I have purchased the historical data API of KITE. Now, I am using this historical data in my algorithm. For VEDL symbol, 18/12/2017 at 09:15 AM: Open Price is 291.95 and from NSE same data for 18/12/2017 price is 296.0.
According to the thread, LIVE data may differ but the after the market closing historical data is corrected. But, VEDL symbol on 18/12/2017 at 09:15 AM: Open Price is 291.95 and from NSE same data for 18/12/2017 price is 296.0.
Please tell me the reason for it. Why is it not updated?
The open on the NSE website is the open of the day. The open on the chart at 9:15 is the open of that minute which is the first tick received by our system. There can be hundreds of ticks in one second and any trading platform can receive only three or four ticks over internet. You can check out this thread.
According to the thread, LIVE data may differ but the after the market closing historical data is corrected.
But, VEDL symbol on 18/12/2017 at 09:15 AM: Open Price is 291.95 and from NSE same data for 18/12/2017 price is 296.0.
Please tell me the reason for it. Why is it not updated?
You can check out this thread.