1 min live candle availability under historical data

Shivu999
Hi Sujith/Mohammad/Any expert,

Can you please tell me what is the 1 min candle data delay during the live trading time.

We want to fetch live 1 min candle on every min completion, will it available under historical data as and when 1 min completes?

If any delay of 1 min candle availability under historical data, how many seconds or minutes delay.

Thanks in advance for your quick response.

Shivu
  • sujith
    You can take a look here.
  • Shivu999
    Shivu999 edited February 2020
    Thanks, Sujith for your quick response.

    Currently, we are building a candle at our end based on tick data but there are slight differences in a few candles, how to mitigate this and also we need 40 candles for our strategy.

    Since we need 40 candles for my strategy, we want to use 35 candles from Historical data and build 5 candles at our end instantaneously to reduce the mismatch of OHLC difference.

    Can you please advise the best solution as per the above scenario.

    Please find attached screenshot shows matched and unmatched candles.

    Regards,
    Shivu
  • sujith
    The values won't match. It will be near. You can check out this thread.
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