Incorrect Data in Historical API Feed

abhishek384

Dear Zerodha Support Team,

I am writing to bring to your attention an issue I have encountered while using your Historical API.

Upon using the Historical API for fetching data, I noticed discrepancies in the information provided. The data being retrieved seems to contain inaccuracies, which are impacting my analysis and trading decisions.


I am attaching some screenshots with timestamps I am calling the historical API in 1-minute timeframe to fetch the previous few-minute data I found from OHLC most one is always incorrect sometimes the close price is wrong, and sometimes the open price is wrong vice versa. I am comparing the data with the kite chart (after refreshing the chart I am comparing) I am using only Banknifty. This discrepancy has caused inconvenience and hindered my ability to rely on historical data for making informed decisions.

And I found one more issue in the one-minute timeframe I am getting the data 2 or 3 times with different timestamps for example:

2023-12-08T04:10:00.000Z
2023-12-08T04:10:10.000Z
2023-12-08T04:10:47.000Z

this is just an example of the candle being completely closed only you should send the correct data with a correct timestamp in the historical data API.

09:40:00 {"date":"2023-12-08T04:10:00.000Z","open":46941.2,"high":46941.2,"low":46941.2,"close":46941.2,"volume":0}

check this data O, H, L, and C are all the same but in kite charts values are different. I am attaching more screenshots.

It started a few days back it was correct.

As accurate historical data is crucial for traders and investors, I kindly request your prompt attention to rectify this issue. It would greatly assist me if you could investigate and address the discrepancy in the data feed.

Please let me know the steps being taken to resolve this matter and when I can expect a correction or an update on the Historical API data.

I appreciate your swift action and attention to this matter. If any further information is required from my end to assist in resolving this issue, please do not hesitate to reach out.

Thank you for your assistance and cooperation in ensuring the accuracy and reliability of your services.

Looking forward to a prompt resolution.

Warm regards,

Abhishek Kumar

sujith

@abhishek384,
You can go through this thread.

dhruvonfire

Hi

I have noticed the same issue described in the above post for data I downloaded
- today, 2024-10-05
- tradingsymbol="RITEZONE-SM"
- from_time=2024-09-01
- to_time=2024-10-03
- interval="minute"

The discrepency exists for 2024-09-27. When looking at daily data, I get the close price as 45.70 (https://kite.zerodha.com/chart/web/ciq/NSE/RITEZONE-SM/3048961). However the historical API returns the last tick 2024-09-27 at 15:29 with the close value 47.40
Fig 1

Fig 2


Can you please explain why this would happen?

sujith

A close price in a minute candle data is the last tick received in that minute by our system. The close price of the day candle data is usually updated the next day early morning, the value comes from the BHAV copy which is declared by the exchange later in the evening. It is the value weighted average price of the last 30 minutes of the trading session.