Tick value not getting accurate result after resample
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Hello,
I am using Python SDK for getting OHLC along with volume for nifty500 stock every 5 minutes
As we have Rate Limit for default sdk's functionality if we want to get above details so due over come i am use to get every stock's tick by tick data
Every 5 min i am resample tick data to 5 min's datafram and find OHLC but it's value is not matching with real chart of angle one. -
@Dharmik when your historical API hits at an odd time, eg, 10:00:14, the close price you'll get would be of that moment, it will not be equal to the close price on the 5 min candle, which would be of 10:00:00. Similarly, other parameters of OLHCV could also differ.