For Kite Connect WebSocket ticks on NFO options (e.g. NIFTY weekly CE/PE), what timezone is exchange_timestamp (and last_trade_time) in?
In live ticks today we receive a naive datetime whose wall clock matches UTC (e.g. ~09:17 when IST is ~14:47), not Asia/Kolkata. If we treat that naive value as IST, quote freshness checks fail by ~5.5 hours.
Please confirm:
Is exchange_timestamp meant to be UTC, IST, or exchange-local? Is it always naive, or should we expect a timezone-aware value? Is this the same for REST /quote timestamps? Is this documented anywhere, and can you confirm the intended interpretation for Indian cash/F&O instruments? We assume Indian market session logic in IST (Asia/Kolkata) and want to handle your timestamps correctly.
