Hi, Zerodha in it's historical end of day api doesn't provide Last trading price of that day, it only has close price after settlement, the last price is however very important in modelling as it was last trading price. Can you guys add last price also?
Hi @sumant, The close price of the day is set post market settlement. Hence we update close price after settlement for day candle. Before that close price is the last price of last tick received by the system.
The close price of the day is set post market settlement. Hence we update close price after settlement for day candle.
Before that close price is the last price of last tick received by the system.
I am aware of that, i was asking, can Last price also be added to eod historical data of zerodha? Currently zerodha only has ohlcv data in historical eod data.Since it was closest to last trading price and will help in modelling accurately, NSE also provides this https://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/getHistoricalData.jsp?symbol=BPCL&series=EQ&fromDate=26-11-2017&toDate=06-12-2017