@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
Please do your researches at non market hours. Don't play at trading time. We are ready to help you at Saturday and Sunday to check works if you generate and stream the mock data.
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.