Idirect-Tech / Breeze-Python-SDK

The official Python client library for the ICICI Securities trading APIs
MIT License
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Multi subscription to OHLCV data. #38

Open tatiyabichhoo opened 11 months ago

tatiyabichhoo commented 11 months ago

Few question

  1. Is it possible to subscribe to multiple symbol for ohlcv data ? Like for example ICICI BANK for 1min and NTPC for 10 min and SBI for 15 minutes time frame for ohlcv in one go ? I tried subscribing for 2 different time frame for 2 different stocks but it takes only the smallest timeframe.

  2. Is it possible to sub 2-3 different time frame of same stock?

3.OHLCV calculation seems inconsistent as last candle close should be next candle open which is not the case with data api is streaming (except daily timeframe where there is a possibility of gap up and gap down opening ).

4 can we have live oi data in ohlcv (asking for extra feature)?

Thanks in advance