Optimizing Data Fetching for 5-Minute Nifty Options Strategy

Developer API
1

I’m running an automated trading strategy on the Nifty options 5-minute timeframe, and I need help optimizing my data retrieval process. Here’s how it works:

  1. Every 5 minutes, the bot:
  • Fetches the Nifty spot price
  • Identifies ATM-5 to ATM+5 strikes for both CE & PE
  • Collects 5-minute OHLCVOI data for these strikes
  • Uses last 5 days of historical data for decision-making
  1. Current Bottleneck:
  • Using REST API (Python requests), the entire process (data fetch + computation + order entry) takes ~30 seconds
  • Since I’m working on a 5-minute window, this delay is significant

What’s the most efficient way to speed this up?

1 Like
3

shayad websocket ke data ko append karke hi possible else immpossible hai

4

but aggregating tick data for multiple instruments is quite complicated and the latency again takes a hit.

5

wo to hai magar iske alawa koi bhi upaya nai hai jahan tak meri samajh hai tumhare teen websocket connect hai waise free

6

kya aap mujhe ek cheez bata sakte ho ki kya upar data jo apne fetch kiya wo easy raha apke liye mereko bohot issue aya and websocket karne m to pasina nikal gaaya

7

its very tough i always mess up with v2 and v3, i think it is better if we have a discussion at 4 pm call today to understand api reality