I am getting data like this.. I want to convert tick data into OHLCV candle data.
How to get volume from the tick data. I am currently adding up all ltq. But it is not matching with observed values on the charts. What is the right approach ?
{
"type": "live_feed",
"feeds": {
"MCX_FO|450134": {
"fullFeed": {
"marketFF": {
"ltpc": {
"ltp": 5641.0,
"ltt": "1754572376000",
"ltq": "100",
"cp": 5713.0
},
"marketLevel": {
"bidAskQuote": \\\[
{
"bidQ": "42",
"bidP": 5640.0,
"askQ": "2",
"askP": 5641.0
},
{
"bidQ": "21",
"bidP": 5639.0,
"askQ": "45",
"askP": 5642.0
},
{
"bidQ": "15",
"bidP": 5638.0,
"askQ": "39",
"askP": 5643.0
},
{
"bidQ": "15",
"bidP": 5637.0,
"askQ": "32",
"askP": 5644.0
},
{
"bidQ": "17",
"bidP": 5636.0,
"askQ": "17",
"askP": 5645.0
}
\\\]
},
"optionGreeks": {},
"marketOHLC": {
"ohlc": \\\[
{
"interval": "1d",
"open": 5715.0,
"high": 5724.0,
"low": 5633.0,
"close": 5641.0,
"vol": "14577",
"ts": "1754505000000"
},
{
"interval": "I1",
"open": 5644.0,
"high": 5645.0,
"low": 5641.0,
"close": 5641.0,
"vol": "27",
"ts": "1754572260000"
}
\\\]
},
"atp": 5674.58,
"vtt": "14577",
"oi": 10328.0,
"tbq": 666.0,
"tsq": 1003.0
}
},
"requestMode": "full_d5"
}
},
"currentTs": "1754572379558"
} ..