@samphel already shaha shared python implementation for this. Refer the following link. He grouped instrument token and subgrouped LTT minutes. http://ezeetrading.in/Articles/Candles_formation_from_tick_data_zerodha.html
Wow @sujith , now update frequency of v3 is faster than v1. Price also updated quickly in v3. I checked with both quote an full mode. I attached screenshot of MCX symbols update in quote mode. Thank you very much.