ok, the currency markets are closed today, and I am struggling for the feed..!!
man @sujith , you should have told me that...!! Today is Buddha Pournima.
there should be a page/api, that gives information on what markets are open and this will a…
it almost feels like the market is closed, even the web version is not showing any change in currency prices, all changes are zero,
almost looks like currency market is closed..? is it really open...:)
@sujith , not recieving the feed, no timestamp value, no ticks for currency, though i am receiving for equity maruti. the only thing of significance was my account got recharged yesterday, for the kite api/historic subscription. i have logged out,…
@devarajh , one of the reasons the ohlc doesn't match is if you don't clean the data up. There are ticks outside the market timings, these have to be cleaned up. for example if the market for an instrument ends at 5:00 PM, then your 1-minute ohlc sh…
There is no data only for april contracts of currencies, for all others its normal.
This is happening for all four currencies.
For a run with symbol as GBPINR20MARFUT:
RTotal is the running total of the rows fetched,
dates[0] = Mon Feb 24 16:37…
you are right, creating 1 min candles from the web socket ticks, solves many problems once for all..! I am using historical candles as a stop gap solution, till my system stabilizes, shortly I will moving to the websocket tick data.
@sujith , you can consider providing, its going to be extremely useful for testing,
or can a separate thread here can be created to hold links to monthly dumps of 1 min data by exchange, this will also reduce load on the servers and will be treme…
This topic may have been discussed before, of how to fetch the past closed-futures data of the past , can you please pass me the link, I am unable to find it.
This is downright scary..!!
The biggest risk seems to be the 'zerodha data team', if kite API is being used.
I reported data errors in Nov 2017, in thousands. No confirmations as yet, if they are corrected.
the type of errors in data just go to…
@sujith ,
Whats the use of getting a primary key that works only on the first day? Can this be reliably used?
And if you don't give us (the API users), something (like or similar to a primary key) to uniquely identify a trade, how do you ever ke…
Hi @sujith ,
Thanks for the reply.
Can I query today, using an orderid I got yesterday (for an order filled yesterday), and get the trades filled by it?
Regards
Hi @sujith ,
The most important entity when I buy something on amazon (as far as the API is concerned) is the orderid . I am able to track my order forever with it. All problems are tracked with it.
The most important thing in a trading API is…
More Observations :: The historical API calls are sometimes running quite well for a few minutes, then slowly the exceptions start, one every minute and steadily increase to a rate where i guess one request in more than 5 gets through. Restarting / …
Please note, @rakeshr , the exception is sometimes this too, though not as frequent as the above one,
I am on a pretty reliable and fast internet connection, 50mbps
java.net.SocketTimeoutException: timeout
at okhttp3.internal.http2.Http2Stream…
hi @rakeshr @rajtk
Yes, its a NetworkException
below is part of the stack trace.
delay between requests is 400 milliseconds introduced, plus there is processing delay of more than a 100 milliseconds. so its not more than 2 requests per second.
---…
thanks @rakeshr , @sujith but if there is a problem and if its being worked on, kindly pass that information to us, that will save us from a lot of headache.!
Thanks again..!!
@sujith,
my home computer (running locally), directly connected to broadband @ 50mbps, There is a second connection of mobile data, to fall back on, and also a third , using the speedify software.
I have tried with disabling firewall and antiv…
@sujith ,
unable to start the trading system today due to this inconsistency in data fetch. its almost all networkexceptions now. Please update if there is something going on at your end.
thanks @sujith
fetching daily data was resulting in error. Now its the 30mins data which is resulting in exceptions.
(my net is fast, and i have no network issues, )
hi @sujith
Here is more detailed one, for the same call
java.net.SocketTimeoutException: connect timed out
at java.base/java.net.DualStackPlainSocketImpl.waitForConnect(Native Method)
at java.base/java.net.DualStackPlainSocketImpl…
hi @sujith
this is the stack trace,
com.zerodhatech.kiteconnect.kitehttp.exceptions.NetworkException
at com.zerodhatech.kiteconnect.kitehttp.KiteResponseHandler.dealWithException(KiteResponseHandler.java:58)
at com.zerodhatech.kiteconnect.kiteh…
@sujith, data fetching today is not going smooth, there are two network exceptions for each successful fetch . is there any problem today from your end?
Thanks @sujith for the information. Please note that a very important building block in using the API is missing, without which only trivial applications can be built. Any serious strategy execution using kite API, needs calls to identify a trade un…
Hi Rakesh,
Thanks.
That makes it difficult to uniquely identify a trade, which is a very basic requirement in an API. I was trying to solve the problem of uniquely identifying a trade, (like making out the primary key in a table, )
can you please t…
hi @sujith ,
I am trying to find a parameter to uniquely identify a trade, and i assume orderid would be the best bet.
is there an API call to see the history of orders upto a given date in the past, i went through the API without success
That is not intuitive and, is confusing. The O,H,L,C are meant to be for a unit of time.
o,h,l of today and c of yesterday, i am not able to make sense of it.
Could you please be more clear @sujith,
On a ohlc call, made on say Jan 17th
Open - is the open of the day jan 17th
High - is high of the day , jan 17th ( highest high at the time of call)
Low - is low of the day , jan 17th ( lowest …
Dear @sujith,
What the meaning in giving, the open, low and high of today and close of yesterday in the ohlc call?
either it should give all values of today or yesterday, in the ohlc call.
Yes, the quality of data is really pathetic. Unreliable junk. I am looking for other providers,
Have you tried any other data providers., With java API?
Hi @sujith ,
I took the below given sample of equities (very liquid) , 197 in total and downloaded just the hourly candles from 2015 or latter from where ever they are available.
The total number of wrong candles (wrong data), only in the …
Any updates @sujith ..? I downloaded nifty index hourly data to check , it still shows errors,
Been waiting for this for two weeks now, can you give a probable date, some kind of status,
symbol,date,time,open,high,low,close,vol (time doesn't ali…
hi @Vivek,
Even the most carefully written software has bugs, but these kind of errors, and their large number in basic data, simply shows the lack of basic software testing and no quality control whatsoever, with something as critical as data, w…
There are lots of errors of this sort and i have also reported them. These errors are making the historical API completely useless. I too am waiting a response....
hi @sujith,
found some more errors, these are hourly candles with wrong time, and possibly wrong data.
Could you please confirm if these indeed are errors in current data, and you are in the process of correcting them.
Please note, fetching the …
Hi Sujith,
Thanks for the reply.
The ones I got in my db for hourly candles , for nifty50 are these below which show times beyond 1530, though some of these are muhurat trading. But there are many which shouldn't be there. Because i stopped downlo…
