Gaps in historical 1min ticks for Nifty 50 stocks

anandmuralidhar

Hello,

I saw that Nifty 50 stocks are missing few 1min ticks in historical data. For example, this is for Reliance and I fetched the data again to confirm:

284	2019-05-06 13:59:00+05:30	655.70	656.00	655.70	655.80	13052
285	2019-05-06 14:00:00+05:30	656.00	656.00	655.80	655.80	2204
---> missing ticks
286	2019-05-06 14:04:00+05:30	655.80	655.80	655.75	655.80	12362
287	2019-05-06 14:05:00+05:30	655.80	655.80	655.70	655.80	23216

This is unlikely because Reliance is a liquid stock. I'm using this command

hist = kite.historical_data(instrument_token=orig_instrument_token, 
                            from_date=current_date_dt, to_date=current_date_dt, \
                            interval=interval, continuous=False, oi=False)

with interval='minute'.
Also, multiple stocks are missing data for the same 1min ticks, suggesting that there may be an issue on the server side. I can see around dozen such days going back to 2018. How can we avoid this and get complete data? Is this because the exchange had an issue for certain times ?

Thanks,
Anand

nagavenij

We're checking this and will provide an update shortly.