I've seen that KiteTicker is sending data in non-market hours as well as in Holidays. For example, I've seen KiteTicker sends data after market hours for Nifty 50 index and sends data in holidays for Nifty 50 index as well as Commodity symbols.
How will I discard them? I can discard data for Saturday and Sunday. But how will I do that for government holidays? Any suggestion would be appreciated.
You will have to maintain a data structure of the holidays and use that to remove unwanted data. You may also need to note that during muhurat trading the trading starts at 05:30 PM.
You may also need to note that during muhurat trading the trading starts at 05:30 PM.