Just a guess, in the exchange_timestamp, there might be milliseconds data also '2025-01-20 14:29:59' this query doesn't consider miliseconds, you might be missing some volumes, receives in these milliseconds, please check.
Scenario:
I start making OHLC (Open, High, Low, Close) candles at 9:15 AM. However, the first tick I receive has a high of 780. I cannot determine if this is:
The actual high of the day so far, or
A high reached within the level 2 snapshot,
How ca…
is the data same? because your charts have the high and lows in the candles that doesn't reflect in the last_price of ticks through websocket api's , if the data is same, then provide me with the logic of candle creation
Let's say i placed a CO order with buy at 830 and SL-M trigger at 825. now i want to modify the trigger, if i place a modify request on trigger order which is the second leg of the CO order, it gives error as "The stop loss trigger price is beyond …
