Hey, I am trying to form minute candle from the tick data, but its not matching with the kite chart candle, i am considering tick onwards 0th second to 59th second; eg: timestamp >= 9:15:00 to timestamp < 9:16:00 and volume = last tick volume - first tick volume. Please help.
i am considering tick onwards 0th second to 59th second
This logic is correct for minute candle. You need to re-check if you are capturing and processing all ticks properly. You can go through this thread to know more.
You need to re-check if you are capturing and processing all ticks properly. You can go through this thread to know more.