Does v3 Historic Data api /data/history
provides realtime candle for any given stock or derivate.
Or api consumers have to derive the candle data from websocket tick stream data .e.g 2024-11-21T09:15:01.332Z [ALGO] info: TICK_DATA: {"symbol":"NSE:NIFTY24NOV23300PE","ltp":146.05,"lower_ckt":0,"upper_ckt":0,"vol_traded_today":0,"last_traded_time":1732010399,"exch_feed_time":1732160700,"bid_size":400,"ask_size":400,"bid_price":127.1,"ask_price":147.75,"last_traded_qty":25,"tot_buy_qty":9100,"tot_sell_qty":1625,"avg_trade_price":0,"low_price":0,"high_price":0,"open_price":0,"prev_close_price":126.15,"ch":19.9,"chp":15.77,"type":"sf"}
The above is the first tick data from ws for NIFTY24NOV23300PE on 21Nov whereas when I matched the same instrument on chart the opening is showing 145.
There is high change of packet drop, hence mistaching OHLC generate at consumer level and broker level. This will affect other technicals also like ema, supertrend, etc.
Inshort can consumer rely on historic data api(ohlc already available) and poll the same at regular interval let say 3mins, instead of computing data from websocket tick stream at consumer level.