Hi
The OHLCV data that we get from API does not match with the one on Trading View charts. Is that an expected behaviour?
Over 5min candle, the BNF option prices are off by as much as 3-4 rupee
@Hardik as I await your reply on this, posting another concerning situation with volume data that I am facing for last two days which is messing up my strategy completely.
I am API V2 and used intraday data for BNF 51400 with 5min interval. During market hours when I fetched the data, I got the following values:
‘Time’: [‘09:50:00’, ‘09:55:00’, ‘10:00:00’, ‘10:05:00’]
‘Volume’: [10230.0, 1485.0, 1485.0, 8445.0]
But when I run the same code post market close, I get the following values :
‘Time’: [‘09:50:00’, ‘09:55:00’, ‘10:00:00’, ‘10:05:00’]
‘Volume’: [25905.0, 10140.0, 19140.0, 34110.0]
The fact that same volume numbers got repeated within two consecutive 5 min windows is a concern. And second, such a drastic fall in volume in 10 mins and again rise on a day when there is a significant fall in the market, is clearly indicating something is wrong.
Hello @Sujit_Modi
Let me try and replicate this. Can you send the request structure here, will try and test this myself. This shouldn’t be the case, as the source for both the data remains the same.
I think I understand the issue now. In a 5min freq, API is returning the last row even for the broken period. For instance, if the API is invoked, say, at 11.18 with 5min freq. While API correctly shows the 5min data till 11.15 and for 11.15 to 11.18 is attaches the 3 min data to the response which otherwise contains all the 5min data. Not sure if this is the expected behavior. If yes, then I need to handle this within my python code.
Kindly let me know
Thanks