Hi Srijan, Thanks for you reply.
I have clearly understood your method of collecting volume at 15:30 and 16:00 to get the difference which will be the post market volume.
And i have been doing this for past couple of weeks. Thanks for taking the ti…
Hi , Using the Kite API. this what i got :
For NSE-INFY symbol on 2022-07-15
When requested full day volume , the volume is 5620018
for the same day requested 5 minute candles , the sum of candle volume is 5597554
difference is = 22464
the Pre-Op…
The best way is to fetch intraday data from 15:40 to 16:00 and take the sum of volumes of all the candles.
But when we fetch intraday data from 15:40 to 16:00... nothing is returned, isn't?
Hi @SRIJAN Thanks for the reply.
Is it possible to calculate this volume indirectly. one method i have in mind is…
Take the day candle volume and subtract the sum of all 1min candle volumes. the difference should be sum of pre-open session volume …