Previous day ohlc data in live feed may have errors.
For example, if any stocks previous day high is checked with that of the live feed ohlc previous day candle, the values are not the same.
Thank you for getting in touch. We will perform an internal review in the meantime. Could you also provide the specific data details where you have observed this inconsistency?
I took the previous day ohlc data from pro.upstox.com for comparison.
For example, for stock symbol NBIFIN, the daily candle data (20th Oct) is having previous day high as 1879.85. Whereas, the live feed data has previous day high as 1850.00.
This is observed for all the subscribed symbols.
@Pradeep_Jaiswar It seems even the previous day closing price in the ohlc is incorrect. Previous day closing price shown is same as current price of the instrument. Any updates available on this?
The live feed socket does not provide the previous day’s candle. It only shows the OHLC (Open, High, Low, Close) of the current day. For example, if you check at 1:00 p.m., it will show the OHLC up until 1:00 p.m. for that day.
For the previous day’s candle, you’ll need to access the historical data separately. Feel free to ask if you have any more questions. If possible, you can also send me a screenshot for clarification.
Ok. For current day, I checked and values are correct. However, in some of the instruments, the ‘open’ of ohlc is missing. Can you please check ?
For example, the below 3 instruments ids have current day ohlc but 'open' value is missing.
NSE_EQ|INE669X01016
NSE_EQ|INE144J01027
NSE_EQ|INE458B01036
We’ve confirmed that the initial fee is accurately reflecting the correct close values. Please take note that the listed stocks - Live Geekay Wires Ltd, 20 MICRONS, and Bhagyanagar India Ltd, are identified as non-volatile symbols.
If there seems to be any discrepancy or something missing, kindly assist us by providing relevant screenshots for a more thorough investigation.
@Pradeep_Jaiswar Can you correct this in the websocket documentation where it is mentioned that the “1d” websocket would contain previous day’s data and not the current day’s data.