Random missing candles in Historical data?

Pragy
Every now and then, some candle is missing from the historical data. The surprising part is that prices for the immediate before & next candles are available.


For example, in 1-minute candle data, there is no value for the following

nifty 50 for 2015-03-13 09:35:00
nifty 50 for 2015-03-13 09:37:00
nifty 50 for 2015-03-13 09:39:00
nifty 50 for 2015-03-13 09:43:00
nifty 50 for 2015-03-13 09:44:00
nifty 50 for 2015-03-13 09:48:00
nifty 50 for 2015-03-13 09:51:00
asianpaint for 2015-04-06 14:37:00
reliance for 2015-04-06 14:37:00
adanipower for 2015-04-06 14:37:00
  • Pragy
    Entire day of 2016-01-01 is missing for Reliance in the 1 min historical data
  • rakeshr
    rakeshr edited June 13
    For example, in 1-minute candle data, there is no value for the following
    We inspected the above-mentioned missing candles, and yes these are missing.

    Older historical data(prior to 2015, 2016) is populated after getting it from multiple data vendors, quite back. We had gotten data from multiple vendors and selected the best available one at that time. We can't repopulate/fix these missing minute data as of now. These missing candles are quite lesser and should convey price flow as desired. Apologies for the inconvenience caused.
  • Pragy
    Thanks for confirming.

    There are missing candles for this year's history as well!

    For reliance, the following candles of this year are missing
    2022-03-07 09:19:00
    2022-03-07 09:20:00
    2022-03-07 09:22:00
    2022-03-07 09:23:00
    2022-03-07 09:25:00
    2022-03-07 09:26:00
    2022-03-07 09:28:00
    2022-03-07 09:29:00
    2022-03-07 09:31:00
    2022-03-07 09:32:00
    2022-03-07 09:33:00
    2022-03-07 09:34:00
    2022-03-07 09:35:00
    2022-03-07 09:37:00
    2022-03-07 09:38:00

    And this seems to be occurring every now and then for pretty much all stocks. :(
  • rakeshr
    There was an issue on the NSE exchange feed for the above-mentioned time period. So, those candles are not available. It will not be possible to backfill these now. Maybe you can refer to the BSE contract data for the mentioned period.
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