I tested the following trading dates: - 03 August 2026 - 04 August 2026 - 04 September 2026 - 09 October 2026
I also tested: 1. API end time of 15:30 2. API end time of 15:45 3. Timezone-aware requests using IST 4. Both 1-minute and 5-minute historical intervals
Results: - 1-minute data consistently ends at 15:14. - 5-minute data consistently ends at the 15:10 candle. - The final 15 minutes (15:15–15:29) are missing.
This affects intraday back testing and end-of-day position exit calculations.
Could you please clarify:
1. Why are the final 15 minutes missing? 2. Is this an intentional limitation of the Historical Data API? 3. Is there a supported way to retrieve the complete trading session? 4. Could this be an API data issue that needs correction?