Hi, I am using Kite connect for live trading in market , i have paid for the api and also for the historical data.
to live trade in market , i had found out that the historical data support is not providing the present day data, so we had tried to construct candles for our strategy.
The candle data that we are receiving from this API is inconsistent and there is delay, Can you please provide any resolution on this.
Or else is there any method to receive intra day data like 1 min , 5 min and 15 mins candles , we can device a strategy to pull out candles periodically.
Kindly requesting you to support in this query and provide a quick resolution as soon as possible.
To live trade in market , i had found out that the historical data support is not providing the present day data, so we had tried to construct candles for our strategy.
Historical Candle is provided for current day intraday period as well,you need to keep from= date as start time of today's date(2019-03-05+09:30:00) and end time as today's date(2019-03-05).For minute period,it will show all minute candle data formed till that time.
The candle data that we are receiving from this API is inconsistent and there is delay, Can you please provide any resolution on this.
Is delay while pulling Historical API data? Can you describe more about inconsistent data? May be paste complete response here.
@rakeshr I am the developer working with @ramSurya, I tried the way you told us to. I am getting empty array response. For this var instrumentToken = 53810695; var candleTime = "minute"; var start = new Date(2019,2,7); start.setHours(9,30,0,0); var end = new Date(); console.log(instrumentToken,candleTime,start,end,false) var data = await kc.getHistoricalData(instrumentToken, candleTime, start, end, false); console.log(data);
@rakeshr actually i see our response in UTC should our request be IST . Can we get your number ? cause we are facing this issue from a month and we need to know for sure about the 1 min candles intra day. Or will it help if i come to Banglore main office zerodha for this issue.
@sujith@zartimus can you please look into this ? why is the intraday data is not received our end ? but we are able to retrieve data of only previous days but not the present .
Request you to disable the historical data feature as the data is really inconsistent. People might be losing lot of money due to inconsistency. Also, make sure that the data is really consistent before actually moving go-live.
@rakeshr , the live historical data for specific interval is not proper and is far away from real stock values sometimes specially during beginning of the stock market opening.
Find the example below for 3 minute interval historical data as on 09/04/2019(happening specifically during live fetching of historical data): At 9:15 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1 (till previous(08/04/2019) close which is correct) At 9:18 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1465.1 At 9:21 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1463.0, 1466.0(Observe the changing values with interval(1465.1 to 1463)) At 9:24 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1463.0, 1459.4, 1462.6(Observe the changing values with interval(1466.0 to 1459.4))
from=date as start time of today's date(2019-03-05+09:30:00) and end time as today's date(2019-03-05).For minute period,it will show all minute candle data formed till that time. Is delay while pulling Historical API data? Can you describe more about inconsistent data? May be paste complete response here.This is the inconsistency that we are talking about , if you can see these two candles of bank nifty ,
_id
:
2019-02-25 03:45:00.000
close
:
27102.4
date
:
2019-02-25 03:45:00.000
high
:
27384.75
low
:
27026.25
open
:
27384.75
volume
:
0
__v
:
0
_id
:
2019-02-25 04:00:00.000
close
:
27125.3
date
:
2019-02-25 04:00:00.000
high
:
27134.7
low
:
27125.2
open
:
27125.3
volume
:
0
__v
:
0
there are gaps when compared to candle data in kite.
For this
var instrumentToken = 53810695;
var candleTime = "minute";
var start = new Date(2019,2,7);
start.setHours(9,30,0,0);
var end = new Date();
console.log(instrumentToken,candleTime,start,end,false)
var data = await kc.getHistoricalData(instrumentToken, candleTime, start, end, false);
console.log(data);
This is the response:
53810695 'minute' 2019-03-07T04:00:00.000Z 2019-03-07T05:13:34.890Z false
[ ]
Can you convert UTC time zone to IST and then request for historical data?
Can we get your number ? cause we are facing this issue from a month and we need to know for sure about the 1 min candles intra day. Or will it help if i come to Banglore main office zerodha for this issue.
Can you let us know the issue you faced on historical data?
Find the example below for 3 minute interval historical data as on 09/04/2019(happening specifically during live fetching of historical data):
At 9:15 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1 (till previous(08/04/2019) close which is correct)
At 9:18 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1465.1
At 9:21 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1463.0, 1466.0(Observe the changing values with interval(1465.1 to 1463))
At 9:24 - 1496.95, 1495.55, 1496.95, 1495.85, 1498.75, 1496.75, 1496.2, 1492.1, 1463.0, 1459.4, 1462.6(Observe the changing values with interval(1466.0 to 1459.4))