I have been working on algo trading and have found a strange anomaly.
I initiated a long trade today at 11:04 for NIFTY 23 JUL 10900 CE and here are my observations -
- My algo is reading the OHLC data to take a decision. It read the OHLC of 11:04am and took a decision to go long. - LTP I got from API was - 136.80 - I did a market buy and got a price of 136.80 (lucky me). - When I looked at the chart later in the day, I found that this LTP was actually of 11:06am not 11:04am.
Does this mean that ? - oKite.GetLTP has a lag of 2 minutes. - oKite.GetQuote is also with a lag of 2 minutes?
No, there shouldn't be a delay. Can you paste here a complete request and response log with the timestamp and other data?