Problems in historical data.

KamalChhirang

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)

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

@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.