There is a some sort of mismatch in timestamps of historical data.
The issue: - Say we call the historical data of SONACOMS (instrument_token: 1199105) of time_frame = '10minute', say from 2024-10-24 to 2024-12-12 - Then, from 2024-10-24 to 2024-10-31, the timestamps are like so: 2024-10-24 09:15:00 2024-10-24 09:25:00 2024-10-24 09:35:00 . . 2024-10-31 15:15:00 2024-10-31 15:25:00 - Note that the HH:MM starts from 0915 and then intervals of 10mins - Now, from 2024-11-04 to 2024-11-29: 2024-11-04 09:20:00 2024-11-04 09:30:00 2024-11-04 09:40:00 . . 2024-11-29 15:10:00 2024-11-29 15:20:00 - Notice that the HH:MM now suddenly start from 0920 and then intervals of 10mins - Now again from 2024-12-02, its now back to start with 0915: 2024-12-02 09:15:00 2024-12-02 09:25:00 2024-12-02 09:35:00 . . 2024-12-12 15:15:00 2024-12-12 15:25:00
- This leads to inconsistencies, and if you are using some charting software, it will break your code. - As far as I can tell the Nov 2024 month has the timestamps mismatch.
I have handled the bug, but just wanted to let the team know that there is some edge case bug perhaps and also inform other users of this discrepancy.
Any update on this?