I am a use of the Zerodha platform (and planning to become a kite Connect user). However, I recently came across an issue. I was planning to make a trade of INFY DEC Futures (on the 1st December, 2017). The day after the F&O Expiry. I found that there was significant difference between the 1 minute and the 5 minute data. Here are screenshots from that day.
1 min:
5 min:
The 5 min data shows that EOD price of the INFY17DEC shows that the EOD value of Rs. 988, while the actual value is the Rs. 970s. The 5 min data also didn't contain the sharp sell-off which was witnessed in that instrument that day (indicated by the blue box).
Here is the latest screenshot (which is the accurate one and correlates with 1 min data).
I am sure what caused this discrepancy and how it got rectified. Please check. I contacted Zerodha support and their answer was not-satisfactory.
A closer analysis reveals that kite didn't plot ~30 minutes of data (few missing points between 3:15 pm -3:30 pm for the 30th November and 9:15 am to 9.30 am of December 1st, 2017), that lead to the errors that I observed.
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