I am using historic data to fetch 5 minute data for nifty future, but the data is not correct. If I compare the data downloaded from API with the chart data from excel closing price have some variation. Request you to kindly check the same.
@vinaychhabra21 We have compared 5-minute candle data of Historical APIs and kite web chart, we weren't able to find any difference in OHLCV on both data.
@rakeshr : I think this is one off issue and is working fine now. how much time will historic api take to generate 5 minute candle For e.g., today @ 14:36:10 I have generated 5 minute data using Historic API for nifty its showing 10800.35 but in next 5 minute its changed to 10796.9. Can you please share the time when correct values are generated. Is it more than 10 seconds
@vinaychhabra21 The way historical APIs work is, all the ticks in a given period is captured and is written to the database. There can be a delay in write operation to the database. So, to get complete candle OHLCV data, you need to add a buffer period of 10-20 seconds. Eg: For 10:30 AM 15 minute candle, you need to request it at 10:45:15 AM or later.
PS: The historical data is provided only for backtesting purpose. We don't recommend using it for live strategies. You can use Web sockets data to generate candle data at your end.
@rakesh : I have tried the same logic to get ltp at closing of 5 minute but this is not the logic if that is the case closing of 1 minute and 5 minute candle will be same.
Also for 5minute candle I have used historical API closing is changing every 10second till next candle is created
Can you please suggest me how to overcome this issue
E.g., closing for candle 1:21 to 1:26 is 100.00 at 1:26:01 it's changes to 100.2 at 1:26:11 till 1:30. So there is 5 minute lag for 5 minute candle
@vinaychhabra21 Yeah, the closing of 1 minute of last closing candle and 5-minute candle will be same. You can refer below example for SBIN(779521): 5minute candle: 2019-01-11 14:55:00+05:30,303.35,303.6,303.2,303.45,125898 1 Minute candle: 2019-01-11 14:59:00+05:30,303.5,303.6,303.3,303.45,25759
Also for 5minute candle I have used historical API closing is changing every 10second till next candle is created Can you please suggest me how to overcome this issue ?
Yes, candle HLC will change as still current candle period is running.Once next candle is formed, HLC data will be fixed.
E.g., closing for candle 1:21 to 1:26 is 100.00 at 1:26:01 it's changes to 100.2 at 1:26:11 till 1:30. So there is 5 minute lag for 5 minute candle
No,it's not an lag.5 minute candle of 1:25 PM will be formed post 1:30PM.
We have compared 5-minute candle data of Historical APIs and kite web chart, we weren't able to find any difference in OHLCV on both data.
how much time will historic api take to generate 5 minute candle
For e.g., today @ 14:36:10 I have generated 5 minute data using Historic API for nifty its showing 10800.35 but in next 5 minute its changed to 10796.9. Can you please share the time when correct values are generated. Is it more than 10 seconds
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]
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The way historical APIs work is, all the ticks in a given period is captured and is written to the database. There can be a delay in write operation to the database. So, to get complete candle OHLCV data, you need to add a buffer period of 10-20 seconds. Eg: For 10:30 AM 15 minute candle, you need to request it at 10:45:15 AM or later.
PS: The historical data is provided only for backtesting purpose. We don't recommend using it for live strategies. You can use Web sockets data to generate candle data at your end.
Close price is last tick received for the specific candle period.
Also for 5minute candle I have used historical API closing is changing every 10second till next candle is created
Can you please suggest me how to overcome this issue
E.g., closing for candle 1:21 to 1:26 is 100.00 at 1:26:01 it's changes to 100.2 at 1:26:11 till 1:30. So there is 5 minute lag for 5 minute candle
Yeah, the closing of 1 minute of last closing candle and 5-minute candle will be same. You can refer below example for SBIN(779521):
5minute candle:
2019-01-11 14:55:00+05:30,303.35,303.6,303.2,303.45,1258981 Minute candle:
2019-01-11 14:59:00+05:30,303.5,303.6,303.3,303.45,25759Yes, candle HLC will change as still current candle period is running.Once next candle is formed, HLC data will be fixed. No,it's not an lag.5 minute candle of 1:25 PM will be formed post 1:30PM.