I am fetching historical data of Nifty for the day during the trading. I have observed that the data of the immediately preceding closed candle in never correct.
For example today I fetched data at time 2025-12-04 13:38:20.948061 for 1 minute interval The close value of Nifty for the 13:37 candle (completing at 13:38) I received was 25979.5 while actual close value on chart now is 25976.3
Similarly I fetched the data at time 2025-12-04 13:38:20.958739. The close value of the candle 13:36 (closing at 13:37) I received was s1=25990.4, while actual was 25979.5, Very significant difference.
Please note, I have fetched the data at time 2025-12-04 13:38:20. At this point, I expect the latest candle will be in-progress incomplete candle hence ignoring it. So I take the 2nd last candle whose time I received was 13:37. Its closure price differences as reported above. Then I took the candle for previous time, which is 13:36. That too has differences.
Then I took the candle for previous time, which is 13:36. That too has differences.