WebSocket data miss match

taif

@sujith , hello hoping you would help trying to stream data from a web socket with the following code
on_ticks(ws, ticks):
for single_company in ticks:
token = single_company['instrument_token']
time = single_company['timestamp']
temp[token][time] = single_company['last_price']
try:
df = pd.DataFrame.from_dict(temp[token], orient='index')
ohlc = df.resample('1Min').ohlc()
df_one.loc[time.strftime("%d/%m/%y %H:%M")] = tuple(ohlc.iloc[-1])
df_one.sort_index(inplace=True)
df_one.to_csv(os.path.join(path,f'{str(token)}.csv'))
except Exception as e:
logger.info(e)


def on_connect(ws, response):
ws.subscribe(self.subscribe)
ws.set_mode(ws.MODE_FULL,subscribe)

def connect():
kws.on_ticks = on_ticks
self.kws.on_connect = on_connect


kws.connect()


I am getting a few points difference from the real value. No other error apart from that.



Thank You

rakeshr

I am getting a few points difference from the real value.

What is your source of comparison?

on_ticks(ws, ticks)

We see you are performing some computation inside the on_tick thread. That can be a reason for the delay. Maybe you can debug further on this on your end.

taif

ok will try

taif

the main problem is not delaying but the difference in price

sujith

@taif,
When you generate candles from Websockets, it won't match exactly but it will be near.
You can know the reason here.