OHLC Data received via historical API has some discrepancies. For example for NSE , TATASTEEL on 1st March 2024
Data Received from Zerodha
O: 139.4 H: 147.05 L: 139.4 C: 146.35
Actual values confirmed from several other sources
O: 143.00 H: 150.65 L: 143.00 C: 149.95
We have started seeing this recently and have observed for multiple other symbols as well. In past we have observed values provided by Zerodha APIs to be pretty close to (only differ in decimal points) value from other sources such as NSE site. What could be the reason ?
Zerodha adjusts historical data for corporate actions to enhance analysis. Bonus, split, right issue, spin-off, and extraordinary dividends are adjusted. There was an extraordinary dividend of 3.6 on TataSteel, and this is the result of that.
