Does web-socket tick data refers to latest tick ?

sameer
Today I tried to read websocket tick data OHLC at 9:16:00(first tick read) and later compared that with OHLC of first minute from historical data. But it was not matching.

That means its error-prone to construct minute candle from tick data...Since my prog is on AWS there is unlikely to be problem at my end.

Please let me know "Whats guarantee that if I get tick at time X then its approx corresponds to data(OHLC) upto time X"
  • sujith
    Hi Sameer,
    Websocket ticks cannot be used to create candles because OHLC and volume of websocket is not that second's data. It is day's data.
  • sujith
    You should use historical data api for that
  • sameer
    Please note that I am not talking about volume where 1-2 sec delay can make difference
  • sameer
    No I am talking about first minute ending at 9:16am ... I am using streaming over historical API becauze I want to read 500 stocks and need to make 500 GET requests but AWS has limitation on max GET requests so using streaming
  • sameer
    Please let me know "Whats guarantee that if I get tick at time X then its approx corresponds to data(OHLC) upto time X"
  • Matti
    @sameer please go through this answer on TradingQ&A. What you need to keep in mind is that the data you get from the Historical API isn't from a database that records the ticks from the websockets. It's a completely different database, so, with reference to Nithin's answer, it'd be quite unlikely that the data points match. The authenticity of the data cannot be questioned based on this.
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