hi @Matti it has been observed that sometimes in live market we get incorrect OHLC for historical candles. For example , today 8th September in live market for 11:05 AM Sensex 80600 CE candle (11th sep 2025 expiry) I got Candle's Closing value as 529 but actually that candle was closed at 527.55 for 5 mins timeframe.
However, after market hours, if I rerun for backtest, then I get correct OHLC values.
I am using KiteConnect.Kite.GetHistoricalData() method to get historical data using NuGet package.
Please suggest. And mostly i observed this for closing value only.
Below is from my Logs: 08-09-2025 11:05 Instrument:SENSEX2591180600CE High:529 Low:494.45 Open:501.85 Close:529
It is not guaranteed that a minute candle will be available at the end of the minute or at the beginning of the next minute.
I would suggest generating a candle at your end using the live market data provided by Kite Ticker. You may refer to a similar discussion in this thread.
I would suggest generating a candle at your end using the live market data provided by Kite Ticker. You may refer to a similar discussion in this thread.