Example: The daily data fetched for INDIGO for 10th Dec 2025, say 6 pm 10th Dec shows the close value as 4812.0 where as daily data fetched on 11 Dec for 10th Dec shows a different close 4805.5 (which also matches with data from NSE). Why is it so? Does Zerodha change the data later in the day?
A close price in a minute candle data is the last tick received in that minute by our system. The close price of the day's candle data is usually updated the next day, early morning; the value comes from the BHAV copy, which is declared by the exchange later in the evening. It is the value-weighted average price of the last 30 minutes of the trading session. You may refer to the similar discussion here.
You may refer to the similar discussion here.