I would like clarification on the best time to schedule historical data collection for backtesting after the market closes.
Does KiteConnect perform any data corrections or updates after the market closes and before it opens the next day?
For example, if I want to update my historical data collection for backtesting (5-minute, 15-minute, 60-minute, and daily data) for 14-01-2025, should I collect the data at 4:00 PM soon after the market closes, or is it better to collect it later, such as at 2:00 AM, to ensure accuracy?
We run charts EOD post-mid-night and kite BOD is completed by early morning (4-5 AM). It's better if you pull the previous day's data after this process is complete.