I am creating candle usin websocket tick data. At EOD while comparing it to chart of Zerodha sometime OHLC is different from my data. IT's with some candle not all. Can someone have experienced same thing? @admin
+In addition: I would like to answer very simply, historical data is for back-testing purposes. You can't use historical data for live trading. If you poll the rest API for the minute candle, you will not get the exact time you require. Generate your own candles by using WebSocket streaming.
https://kite.trade/forum/discussion/2604/convert-ticks-to-candle#latest