Historical Data automatic update after few minutes

sandipa25
Hello,
While running auto trading we downloaded data for 5 min interval from 9:15AM to 9:20AM zerodha given data
12/2/2019 9:15:00 AM, open =32012.1, high =32033.4, low =31888.1, close = 31903.1, volume = 133280

But after some time again download data then zerodha given data
Date,Time,Open,High,Low,Close,Volume
12/2/2019,09:15,32079.95,32079.95,31888.1,31903.1,133280

Why this happens? Also why not data is consistent.

Regards,
Sandip
  • rakeshr
    @sandipa25
    From where do you fetch the above data? OHLC quote call or Historical chart data fetch?
  • sandipa25
    Historical chart data fetch
  • sujith
    Historical data is provided for backtesting purposes only. It is not meant for live strategies. We suggest generating candles at your end using the live market data provided via Websocket.

    You can get started here.
  • sandipa25
    Thanks for reply. What will be the situation on opening of the day. Which value we consider for open,high,low and close @9:15AM

    Date Time Last Price Volume BuyQuantity SellQuantity Open High Low Close Timestamp LastTreadedTime
    12/2/2019 5:30:00 32003.85 0 0 0 32100.5 32148 31820 32003.85 1/1/1970 5:30 11/29/2019 3:29:59 PM
    12/2/2019 9:15:00 32010.05 280 7080 12200 32079.95 32080 32010.05 32003.85 12/2/2019 9:15 12/2/2019 9:15


    Also assume that we use historical data for backtesting but why not its same like real time otherwise real time trading will be get false signals.



  • sujith
    At open OHL will be the first LTP, close will be the previous day's close.
    Also assume that we use historical data for backtesting but why not its same like real time otherwise real time trading will be get false signals.
    You can refer to this thread for this.
  • sandipa25
    Thanks. Last question even we consider historical data is for only backtest then why its different at 9: 15am and later update again in 15 minutes. Means historical data recived @9:15 is different when we request again at 9:30. Atleast historical data remains same correct?

    Anyway thanks for all infor.
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