Hi, I was building systems through a Broker provided API, the issue is I am using the jupyter notebooks and things are okay but if i want to build backtesting systems for options or anything else, i am facing issues regarding the functions, as XTS have a repository on github, it only provides few functions which is not enough to build systems, is there any documentation on API which the XTS or broker provides and i am unaware of, because there are things like i called upon a function and it returned 1 minute but when i changed the compression to 30 for calling 30 mins of data it still provided with 1 minute data.
Seen random post the other day to fetch option data from fyer api. You can check that out.