when I am trying to fetch each 5 min candle data through Historical API it is showing me wrong information especially in High and Low example: [{'date': datetime.datetime(2022, 5, 23, 13, 45, tzinfo=tzoffset(None, 19800)), 'open': 34716.35, 'high': 34719.85, 'low': 34693.6, 'close': 34712.4, 'volume': 0}] 23-05-2022 Bank Nifty Spot Price 5 minute candle fetched at 13:50 and result is showing Low of 34693.6 but actual low of that particular 5 min candle is 34683
You can use websocket data and form candles at your end.
https://kite.trade/forum/discussion/2604/convert-ticks-to-candle#latest