We have stuck at a point where we are unable to build one minute candle using streaming data. Historical API provides candle date between two dates. At present there is no API to retrieve minute candle in live market. We have a requirement for retrieving one minute candle data every minute for technical analysis. Please help us providing appropriate details which can solve our problem in constructing one minute candle during market hours.
Hi @rajeshbadiye, Making http request for every minute candle is not advisable(which is currently not available also). You should create your own candles by considering, Open - > LTP of first candle. Close -> LTP of last candle. High -> highest LTP of that minute. Low -> lowest LTP of that minute.
Hi @rajeshbadiye, You get data from websockets. It will give you day's OHLCV and volume in this will be volume traded today. Consider you get a tick at 10:00:01AM and volume is 1000 and at 10:00:59 you get a tick with volume 2000. Volume of that minute will be (2000-1000).
Making http request for every minute candle is not advisable(which is currently not available also). You should create your own candles by considering,
Open - > LTP of first candle.
Close -> LTP of last candle.
High -> highest LTP of that minute.
Low -> lowest LTP of that minute.
Which API provides volume data and which needs to be subtracted?
You get data from websockets. It will give you day's OHLCV and volume in this will be volume traded today.
Consider you get a tick at 10:00:01AM and volume is 1000 and at 10:00:59 you get a tick with volume 2000. Volume of that minute will be (2000-1000).