NSE provides 1 minute Snapshot/ Delayed Data as a package. Is there a way for AngelOne Team to stream 1 minute Candle data as a socket or some other streaming way.
While I understand I can use websocket and Intraday API's, however a streaming with higher number of tokens leads to high processing requirement and API's fetching isn't good for system Load as there are rate limits.
Requesting to explore some way to stream just 1 min candle data where we can listen to some data and do our Analysis and not focus on creating candlestick out of raw tick data.
chetansuri
@chetansuri
Best posts made by chetansuri
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1 Min candle data streaming
Latest posts made by chetansuri
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1 Min candle data streaming
NSE provides 1 minute Snapshot/ Delayed Data as a package. Is there a way for AngelOne Team to stream 1 minute Candle data as a socket or some other streaming way.
While I understand I can use websocket and Intraday API's, however a streaming with higher number of tokens leads to high processing requirement and API's fetching isn't good for system Load as there are rate limits.
Requesting to explore some way to stream just 1 min candle data where we can listen to some data and do our Analysis and not focus on creating candlestick out of raw tick data. -
RE: Historical data open and close
@shreyas2290 EOD close price is adjusted based on Average closing, hence you would be seeing a different price for last minute candle and actual closing price.
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RE: @admin Any update on this. Bug is opened for than a year and no fix. Any reason for not allowing Oracle server. ?
@Moderator_3 Did multiple test for connection from different cloud providers and with oracle cloud it doesn't connect. This seems to be issue where Angelone might be blocking set of IP's and oracle IP's are somehow part of it. if possible could you run it via your networking team to check if these IP's are part of any block list at your end.
129.154.251.129
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RE: socket closed after few minutes
@pratima you should do some error handling within your node.js code and let it reconnect if it disconnect anytime. there will be some missing data when websocket disconnect and reconnect but disconnection handling should be done within your code
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Missing tick data from websocket
I am using websocket to get data for all weekly options for Nifty, BNF and FinNifty. while websocket is connected and running . when i process data i see some ticks are missing like for a complete 2 min data from websocket went missing.
does anyone have similar issues or this could be related to my connection. I am having around 800 tokens in single websocket.timestamp
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RE: Issue with Totp
@Satnam are you using correct to pass onto totp code. it is simple 2 lines of code to get totp. are you using barcode id in totp. it would be around 26 words like "P1234ABC...." or similar.
import pyotp
totp= 'P123ABC' # Replace with your actual key
totp.now()you can then pass on this totp.now() in angel one to work further. this exactly what I use
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RE: Unable to unsubscribe the symbol in WebSocket and close the connection
@Deepak9097 websocket connection is for continuous data and you can use it as it is. you don't want to run it every 15 seconds just to get 1 tick of data. You can have your analysis setup based on 15 seconds interval or so.
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RE: Latency in api call serve
@Mnagesh Maybe your code is not structred properly to retrieve login and then run code. by any chance are you fetching symbol/intrument_key from json file which angel one provides. try to pass on token manually and see if that helps. i have market data code which takes couple of seconds and fetches data. you might also want to fetch login token once and then pass onto code for faster fetching of data
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RE: Option Chain
@subh what is your use case that you want every tick data at 1 sec. you can always workout without such high frequency data.
You can use few strike price as you will not need tick for complete option chain.
If your use case demands every tick and processing. use some db and then work around that. Pandas dataframe and then running will always take some processing time. save raw data somewhere if you wish to. Maybe use 1 task for saving and another for processing. -
RE: Option Chain
@subh you can download instrument file and put a logic that nifty and latest/nearest expiry day i.e today or nearest and then pass it in instrument list. this will fetch data from instrument_file with nifty strike as filter and then get you data via websocket.
you can do manual work on updating intrument_key in websocket.