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How to get Market watch list which is configured in Zerodha
Posted By - Naman , 20-12-2017 17:52:45
Further, I observed, if I am trying to pull 5 Min Candle data between 09:20 to 09:55 and found data for 1 min data frame also which look like a bug. As per my knowledge and understanding, at any time, if I selected 5 Min interval, the TimeStamp column should have only 0,5,10,15,20,25,30,35,40,45,50,55 as minutes and should not have 1,3,6,9.
Re : How to get Market watch list which is configured in Zerodha

Priya Sharma
2017/12/22 16:09:17

The data from websockets are not given in a specific interval it is rather sent when there is a change in data. You can expect up to 1 tick per second for a liquid instrument.
If you are subscribing for 200 tokens on main thread then you are probably blocking the main thread. I would suggest using worker threads for processing and storing ticks.


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