Hi, Today my algo started making wrong calls & thats when I entered into debugging. Right now time is 9.56AM and Historical API is showing candle for 9.45Am to 10.00AM (15 mins timeframe).
How come that is possible? Before time reaches 10.00AM, how can it produce a candle for range of 9.45AM to 10.00AM?
It should build candle for this time range only after 10.00 AM. I think its a bug in Zerodha's historical api.
A 15min candle is generated using the 15 1min candles. When you request 15min for data the API will return the data which is generated using whatever candles are available.