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How to fetch data using c# code and get last x day candle and Save DB

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Zerodha Historical Data.


     Here we are going to look into how to get historical data from Zerodha Kite API and manipulate it.

    Historical data is important to make decision on the basis of support and resistance level. If we need to find these important levels then we may need data from previous days. We required to get data and manipulate it. 


Prerequisite:- you required to subscribe for historical api. 

Please have look at below image.





Here my intention is when we login to system in background my application should check when my db last updated historical data and from there onward it start fetching data. 

Historical Data Service



In above code have check limit number of days we can request data is maximum 60 days.  So i tried such way if we request more than 60 days it will fetch record in 60 days batch. 

Kite Api Response - Kite respond us data using List of Historical  object but it not having instrument id so i have create my own class HistoricalData which map instrument id and data from kite api response.



Kite Data Service



This  is how i am processing data and storing into my DB. and Once my Historical data updated my scanner background worker will start using this data to find the stock and generate signal for buy and sell.

Please share you thoughts and suggestion on this. what i can make it better.




Comments

  1. ashuthinks4 October 2020 at 09:34

    thanks great articles I have simple question-
    I want to do a simple difference between last 5 minutes candle close value and current LTP value for bank nifty future.

    I think I can use api to get previous 5 minutes candles close value and same for current LTP price but how?

    Can you help?

    ReplyDelete
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