Historic candle time stamp values - mismatch

greybit

Hi Zerodha,

There is a inconsistency in the returned values of historic data.

The time stamp of the candles are not consistent.

for example,

JYOTHYLAB -> 60 mins candles.

DateTime
2017-08-02T09:16:00+0530
2017-08-02T10:03:00+0530
2017-08-02T11:07:00+0530
2017-08-02T12:01:00+0530
2017-08-02T13:02:00+0530
2017-08-02T14:00:00+0530
2017-08-02T15:15:00+0530
2017-08-03T09:15:00+0530
2017-08-03T10:02:00+0530
2017-08-03T11:01:00+0530
2017-08-03T12:02:00+0530
2017-08-03T13:01:00+0530
2017-08-03T14:15:00+0530
2017-08-03T15:15:00+0530
2017-08-04T09:15:00+0530
2017-08-04T10:15:00+0530
2017-08-04T11:09:00+0530
2017-08-04T12:12:00+0530
2017-08-04T13:03:00+0530

Please check and provide your opinion. because of this my code logic is failing.

sujith

Hi @greybit,
Thank you for notifying. I will inform data team to fix it.

greybit

hi Sujit,

Thanks for your response. due this inconsistency in many scripts and multiple time frames [3, 5, 10,15,30,60].. my development is on HOLD. can i get the deadline from your end for the fix?

sujith

Hi @greybit,
Can you give example for a couple of other instruments? I will forward it to the data team so that they can figure out some pattern where they are going wrong?

greybit

more examples are below,

3MINDIA , 60 mins

Mismatch in duration and start time should be 9.15

DateTime
2017-08-02T09:17:00+0530
2017-08-02T10:15:00+0530
2017-08-02T11:03:00+0530
2017-08-02T12:01:00+0530
2017-08-02T13:01:00+0530
2017-08-02T14:00:00+0530
2017-08-02T15:05:00+0530
2017-08-03T09:21:00+0530
2017-08-03T10:00:00+0530
2017-08-03T11:02:00+0530
2017-08-03T12:02:00+0530
2017-08-03T13:04:00+0530
2017-08-03T14:03:00+0530
2017-08-03T15:01:00+0530
2017-08-04T09:36:00+0530
2017-08-04T10:05:00+0530
2017-08-04T11:05:00+0530
2017-08-04T12:08:00+0530
2017-08-04T13:00:00+0530
2017-08-04T14:04:00+0530
2017-08-04T15:04:00+0530
2017-08-07T09:15:00+0530
2017-08-07T10:06:00+0530
2017-08-07T11:01:00+0530
2017-08-07T12:02:00+0530


AARTIND, 60 mins

DateTime
2017-08-02T09:15:00+0530
2017-08-02T10:02:00+0530
2017-08-02T11:01:00+0530
2017-08-02T12:01:00+0530
2017-08-02T13:05:00+0530
2017-08-02T14:06:00+0530
2017-08-02T15:15:00+0530
2017-08-03T09:15:00+0530
2017-08-03T10:15:00+0530
2017-08-03T11:04:00+0530
2017-08-03T12:01:00+0530
2017-08-03T13:00:00+0530
2017-08-03T14:15:00+0530
2017-08-03T15:15:00+0530
2017-08-04T09:16:00+0530
2017-08-04T10:08:00+0530
2017-08-04T11:05:00+0530
2017-08-04T12:11:00+0530
2017-08-04T13:00:00+0530
2017-08-04T14:09:00+0530
2017-08-04T15:08:00+0530
2017-08-07T09:15:00+0530
2017-08-07T10:15:00+0530


ABB 60 mins,

DateTime
2017-08-02T09:15:00+0530
2017-08-02T10:07:00+0530
2017-08-02T11:03:00+0530
2017-08-02T12:02:00+0530
2017-08-02T13:02:00+0530
2017-08-02T14:02:00+0530
2017-08-02T15:15:00+0530
2017-08-03T09:15:00+0530
2017-08-03T10:15:00+0530
2017-08-03T11:15:00+0530
2017-08-03T12:03:00+0530
2017-08-03T13:09:00+0530
2017-08-03T14:15:00+0530
2017-08-03T15:15:00+0530
2017-08-04T09:15:00+0530
2017-08-04T10:15:00+0530
2017-08-04T11:15:00+0530
2017-08-04T12:08:00+0530
2017-08-04T13:10:00+0530
2017-08-04T14:15:00+0530
2017-08-04T15:15:00+0530
2017-08-07T09:15:00+0530
2017-08-07T10:15:00+0530

you can see the same in many charts.. easy to check.. if you open 10 charts you can find 3 ~ 4 charts has this issue.

sujith

Hi @greybit,
I would suggest not to hardcode start date as 9:15 AM. For illiquid instruments, first tick can come after 10 or 15 min of market opening and it is random. I would suggest handling it at your end.
Other date inconsistency issues, we are looking into it.

greybit

Hi Sujit,

i am not hardcoding the start time as 9.15 AM. but if its 60 mins chart then the duration between candles should be 60 mins. but here i am not getting the candles in the specified duration's. like below

2017-08-02T09:17:00+0530 -> first candle by 9.17 AM
2017-08-02T10:15:00+0530 -> second candle by 10.15 AM [ less than 60 mins]
2017-08-02T11:03:00+0530 -> third candle by 11.03 AM [ less than 60 mins]

There has to be a consistency between duration as i am requesting server to share the candles in 60 mins duration.

sujith

Hi @greybit,
I have asked data team to look into this.

greybit

Hi Sujit,

i m finding there is a different values for a candle between zerodha and trade tiger?

May i know the reason?

tonystark

Hi @greybit,

Check out this discussion.