Question is how many seconds after a candle closes before I can get the final candle data that wont change again (data below)?
I’m pulling historical 15m interval klines and getting different data when I pull it shortly after the close vs after the next interval closes. Volumes and OHLC numbers are often significantly different. Since its a historical candle (not a stream) I assumed that the candle wouldn’t return until it was finalized, but this seems to not be the case. I started with pulling candle data 10 seconds after the close and have backed off now to over a minute and a half after the close and am still experiencing the same issue.
example:
| 1INCHUSDT | 2022-05-02 14:00:00 | 1.154 | 1.154 | 1.154 | 1.154 | 0 | 2022-05-02 14:14:59.999 |
|---|---|---|---|---|---|---|---|
| 1INCHUSDT | 2022-05-02 14:00:00 | 1.145 | 1.145 | 1.139 | 1.139 | 2092.6 | 2022-05-02 14:14:59.999 |
the first line was pulled 100 seconds after the candle close time. the next was pulled 15 minutes after the close time. Same candle but very different data. In the example below you can see it doesn’t just happen with zero volume amounts. I’m seeing this very frequently.
| BTCUSDT | 2022-05-02 14:00:00 | 38908.5 | 38985.8 | 38837.83 | 38902.52 | 0.591368 | 2022-05-02 14:14:59.999 |
|---|---|---|---|---|---|---|---|
| BTCUSDT | 2022-05-02 14:00:00 | 38908.5 | 38985.8 | 38687.45 | 38687.45 | 2.42649 | 2022-05-02 14:14:59.999 |