I’ve noticed something puzzling and wanted to check if anyone has an official or technical explanation for it. When I fetch historical minute or 5-minute data through the Kite Connect historical_data() API, the first candle of the day starts at 09:30 AM, not at 09:15 AM. However, when I collect real-time data from the WebSocket feed, it starts correctly from 09:15 AM, right after market open.
So effectively, the historical dataset is missing the first 15 minutes of every trading day adn there is slight changes in ohlcv candle values, Is this behavior expected by design in Kite Connect’s historical data API?
We have verified from our end that the first candle starts at 9:15 AM when using the historical_data() API parameters. Please share a screenshot of the discrepancy.
