I am using the Kite Connect Python client to download historical 5-minute candles for NSE equities.
For BEL, HAL, HDFCBANK and RELIANCE, I requested historical data from 09:15 to 15:30 IST. The API returned 72 candles per symbol, with the last timestamp at 15:10 IST.
I verified this on 8 October 2026 and 9 October 2026. I also made separate requests for the 15:00–15:30 IST window:
BEL returned candles at 15:00, 15:05 and 15:10.
RELIANCE returned candles at 15:00, 15:05 and 15:10.
No candles after 15:10 were returned in these requests.
Could you please clarify:
Is this expected behaviour for the historical-data API, or is there an issue with data availability?
Should 5-minute candles timestamped 15:15, 15:20 and 15:25 be available for these NSE equities?
Is there a recommended way to retrieve the remaining session data?
Could the candle timestamp convention or API request parameters explain this result?
I am using this data for a paper-only research project. I have not fabricated or filled any missing candles.
