Clarification on Live Data & 09:15 Open

APIs, Automation, Algos & Code
1

Hi @Tradehull_Imran,
I am building a fully automated breakout strategy using Dhan-Tradehull and need some clarification on live data handling for production use.

  1. How can we fetch true 1-second live data for:
    Index (e.g., NIFTY)
    Its specific CE and PE (strike already known)
    Is there any streaming method available, or is get_ltp_data() the fastest possible live snapshot?
  2. For accurate and deterministic gap calculation, what is the correct way to fetch:
    Previous day official close
    Current day 09:15 official open price
    Should we always rely on 1-minute historical candle data for this?
  3. When using get_ltp_data():
    Is the LTP coming directly from exchange real-time feed?
    Does it include exchange timestamp internally?
    Or is it a polled snapshot without timestamp?
    I want to ensure my open, gap, and breakout logic is structurally correct for automated trading.
    Thanks in advance.
2

Hi @Tradehull_Imran,

Just re-tagging in case my earlier message got missed.

Your direction will help me align correctly with Tradehull’s intended usage.

Thanks :folded_hands:

3

Hi @Ketan_Kharva ,

  1. You can fetch live data for 1 second by establishing websocket connections -
    Live Market Feed - DhanHQ Ver 2.0 / API Document

  2. For previous day close price you can use the Day candle data and use previous day data, for open price you can refer to 1-min ohlc data and fetch current day’s open price.

  3. The LTP is received from Dhan API, and you can also get with timestamp.

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4

Hi @Tradehull_Imran,

Thanks for the suggestion.

We will explore the 1-second live data using WebSocket as advised. Also noted your guidance on using day candle data for previous close and 1-minute OHLC for current day open.

If there’s anything else we should keep in mind while implementing this, please let us know.

Thanks again

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