The best way to get real time one-minute intraday data

fujia
fujia
in Elektron

Hi, I'm new to Elektron and wonder if there is way to get real time one-minute intraday data. The preferred API is EMA C++ or WebSocket and I'm going to retrieve information about currency spot rate, index etc.

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  • umer.nalla
    umer.nalla
    Answer ✓

    Hi @fujia

    From your description, I am assuming you want one to continuously capture data on a 1 minute interval for the current time period - i.e. not from earlier in the day or previous days.

    The primary purpose of Elektron Realtime is to provide Full Tick Streaming data - it is not designed for interval capture e.g. 1 minute intervals.

    Depending on the number of instruments you wish to consume, in theory, you could try and use the Pause / Resume functionality (see example 350) to pause and resume the event streams on a 1 minute interval. OR you could also consider performing a Snapshot (see example 102) every minute. But these approaches may not deliver quite what you are looking for in terms of the actual timing of each snapshot / update you receive and also the fact that an update will only contain fields that have changed since the previous update.

    If your site has a TREP infrastructure installation, you could ask your Market Data team to setup a Conflated feed for you with a 1 minute conflation interval.

    For historical one-minute intraday data, you can use the Tick History API - to access DataScope data.

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