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Inconsistent data in historical data

shivaprashanth
shivaprashanth in Python client
I am trying to fetch 5 min candle data of Nifty and BankNifty options with OI. I have seen that OI in the last candle data doesn't get updated properly. I see this happening very frequently and its effecting my algo. Basically I am looking at a way to fetch OI of Nifty options every 5 mins. Which is the best way to do this ?
I didnt expect such a inconsistency in historical data API that too so freqently.

EOD Data Snap:


Live feed:(just after 20s)


Tagged:
  • rakeshr
    rakeshr
    Basically I am looking at a way to fetch OI of Nifty options every 5 mins. Which is the best way to do this ?
    You need to use WebSocket streaming to fetch the current oi value.
    Historical data API is only meant for backtesting historical data, not for live values. This thread explains more.
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