There are some missing ticks in data which are screwing up my strat, the candles are different on my end and different on web chart. Before you say kite web uses same api in the background. I know I am not missing any data because the logs are clear, this usually happens in the first 3 minutes.
@srinidhihebbar You have tagged me but you haven't included any concrete data which can help me or any one else determine the issue.
First you say there are missing ticks. How did you determine that the ticks are missing? Also Is it for some instruments or all instruments? What are these instruments?
Second you say candles are different at your end and web chart. Again which instruments? what date and time? what timeframe? What are the values? whats the difference? No concrete data at all. Just a vague statement.
Then you say this happens in the first three minutes. Are you aware that the opening and closing price are calculated based on some formula. And the ltp received in the first tick for an instrument need not be the opening price you see on the charts whether that chart is on zerodha, NSE, tradingview, moneycontrol or any other site/app?
Without specifics on symbolname, exchange, date, OHLC values etc we can just read your post and wonder. There is no way to help you without concrete data, logs etc. At best we can sit and waste time speculating.
And also there will always be a delta between the OHLC values on different platforms because we do not get all the ticks generated at the exchange. We get L2 data which is a very small subset of ticks generated at the exchange.
there is a difference in charts for OHLC of just the first candle
During the starting minutes of the market open, there will be higher volume in the ticks received. So, you need to consume it correctly, with no deadlocks. You can also log ticks to debug for missing ticks, using timestamp references. Additionally, consider logging ticks from another program with no computation for comparison. You can also refer to this go project for reference.
First you say there are missing ticks. How did you determine that the ticks are missing?
Also Is it for some instruments or all instruments? What are these instruments?
Second you say candles are different at your end and web chart. Again which instruments? what date and time? what timeframe? What are the values? whats the difference? No concrete data at all. Just a vague statement.
Then you say this happens in the first three minutes. Are you aware that the opening and closing price are calculated based on some formula. And the ltp received in the first tick for an instrument need not be the opening price you see on the charts whether that chart is on zerodha, NSE, tradingview, moneycontrol or any other site/app?
Without specifics on symbolname, exchange, date, OHLC values etc we can just read your post and wonder. There is no way to help you without concrete data, logs etc. At best we can sit and waste time speculating.
And also there will always be a delta between the OHLC values on different platforms because we do not get all the ticks generated at the exchange. We get L2 data which is a very small subset of ticks generated at the exchange.