absence of data in historical api

Rishant
Hi,
When I am running the historical api data , I am not getting the data at 15:30 .

18 258.80 2017-10-23T13:45:00+0530 259.25 258.30 258.55 74923
19 259.50 2017-10-23T14:00:00+0530 261.30 258.80 258.80 446879
20 260.00 2017-10-23T14:15:00+0530 260.35 259.55 259.55 73711
21 260.50 2017-10-23T14:30:00+0530 260.90 259.95 260.00 128880
22 260.35 2017-10-23T14:45:00+0530 260.70 259.80 260.55 136576
23 260.35 2017-10-23T15:00:00+0530 260.70 260.20 260.35 167734
24 260.40 2017-10-23T15:15:00+0530 260.50 260.00 260.40 261298
25 260.05 2017-10-24T09:15:00+0530 262.15 259.95 261.30 365532

26 262.10 2017-10-24T09:30:00+0530 262.20 259.80 260.05 221018

Can you please explain ?
  • sujith
    A 15min candle at 15:15:00 for any instrument will have data from 15:15:00 to 15:30:00.
    Can you elaborate what is the confusion?
  • Rishant
    Rishant edited November 2017
    is the candle at 15:15 represent data from 15:15 to 15:30 or it represents data from 15:00 to 15:15 . In my opinion, it represents data from 15:00 to 15:15 . I am saying this because when I call kite.historical for a fifteen minute candle at 9:30 it already has data for 09:30 ?

    Please correct me if I am wrong. I will do more checks on my side though to verify this
  • Rishant
    Does it also mean that if I ask for the historical candle at 9:16 in the morning , than I should not get any data for that instrument_token ? I should get my first candle at 9:30 only , but what I see the moment I run in the morning, the historical function starts giving me data for 9:15 . Please clarify , thanks
  • prat
    @Rishant i guess the way it works is,it creates a 15 minute candle from the data till most recent 1 minute candle
    So for example if you call the api at 9:29 for a 15 minute candle you would get a candle thats made up of 14 1 minute candles (9:15 - 9:29). so calling the api at 9:16 would give you a very incorrect candle
Sign In or Register to comment.