OHLC calculated issue from websocket ltpc data

BENSON_XAVIER · June 10, 2025, 5:51am

Hi team,

i am using Market Data Feed websocket in ltpc mode and i can see the LTP but when i check the candle stick chart it shows different open and close prices in 10s chart.

Below is the websocket data

ltt: 2025-06-10T10:34:58+05:30 ltp: 130.25 ltq: 150 cp:184.25
ltt: 2025-06-10T10:34:58+05:30 ltp: 130.3 ltq: 150 cp:184.25
ltt: 2025-06-10T10:34:59+05:30 ltp: 130.75 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:00+05:30 ltp: 130.95 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:00+05:30 ltp: 130.95 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:00+05:30 ltp: 130.75 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:01+05:30 ltp: 130.35 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:01+05:30 ltp: 130.25 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:02+05:30 ltp: 130.45 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:03+05:30 ltp: 130.25 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:03+05:30 ltp: 130.0 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:03+05:30 ltp: 130.2 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:05+05:30 ltp: 130.05 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:05+05:30 ltp: 130.0 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:06+05:30 ltp: 130.1 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:06+05:30 ltp: 130.35 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:06+05:30 ltp: 130.35 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:08+05:30 ltp: 130.2 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:08+05:30 ltp: 130.15 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:09+05:30 ltp: 129.8 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:10+05:30 ltp: 129.85 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:10+05:30 ltp: 129.65 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:11+05:30 ltp: 129.7 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:12+05:30 ltp: 129.75 ltq: 225 cp:184.25
ltt: 2025-06-10T10:35:12+05:30 ltp: 129.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:13+05:30 ltp: 129.35 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:13+05:30 ltp: 129.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:14+05:30 ltp: 128.8 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:15+05:30 ltp: 129.0 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:15+05:30 ltp: 129.05 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:16+05:30 ltp: 129.55 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:16+05:30 ltp: 128.95 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:17+05:30 ltp: 129.05 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:18+05:30 ltp: 129.85 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:18+05:30 ltp: 129.45 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:19+05:30 ltp: 129.4 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:20+05:30 ltp: 129.3 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:20+05:30 ltp: 129.3 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:21+05:30 ltp: 129.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:21+05:30 ltp: 129.85 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:22+05:30 ltp: 129.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:23+05:30 ltp: 130.35 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:23+05:30 ltp: 129.7 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:24+05:30 ltp: 129.45 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:25+05:30 ltp: 127.6 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:25+05:30 ltp: 127.55 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:26+05:30 ltp: 127.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:27+05:30 ltp: 127.8 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:27+05:30 ltp: 128.25 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:28+05:30 ltp: 128.15 ltq: 225 cp:184.25
ltt: 2025-06-10T10:35:28+05:30 ltp: 127.8 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:29+05:30 ltp: 128.0 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:29+05:30 ltp: 127.5 ltq: 300 cp:184.25
ltt: 2025-06-10T10:35:30+05:30 ltp: 128.05 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:30+05:30 ltp: 128.05 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:31+05:30 ltp: 127.9 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:32+05:30 ltp: 128.3 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:32+05:30 ltp: 128.1 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:32+05:30 ltp: 127.45 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:33+05:30 ltp: 127.9 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:34+05:30 ltp: 127.85 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:35+05:30 ltp: 128.25 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:35+05:30 ltp: 128.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:36+05:30 ltp: 128.6 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:36+05:30 ltp: 128.3 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:36+05:30 ltp: 128.3 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:38+05:30 ltp: 127.9 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:38+05:30 ltp: 128.0 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:39+05:30 ltp: 127.8 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:40+05:30 ltp: 128.15 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:40+05:30 ltp: 128.45 ltq: 75 cp:184.25
ltt: 2025-06-10T10:35:41+05:30 ltp: 128.45 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:42+05:30 ltp: 129.9 ltq: 150 cp:184.25
ltt: 2025-06-10T10:35:42+05:30 ltp: 129.75 ltq: 150 cp:184.25

and below is the candle stick image they are not matching

so, who is the open, close, high, and low calculated?

I thought

Open = First ltp in the time window.
High = Max ltp in the time window.
Low = Min ltp in the time window.
Close = Last ltp in the time window.
is it not?

BENSON_XAVIER · June 12, 2025, 4:13am

@Pradeep_Jaiswar could you please help

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OHLC calculated issue from websocket ltpc data

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OHLC calculated issue from websocket ltpc data

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