Hello, I am trying to retrieve 1 min ohlc values for CRUDEOIL19AUGFUT but getting wrong values. For example, {'date': datetime.datetime(2019, 7, 26, 9, 57, tzinfo=tzoffset(None, 19800)), 'open': 3886, 'high': 3886, 'low': 3886, 'close': 3886, 'volume': 0} this is data received from API but actually values for open, high, low and close are not same.
@mehullala {'date': datetime.datetime(2019, 7, 26, 9, 57, tzinfo=tzoffset(None, 19800)), 'open': 3886, 'high': 3886, 'low': 3886, 'close': 3886, 'volume': 0} As, the volume is zero, you seems to request at the start of the candle, when OHLC remains same.Instead you should request for current candle post candle formation with delay of 60 seconds.
{'date': datetime.datetime(2019, 7, 26, 9, 57, tzinfo=tzoffset(None, 19800)), 'open': 3886, 'high': 3886, 'low': 3886, 'close': 3886, 'volume': 0}As, the volume is zero, you seems to request at the start of the candle, when OHLC remains same.Instead you should request for current candle post candle formation with delay of 60 seconds.