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    Historical data something wrong

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    • Mnagesh
      Mnagesh last edited by

      @admin
      @angelbroking
      @administrators

      any future index is valid for 3 months only

      But surprisingly I am getting data for the instrument which was not there also (for the month of May 2022).

      August month future should be there for the month of
      June-July-August only .

      It is showing data for the month of May 2022 also.
      (MAY-JUNE-JULY which is wrong )

      That means we are getting wrong data.

      I was thinking at least data is good for back testing

      but I feel It is not even good for back testing also.!

      for token
      token = "82222"
      symbol = "NIFTY25AUG22FUT"

      candle

      timestamp O H L C V
      0 2022-05-02 09:15 16925.00 17023.60 16925.00 16990.10 22485
      1 2022-05-02 09:25 16990.75 16996.95 16934.80 16957.90 11185
      2 2022-05-02 09:35 16957.00 17017.70 16939.95 17017.60 7402
      3 2022-05-02 09:45 17016.05 17028.60 16970.00 16991.05 6818
      4 2022-05-02 09:55 16993.00 17007.60 16979.95 16995.80 2708
      ... ... ... ... ... ... ...
      2427 2022-07-29 14:45 17138.10 17146.00 17116.00 17134.90 3287
      2428 2022-07-29 14:55 17132.00 17192.00 17131.05 17190.25 10316
      2429 2022-07-29 15:05 17190.25 17215.80 17179.90 17206.55 9792
      2430 2022-07-29 15:15 17207.40 17222.95 17205.30 17218.15 9958
      2431 2022-07-29 15:25 17218.25 17219.70 17206.05 17207.45 6741

      Now I am full time Algo Trader and successfully developed my own Apps for my personal use.

      Mnagesh S 2 Replies Last reply Reply Quote 0
      • Mnagesh
        Mnagesh @Mnagesh last edited by

        @Mnagesh 1.jpg 2.jpg

        @admin
        @administrators
        @angelbroking

        Now I am full time Algo Trader and successfully developed my own Apps for my personal use.

        1 Reply Last reply Reply Quote 0
        • S
          sureAngel @Mnagesh last edited by

          @admin @angelbroking @administrators

          Even volume in Index futures is showing wrong on chart we see volume of 20,000- 60,000 in 5min candle but in OHLCV we get highest volume itself is less than 8000. And average volume is less than 1500. I have checked volume change in Bid -Ask, in Angel charts, Trading view charts all show higher volumes.

          Request to kindly check and fix this issue. Accurate volume is very important for many strategies. All these days we have used wrong values and tested our strategy, kindly check this at the earliest.

          Thanks
          Harish

          Mnagesh A 2 Replies Last reply Reply Quote 0
          • Mnagesh
            Mnagesh @sureAngel last edited by

            @harish
            the instrument which is not there in the month of May 2022 How it shows candle data for that ?

            Now I am full time Algo Trader and successfully developed my own Apps for my personal use.

            1 Reply Last reply Reply Quote 0
            • A
              admin last edited by

              @Mnagesh said in Historical data something wrong:

              But surprisingly I am getting data for the instrument which was not there also (for the month of May 2022).

              hi @Mnagesh , it is the most sought after feature for futures historical data. Using current month symbol token you can derive the information even for expired contracts to do the backtesting.

              1 Reply Last reply Reply Quote 0
              • A
                admin @sureAngel last edited by

                @harish said in Historical data something wrong:

                Even volume in Index futures is showing wrong on chart we see volume of 20,000- 60,000 in 5min candle but in OHLCV we get highest volume itself is less than 8000. And average volume is less than 1500. I have checked volume change in Bid -Ask, in Angel charts, Trading view charts all show higher volumes.

                Can you please share more details about the same?

                S 1 Reply Last reply Reply Quote 0
                • S
                  sureAngel @admin last edited by

                  @admin Volume in charts and volume we get in Smart api are not same, in charts if we see volume of 50,000 in 5min candle we see volume of 800 in smartapi. The difference between volume fetched in smartapi is incorrect, i have verified it with different platforms Angel One charts, Global data feed(premium data) and Tradingview all values are same but in smart api the volume has a very large difference.

                  Mnagesh 1 Reply Last reply Reply Quote 0
                  • Mnagesh
                    Mnagesh @sureAngel last edited by

                    @harish whatever they are providing itself is free
                    so suggestions or no bug reports are welcome

                    after many many times i posted
                    finally they only told historical data is not for live trading strategies.

                    so we should not depend on their data

                    Now I am full time Algo Trader and successfully developed my own Apps for my personal use.

                    1 Reply Last reply Reply Quote 0
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