historical Data API also going to have data discrepancy if Tick data did not provide data for a particular timestamp? Basically is the source of Historical data same as Tick Data?
Yes, the source is the same for intraday candles. But for day candle we sync it with bhav copy at EOD.
What time period OHLC are you looking for? Day or intra-day intervals(minute,hour,etc). For day's OHLC, you can use Quote APIs. Go through this documentation.
I am looking for 5-min intraday OHLC values for options/stocks. So say at 1 pm on any trading day, can I access this 5-min OHLC data from beginning of the trading day (9:15 am onwards) using Kite Connect subscription alone?
Or do I need Historical data subscription for this data as well?
I am looking for 5-min intraday OHLC values for options/stocks. So say at 1 pm on any trading day, can I access this 5-min OHLC data from beginning of the trading day (9:15 am onwards) using Kite Connect subscription alone?
There is no specific endpoint to get older candle data except Historical Data APIs. But, you can use Websocket Streaming from market start time, which streams live tick data and form required 5 minutes/any intraday interval candle at your end. You can go through this thread to know, more about it.
@mlearner, You will need to use the historical data API for even the previous 5-minute intra-day candle or build the candles at your end using the Websocket tick data. You can get started here.
Or do I need Historical data subscription for this data as well?
You will need to use the historical data API for even the previous 5-minute intra-day candle or build the candles at your end using the Websocket tick data. You can get started here.