Problems in historical Data for last minute

Hi Team ,

When Im trying to read data using historical API for sameday ,Im not able to get the same number of data points for all domains.For example when Im trying to read data for 20 symbols at 10 AM I expect to get 45 data points for all symbols ,but for few Im getting 45 and for few Im getting 44.

Can we have regularizations in this ?

And also due to restriction on number of hits using API ,it is taking lot of time to read the data which causes further delay on data reading ,because of this I cant re run my code to read data again which will cause further delay .

Can you allow to more hits on server using API ,atleast for the same day so that we can read quickly ?

  • sujith
    Hi Naveen,

    Data is like this because, we form candle data only after exchange sends us first tick. We are planning to send empty candles for addressing this scenario. It will be released soon.
  • menaveenn
    Thanks for the help Sujith,but this doesn't solve our problem.

    To read 50 symbols data it is taking at-least 30 to 40 sec due to this I have almost one minute delay in my logic to execute.As you mentioned if you send the empty candles ,again I need to read these symbols separately and It will cause further delay.

    To avoid the delay we are trying to use parallel processing but we are getting error from API whenever we try to read data parallely.

    Please help us to overcome this issue.


  • sameer
    sameer edited November 2016
    I agree with naveen ... I am also facing same issue

    Since kite team is working on new candle API(to fetch last N minutes for M symbols in one call) to solve this problem I request u to decrease limit from 3 per sec to 20 per sec temporarily till u expose new candle API
  • menaveenn
    Hi Sameer,
    Thanks for the suggestion,

    Im not using 20 symbols at a time to read ,Im using 3 symbols at a time but to work with 50 symbols, Im taking overall around 30 seconds.But the main problem here is when Im reading data for 50 symbols exactly at 10.30, Im getting 10 symbol with 75 data points and remaining 40 symbols with 74 data points .i.e all the symbols are not updating when Im reading data , that delay is causing my logic to fail.

  • fury1984
    @menaveenn @sameer From the earlier discussions, the recommended solution to get live 1 min candles is to build 1 min candles from websocket data yourself. The solution is not to hit the server every minute to find out the latest minute candle.
  • menaveenn
    Thanks for the suggestion @fury1984,

    I will try that !!
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