Problems in historical data.

KamalChhirang
KamalChhirang edited November 14 in General
I found 3 problems:

FEDERALBNK: Between dates 2015-06-01 to 2015-07-07, the price was around 71 but historical data price is around 17.9. (1 minute candle).
Code to reproduce:
kite.historical_data(261889, "2015-06-01 00:00:00","2015-06-09 23:59:59", "minute", continuous=False, oi=False)
Idea Continuous Future: I am not sure, If it is a bug. From 2015-06-01 to 2019-03-28, the future price is around 60% more compared to spot, which seems like a bug.
Code to reproduce:
kite.historical_data(13742594, "2015-06-01 00:00:00","2019-03-28 23:59:59", "day", continuous=True, oi=False)

M&MFIN continuous future: Same as idea. From 2015-06-01 to 2020-07-21, future premium is around 60% more.
kite.historical_data(13751810, "2015-06-01 00:00:00","2019-03-28 23:59:59", "day", continuous=True, oi=False)
Tagged:
  • rakeshr
    All these are corporate action.
    FEDERALBNK: Between dates 2015-06-01 to 2015-07-07
    FEDERAL BANK LTD. 08 Jul 2015 Bonus issue 1:1 09 Jul 2015
    M&MFIN continuous future
    Right Issue of Equity Shares -- 22 Jul 2020
    You can check all these corporate action detail on BSE website.
  • KamalChhirang
    KamalChhirang edited November 15
    @rakeshr I think Kite team adjusts the price for Bonus issue, right? The day candle is adjusted for FederalBank but not minute candle.

    Just letting you guys know, In my case, i will adjust it on my end.

    And in case of FederalBank, the price should have been double without adjustment, not 4 times less on 2015 Jun 1. Can you please check this one stock data again.
  • katemiller
    Thanks for share this question.
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