Subject: Kite Connect historical API returns impossible volumes (64-bit overflow) and zero-price 30-minute candles
Hello Kite Connect team,
While checking our stored data against your historical candle API, we found two kinds of corrupt candles that the API still returns today. We re-fetched all of them on 24 Oct 2026 with GET /instruments/historical/{instrument_token}/30minute (exchange NSE). Times below are candle START times in IST.
1. Impossible volumes
These 30-minute candles return a volume of about 2^63 or 2^64, far above any possible trade count. The prices on the same candles look normal.
For four of these candles the value was different when we first downloaded them: near 2^64 then, near 2^63 now. The values look like a signed / unsigned integer overflow, not a real volume.
2. Candles with a zero price
Some 30-minute candles carry 0 for the open, the low, or all four prices, sometimes with a non-zero volume:
On some days every candle of the day is 0 / 0 / 0 / 0 with volume 0: for example CUB (1459457) on 12 and 15-19 June 2015, and GOCLCORP (1014529) on 15 and 18 May 2015. In total we see about 9,700 such candles across about 500 instruments in 2015, 3 in 2018 and 1 in 2019.
Could you please: 1. confirm whether these are known data errors; 2. correct the volumes and prices at the source, if possible; 3. tell us how the API marks a candle whose volume or price is unknown, so that we can treat it correctly.
For now our application treats these values as missing. We can send the full list of affected candles if that helps.
