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Missing 11:35 candle data in 5min Timeframe for Nifty50Index when fetched from historical_data_API
101 2021-11-17 11:25:00+05:30 17995.80 18002.90 17995.50 17999.05 0
102 2021-11-17 11:30:00+05:30 17999.45 17999.45 17994.95 17996.15 0
103 2021-11-17 11:40:00+05:30 17983.75 17987.65 17979.15 17980.00 0
104 2021-11-17 11:45:00+05:30 17980.05 17988.45 17970.75 17984.70 0
Python API error
kite historical data Error
Zerodha froze from 11:31 to 11:43. That's the reason.
ok, by when will it get corrected?
You can know more
I still see 1135 candle data skipped when historical_data is fetched.
I understand the issue came due to some network failure which stands corrected as per the bulletin.
However, missed candles in historical_data can cause errors in certain backtesting implementations which take into account indexing(rather than absolute timestamp), assuming 75, 5minute candles are formed in a day.
Please look into this.
Can we have some copy of candle data at 1135?
Could you please give a sense on when these missing candles are likely to be included in the historical data fetched through the API ?
Required missing candles have been refilled.