Inconsistency in historical minute data

sameer

I have seen different starting times for minute data.
Sometimes its from 9:15 to 15:29 AND sometimes its from (9:16 to 15:30).

For example,
1. YES BANK 1st Jan 2015 minute data timings are (9:16 to 9:30)
2. YES BANK 20th Jan 2018 minute data timings are (9:15 to 9:29)

Please rectify it so u keep same timings for all minute candles. I guess accepted timings are from (9:16 to 9:30)

sujith

Hi @sameer,
Our system starts saving candles only after it gets the first tick. If the first tick is received at 9:20 AM then candle data will start from 9:20 AM.
You need to handle it at your end.

sameer

I am talking about convention ... How on earth you received first candle at 9:15 ? Should you not receive first candle at 9:16:00

My point is different and YES bank cash segment is so liquid that your explanation is invalid that YES bank had no volume traded for first one minute and hence no candle.

I hope you are getting my point. I am talking about convention you are following to label timestamps of candles. Sometime you are labelling first candle with timestamp of 9:15 and sometime with timestamp of 9:16 and I am sure trade took place in first minute in both candles