1-Minute Candlestick Data Streaming

Developer API
1

NSE provides 1 minute Snapshot/ Delayed Data as a package. Is there a way for Upstox 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.
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.

1 Like
2

Please refer to the full feed section in the WebSocket section here: Upstox API Documentation - Market Data Feed.

In the WebSocket, we always append the current candle along with the previous 1-minute and 30-minute candles.

Please see the sample below for reference.

{
  "ohlc": [
    {
      "interval": "1d",
      "open": 51,
      "high": 64.4,
      "low": 48.35,
      "close": 57.95,
      "volume": 3882000,
      "ts": "1698345000000"
    },
    {
      "interval": "I1",
      "open": 57.2,
      "high": 57.7,
      "low": 57.1,
      "close": 57.5,
      "volume": 11250,
      "ts": "1698400680000"
    },
    {
      "interval": "I1",
      "open": 57.5,
      "high": 58.5,
      "low": 57.45,
      "close": 57.95,
      "volume": 20500,
      "ts": "1698400740000"
    },
    {
      "interval": "I30",
      "open": 61.5,
      "high": 61.5,
      "low": 57.45,
      "close": 57.45,
      "volume": 277750,
      "ts": "1698398100000"
    },
    {
      "interval": "I30",
      "open": 57.7,
      "high": 58.5,
      "low": 56.5,
      "close": 57.95,
      "volume": 188500,
      "ts": "1698399900000"
    }
  ]
}
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3

I saw Quotes have 1 min candlestick data with OHLC & LTP . i combined it with Full market quotes for OI and other data required. could you check if OHLC Quotes can include 1 min volume as well. Full market quote i guess give full day volume, while i can calculate volume but including 1 min volume which would be accurate data for needed calculation. Volume is provided in 1 min data in websocket, see if same can be added in quotes as well.