Is there anyway to get 5 minute interval data for all F&O stocks

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1

Is there anyway to get 5 minute interval data for all F&O stocks

@Pradeep_Jaiswar

2

Hi @RAVI_5894658

We provide 1m granular data that can be joined and used to build OHLCVs for any timeframe! Find it here: Historical Candle Data | Upstox Developer API

4

I am novice, so can you please let me know how to join that data?

5

Hello,

Here is the below code in C# to convert 1 minute interval data to 5 minute interval data.

public static List<Ohlcv> ConvertTo5MinuteCandles(List<Ohlcv> candles)
    {
        return candles
            .GroupBy(c => new DateTime(c.Time.Year, c.Time.Month, c.Time.Day, c.Time.Hour, c.Time.Minute / 5 * 5, 0))
            .Select(group => new Ohlcv
            {
                Time = group.Key,
                Open = group.First().Open,
                High = group.Max(c => c.High),
                Low = group.Min(c => c.Low),
                Close = group.Last().Close,
                Volume = group.Sum(c => c.Volume)
            })
            .OrderBy(c => c.Time)
            .ToList();
    }

Hope it helps.

Thanks & Regards

3 Likes
6

Hey @Sanjay_Jain

Thanks for helping out here! :clap: