Hello , I am developing an NSE intraday algorithm using Kite Connect and need clarification about the Historical Data API:
GET /instruments/historical/:instrument_token/:interval
Instrument: NSE EQ — RELIANCE Intervals: 5minute and 15minute
Our intended use is to retrieve historical candles before a future trading decision to initialize EMA, RSI, ATR and other indicators. We will retain actual API receipt timestamps and use separately validated live market data for ongoing decisions.
Could you please clarify:
Candle completion: When a 5-minute or 15-minute interval ends, is there any guaranteed point at which its returned OHLCV candle is complete? Is there a completion flag, finalization timestamp or documented maximum publication delay? If no such guarantee exists, please confirm.
Subsequent revisions: Can an already completed historical candle change in later API responses because of delayed market data, corrections, backfills or other revisions? Is there any guaranteed stabilization point, revision identifier or mechanism for detecting such changes?
Historical bootstrap: Given Zerodha's recommendation to use historical data for backtesting rather than live candle generation, is using older retrieved candles strictly as initialization history before a future live decision supported? Or are there additional limitations we should account for?
Please clarify any differences between 5minute and 15minute responses.
We are seeking the documented provider semantics rather than assumptions about candle finalization, as these directly affect the correctness of our indicator calculations.
