Hi , Is there any api for bulk fetching last period (either minute or 3minute or 5 minute etc) candle data for a list of instruments with a single request.
For example, at 10:30:01 I want to send a request to fetch last 5minute candle data from 10:25:00 to 10:29:59 for 100 stocks by passing a list of instruments. In general, the period, time - from and to and list of instruments can vary.
Is there any api for bulk fetching last period (either minute or 3minute or 5 minute etc) candle data for a list of instruments with a single request.
No, there is no bulk fetching historical data APIs. You need to run this in a loop for a list of instruments. PS: Also make sure, you are adding the required delay with the subsequent request, to not exceeding the rate limit as stated here.
Thanks @rakeshr . This means that the limit of 3 requests per second forces us to get the last period candle data for 480 stocks - OHLCV in 160 secs that is after more than 2.5 minutes. Then how will we fetch the intraday data for permitted 480 stocks for minute candle? The time lag will continue to increase and this will be impossible to fetch the data.
If you look for the justification that for a intraday scenario without almost realtime data it is impossible for us to trade through algo. Can you please check with your team and revert. This is critical that we as traders should have access to an api as this.
Historical data API is meant for back-testing purposes, not for real-time execution. For this, you might need to form candles at your end and use as per your need. You can go through a similar thread here.
PS: Also make sure, you are adding the required delay with the subsequent request, to not exceeding the rate limit as stated here.
If you look for the justification that for a intraday scenario without almost realtime data it is impossible for us to trade through algo. Can you please check with your team and revert. This is critical that we as traders should have access to an api as this.