@nagavenij by fetching live data via the webscoket and constructing the 5 minutes and 60 minutes candles, would it match what we normally get via the historical data ? Is there any specification as to how this live data should be consumed in order to construct the candles intraday ?
Having precise OHLC (Open, High, Low, Close) data at 5-minute and 1-hour intervals can make a big difference for strategy backtesting or live intraday trading. A few things to check: see if Kite’s API supports both of those timeframes directly or if you’ll need to aggregate smaller intervals yourself (like 1-minute bars). Also make sure you account for things like market holidays, data gaps, and timezone conversions so your data is clean.
