I am trying to develop my own alert system using python (Intraday trading). The alerts are basically based on 5 min. charts , 15 mins. charts and 1 hour charts.
Is it possible to get historical data every 5 mins. and every 15 mins. and every 1 hr. instead of getting ticks data? For example, if the time now is 11:31 AM, I would like to get 5 mins. and 15 mins. data of last 100 candlesticks until 11:30 AM and 1 hr. data of last 100 candlesticks until 11:15 AM.
My question here is, is there any limit on the number of calls we make? For 5 mins. data I need to make 75 calls everyday and for 15 mins. data I need to make 25 calls and for 1 hr. I need to make 6 calls everyday for one stock. Total is 106 calls everyday for one stock. There are around 200 stocks I need to observe so that means I have to make around 2200 calls everyday.
So can you please let me know if there is any limit on these number of calls?
1."Is it possible to get historical data every 5 mins. and every 15 mins. and every 1 hr. instead of getting ticks data" For doing this you can calculate the candle at your own end by tick data. Or subscribe to historical data ..by that you can get 1,5,15,60...min ohlcv for both today and past trading sessions.
2. r=request current rate limits: Quote API - 1r/s Order place API - 5r/s Historical API - 3r/s All other endpoints - 10r/s
For live API in 1 request you can get data for 200 stocks simultaneously. For historical API you can get data for 3 stocks in 1 second.
Thank you very much Imran. I have already subscribed to historical data and I will make sure that the requests are not more than 3/sec. Thank you for the info.
If I pull historical data for a instrument during live market say at 11:30 am where I give "from date" of today 9:15 am till "to date" of 11:30 am for any given interval say 3 min, 5 min, 15 min, etc.. would it work ?
For doing this you can
calculate the candle at your own end by tick data.
Or subscribe to historical data ..by that you can get 1,5,15,60...min ohlcv for both today and past trading sessions.
2. r=request
current rate limits:
Quote API - 1r/s
Order place API - 5r/s
Historical API - 3r/s
All other endpoints - 10r/s
For live API in 1 request you can get data for 200 stocks simultaneously.
For historical API you can get data for 3 stocks in 1 second.
use
from date : today's date
to date : today's date
We can help you out with your above query, It is very much possible in our platform with more customizable options
Kindly contact: [email protected]
Call : +91 8879647666
Website : www.algobulls.com