I fetched historical data (2 minute time frame) for following ticker : BANKNIFTY2420746800PE. Found mismatch in what I fetched through using kite.historical_data(..) vs what was shown in charts.
O,L,C all 3 are different. Can you please help what I am missing?
Code used to fetch the data:
def fetchOHLC(ticker,interval,duration): """extracts historical data and outputs in the form of dataframe""" instrument = instrumentLookup(instrument_df,ticker) data = pd.DataFrame(kite.historical_data(instrument,dt.date.today()-dt.timedelta(duration),dt.date.today(),interval)) data.set_index("date",inplace=True) return data
to
andfrom
params, being requested?