1 Week Data is Wrong

kpushp

Hey,
I have tried multiple time to extract the 1week data but the date that the api gives back is of Tuesdays closing candle, but the 1week candle never closes on Tuesdays.

rakeshr

Can you paste here the request log or the historical data request params?

kpushp

@rakeshr

from = datetime.datetime.now() - datetime.timedelta(days=270*7)
to = datetime.datetime.now()

data = kite.historical_data(instrument_token=256265, from_date=from, to_date=to, interval='week', continuous=False, oi=False)

df = pd.DataFrame(i for i in data)

df.to_csv("Data.csv")

Output:
date open high low close volume
0 2018-06-14 00:00:00+05:30 10832.90 10834.00 10701.20 10772.05 0
1 2018-06-21 00:00:00+05:30 10808.45 10837.00 10652.40 10671.40 0
2 2018-06-28 00:00:00+05:30 10660.80 10777.15 10557.70 10769.90 0
3 2018-07-05 00:00:00+05:30 10786.05 10976.65 10726.25 10948.30 0
4 2018-07-12 00:00:00+05:30 11006.95 11078.30 10925.60 10980.45 0
.. ... ... ... ... ... ...
275 2023-09-21 00:00:00+05:30 19840.55 19848.75 19554.00 19716.45 0
276 2023-09-28 00:00:00+05:30 19761.80 19766.65 19333.60 19436.10 0
277 2023-10-05 00:00:00+05:30 19521.85 19839.20 19480.50 19811.35 0
278 2023-10-12 00:00:00+05:30 19822.70 19849.75 19635.30 19671.10 0
279 2023-10-19 00:00:00+05:30 19545.20 19681.80 19257.85 19281.75 0

rakeshr

from = datetime.datetime.now() - datetime.timedelta(days=270*7)
to = datetime.datetime.now()

Any interval candle starts from the requested from timestamp. You can request the from time accordingly.

kpushp

But when I run this program, the data that I get is correct for first few runs but after the 3rd or 4th time I run this it starts to give the candles of Tuesdays.
I also tried changing the `from` timestamp to Monday, but still the same result.

rakeshr

data = kite.historical_data(instrument_token=256265, from_date=from, to_date=to, interval='week', continuous=False, oi=False)

I just ran this historical data fetch multiple times. All the runs gave the same start and end date candles.
{'date': datetime.datetime(2018, 8, 28, 0, 0, tzinfo=tzoffset(None, 19800)),
'open': 11731.95, 'high': 11760.2, 'low': 11567.4, 'close': 11582.35, 'volume': 0, 'oi': 0}
........
{'date': datetime.datetime(2023, 10, 30, 9, 15, tzinfo=tzoffset(None, 19800)),
'open': 19053.4, 'high': 19083.7, 'low': 18940, 'close': 18962.15, 'volume': 0, 'oi': 0}