I am using Kite Historical API to generate 15minute candles in the live market for my algo. I run my script within 0.5/1 second post crossover of the 15minute mark. However, I am getting the previous completed candle only after a delay of 1minute or so.
Is this lag supposed to be there? Any other solutions for generating candle data besides writing my own code and storing values?
@neel2323 Yes. some lag is expected because of DB writes for queued ticks. We don't recommend using Historical data for live computation/operations. You can use WebSocket streaming, to form the required candle/data structure at your end, go through this thread.
Yes. some lag is expected because of DB writes for queued ticks. We don't recommend using Historical data for live computation/operations. You can use WebSocket streaming, to form the required candle/data structure at your end, go through this thread.