Quote provides same values for OHLC

Raunaak
Raunaak edited February 2018 in Python client
Hi everyone,

I am trying to live stream quote values every minute in Python 2.7 using Kite API 3.7.0b5. But, it provides the same OHLC values. I tested it for about 3 hours today.
Following is the table I extracted.



Following is the important lines of code in Python 2.7.

instruments = ['NFO:NIFTY18MARFUT', 'NFO:BANKNIFTY18MARFUT']
data = kite.quote(instruments)

How to overcome this situation? I need to get open, high, low, close values of minute candles.
Thanks!!
  • tonystark
    OHLC API gives day's OHLC values. For minute data you have to use Historical data APIs.
  • Raunaak
    Hi @tonystark
    Would WebSocket/ KiteTicker help in receiving minute data? There is no setting for duration in WebSockets. I want to stream live market data every minute. And I don't know how to use historical data API for live streaming since we need to pass to_date parameter beforehand.

    My aim is to use an intraday strategy on live market data with interval of 1 minute.
    1. I have used quote API. It returns daily data so it is not useful.
    2. I am thinking of using websockets/kiteticker. Please tell me if it also gives daily data or minute data. I don't see any option for setting the duration between 2 consecutive data.
    3. I am looking to use historical data API. It seems unclear how to use it for live market data. We need to pass to_date parameter which would change continuously. The python API quotes for historical data parameter
    continuous is a boolean flag to get continuous data for futures and options instruments.
    . Would continuous parameter be helpful for live streaming? If yes, how to input this continuously changing to_date?

    Need some help!! Thank you
  • sujith
    @Raunaak,
    The historical data is for backtesting purposes only and not for live market strategies.
    I would suggest using live market data provided in Websockets to generate candles.
    You can start with this thread.
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