I’m seeing something unexpected with the Historical Data API and wanted to check if I’m missing anything in how the request is supposed to work.
For instrument token 408065 on 2026-08-10, I requested minute historical data from 09:15:00 to 15:30:00.
The response contains 360 candles, with the last candle at 15:14. I then tried requesting only 15:15 to 15:30, but that returned an empty response.
However, the Kite chart appears to show candles for that period.
I also compared the volumes, and the volume of the daily candle is about 5.4% higher than the sum of the minute candle volumes returned by the API.
So I wanted to understand whether this is expected behaviour for this instrument/date, or whether there is something I am missing regarding the historical data request, session timings, or how the minute candles are generated.
The instrument mentioned in the query falls under the Closing Auction Session (CAS), due to which regular trading for the instrument stops at 3:15 PM.
Hence, minute candles after 3:15 PM are not available through the Historical Data API for this instrument. The difference observed with the Kite chart is related to the CAS mechanism and the way the data is represented.
Daily OHLC data and intraday minute/hourly data are sourced differently. Daily charts use BHAVCOPY data provided by the exchange after trading ends, which includes all ticks for the trading day. In contrast, minute and hourly charts are generated from live data received during trading hours, which may not contain every tick or transaction. This can result in differences between daily OHLC/volume and the aggregation of intraday candles.
For more information you can refer to this support article. .
Hence, minute candles after 3:15 PM are not available through the Historical Data API for this instrument. The difference observed with the Kite chart is related to the CAS mechanism and the way the data is represented.
Daily OHLC data and intraday minute/hourly data are sourced differently. Daily charts use BHAVCOPY data provided by the exchange after trading ends, which includes all ticks for the trading day. In contrast, minute and hourly charts are generated from live data received during trading hours, which may not contain every tick or transaction. This can result in differences between daily OHLC/volume and the aggregation of intraday candles.
For more information you can refer to this support article. .