Hi, I am trying to gather market data for 15 min candles for BNF, but facing issues related to incorrect/incomplete data. For eg if i need to get the 12:15pm candle data, ideally i should get the correct data once the 12:30 mark is done so 12:31 max i should get the correct data but i am getting incomplete data( for eg. volume is not exact as per the charts, opening figure is offcourse correct but not the others). However if i ping for the 12:15 candle at 12:40, i get exact data. But a 10 min delay would cause a lot of slippages so wanted to know the way around this issue.. I have tested max till 12:31:30 (i.e 1 minute 30 seconds past the actual time of candle )
The historical data API is provided for backtesting purposes only. For live market strategies, you need to generate candles at your end using the websocket API data. You can get started from here.
Kite Connect API is the base subscription. In order to fetch candle data you will have to subscribe for historical data API. For live strategies you can generate candles using Weboscket API data which is part of Kite Connect API.
