Can you please verify whether the volume data from websockets and historical API are coming in correctly. Because the historical data surely do not match the data show on kite web platform.
Eg: For HINDPETRO, 1 minute bars, date 2017-09-27 14:28:00, the volume data is 2000. In Kite volume chart I see it greater than 250k.
Also, my strategy which uses the websockets, emitted the same result as backtesting with historical API which suggests that the volume data from the websockets and the historical API are the same (same wrong values maybe ?)
@sujith - I know that. I am calculating volume from day's data.
What about the historical API ? Can you check - HINDPETRO, 1 minute bars, date 2017-09-27 14:28:00 from historical API and what is shows in kite web volume chart. They do not match.
It makes sense if data from two different brokerages do not match.
However, it makes no sense that on kite web I see some other volume data while from the kite APIs I get a totally different value. It makes validating / improving strategies very hard. Ideally all data on one platform should be consistent.
Hi @Ajax, It's not about the platform. It is the source of data. Source for historical data and websockets data are different. It is not guaranteed that ticks received at one endpoint will exactly match on another endpoint. It will be near but not exactly same.
Websockets provide day's data and hence you will receive volume data of the day.
Candles data will contain that interval's volume.
What about the historical API ? Can you check - HINDPETRO, 1 minute bars, date 2017-09-27 14:28:00 from historical API and what is shows in kite web volume chart. They do not match.
It will not match because both are from different sources.
Check out this thread.
It makes sense if data from two different brokerages do not match.
However, it makes no sense that on kite web I see some other volume data while from the kite APIs I get a totally different value. It makes validating / improving strategies very hard. Ideally all data on one platform should be consistent.
It's not about the platform. It is the source of data. Source for historical data and websockets data are different.
It is not guaranteed that ticks received at one endpoint will exactly match on another endpoint. It will be near but not exactly same.
On websockets, it is cumulative volume Hence it will be bigger and historical data will give you the volume of the minute.
>250k on kite web as compared to 2000 from historical API (for same 1 minute interval)
You can take a look at this image wherein the value of 14:28 candle on 27 September 2017 is 271k.
Following is the value of historical API, PS: Kite charts data is served using the same historical data API.