Program for converting tick data into candlestick data

hii trades I want to share a program that will convert tick data to ohlc. The file is attached below
    Thanks Imran..Do you use kite with socket connection? Have you tried using kite connect with any other tick data service providers? if so whom do you suggest?
  • Imran
    hii @G_SPACE_D
    kiteconnect already provides tick data. So there is no point of combining kiteconnect and other data vendor.
  • supaidi
    The OHLC data logged doesn't match to the candle data on kite, can someone please help if anyone has a solution for this.
  • alokeranjan
    hi Imran, on running the above code if subscribe the three instrument list then high and low of different stocks are getting mixed up. see the value. to resolve it what can be done?
    open high low close
    2020-04-08 14:55:00 4704.0 19034.65 4702.0 19022.6
    2020-04-08 15:00:00 4716.0 4724.90 4714.7 4721.5
  • rbm
    rbm edited October 2023
    thank you for the code
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