I have developed statistics based algorithm which compares historical “close and volume” with live “LTP and Volume” to get trade rules. I am facing two problems/confusions to implement these.
First problem I am facing is if I try to receive today’s daily bar, I get error that the time is too recent. I am on free account. Does unlimited account give un-closed today’s daily bar from where I can get LTP and Volume ?
Secondly, as a work around, I am planning to subscribe to live minute candle and aggregate the volume. Are the live stream minute bars from web socket complete or are they just samples ? Is the sum of volume from minute bars from the stream equals to the to the total volume for the day?
Other than that I can’t see how I can get live LTP and Volume for all the companies. Any pointers to the right direction would be great help.