Hi @Tradehull_Imran,
I am building a fully automated breakout strategy using Dhan-Tradehull and need some clarification on live data handling for production use.
- How can we fetch true 1-second live data for:
Index (e.g., NIFTY)
Its specific CE and PE (strike already known)
Is there any streaming method available, or is get_ltp_data() the fastest possible live snapshot? - For accurate and deterministic gap calculation, what is the correct way to fetch:
Previous day official close
Current day 09:15 official open price
Should we always rely on 1-minute historical candle data for this? - When using get_ltp_data():
Is the LTP coming directly from exchange real-time feed?
Does it include exchange timestamp internally?
Or is it a polled snapshot without timestamp?
I want to ensure my open, gap, and breakout logic is structurally correct for automated trading.
Thanks in advance.