In Zerodha history API documented at https://kite.trade/docs/connect/v3/historical/, What does the timestamp in response indicates in candle data i.e. [timestamp, open, high, low, close, volume] Is it candle open time or candle close time?
3. OHLC + volume keep updating: During the candle lifecycle: 09:15:01 Open set 09:17 High/Low evolving 09:23 Close still changing 09:24:59 Finalizing So the candle is mutable until next one starts.
4. Next candle opens → previous freezes At 09:25:00 - New candle starts (09:25) - Previous candle (09:15) becomes final
Short Answer: Timestamp = start of candle
Long Answer:
For 10-min candles:
1. Timestamp = start of candle
2. Candle opens market aligned (09:15)
- First candle: 09:15 → 09:25
- Then: 09:25, 09:35, 09:45…
Zerodha aligns candles to exchange session start.
3. OHLC + volume keep updating:
During the candle lifecycle:
09:15:01 Open set
09:17 High/Low evolving
09:23 Close still changing
09:24:59 Finalizing
So the candle is mutable until next one starts.
4. Next candle opens → previous freezes
At 09:25:00
- New candle starts (09:25)
- Previous candle (09:15) becomes final