Kite Historical Data Close vs last LTP

cryptonoob321 edited February 29 in Python client

I am using kite historical_data to pull historical OHLC prices everyday at 7:30 PM. I see that for all days except the current day, the Close price is the weighted avg Close as published by NSE. But for the current day, the Close price is the ltp for the day i.e. close of 1 minute candle at 3:29PM.

For example, the price data for Nifty fetched today i.e. 29th Feb 2024 using historical_data is this:

date Open High Low Close
2023-01-02 18131.70 18215.15 18086.50 18197.45
2023-01-03 18163.20 18251.95 18149.80 18232.55
2023-01-04 18230.65 18243.00 18020.60 18042.95
2023-01-05 18101.95 18120.30 17892.60 17992.15
2023-01-06 18008.05 18047.40 17795.55 17859.45
... ... ... ... ... ...
2024-02-23 22290.00 22297.50 22186.10 22212.70
2024-02-26 22169.20 22202.15 22075.15 22122.05
2024-02-27 22090.20 22218.25 22085.65 22198.35
2024-02-28 22214.10 22229.15 21915.85 21951.15
2024-02-29 21935.20 22060.55 21860.65 22042.05

For yesterday i.e. 28th Feb, the close price as published by NSE is 21951 which matches the data pulled. But for today i.e. 29th Feb 2024, the close price published by NSE is 21982.80 which is reflected in the day candle in Kite UI login. But historical_data as shown above is giving me close price of 22042.05, which matches the ltp of the day i.e. close price of 1m candle of 3:29 PM.

Why this inconsistency in data, and how can I get the close price as published by NSE using API?
  • sujith
    Day candle's close price is updated from the BHAV copy in the next day morning. The close price in BHAV copy includes the average of post market settlement data as well.
  • cryptonoob321
    Thanks. Can you mention the exact time of update so that I can schedule algos accordingly
  • sujith
    You can do it post 7:30 AM in the next morning.
  • algos
    Hi sir If you want accurate historical data for Futures and options, Then please let me know. I have FNO Data from 2010 to 2024 till December. Please let me know on telegram - @Quantitativtra
  • MAG
    @algos Why cant you give details out here itself. Whats the idea behind trying to get people to join an external telegram group?

    @sujith probably you need to have this conversation internally about contact harvesting on the forums which can be used for various purposes some of them nefarious.
  • algos
    Hi @MAG I am actually not adding anybody in a telegram group you can check. its just my id i don't want share my contact details over here that's why i am choosing telegram.
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