Found an issue with the historical API; I was trying to pull the historical data from multiple windows to find the lag in window creation. During a test with a 15-minute window, with multiple API calls for the same instrument one after another, I found instance wherein prior call gave the latest record while the next call gave an older set of record -
The first call at line#128 was initiated at 14:49:23, the response gave the last window as 14:15 (this is for a min) while another call (line#17) which was triggered at 14:49:15 gave the last window as 14:17.
This has been consistent with 10 and 15 minutes calls as well.
We will look into this.