Data Sanctity Issues (quote API)

naz

@sujith
Below is the snapshot of data which i received from quote API. OHLC field shows that close price is 745.6 while nseindia.com shows that close price is 782.5 (link given below).

Can you please help with the discrepancy/understanding.

Column1 average_price buy_quantity depth instrument_token last_price last_quantity last_trade_time net_change ohlc oi oi_day_high oi_day_low sell_quantity timestamp volume
NSE:LUPIN 782.5 13903 {'buy': [{'price': 782.5, 'quantity': 48, 'orders': 2}, {'price': 782, 'quantity': 1128, 'orders': 4}, {'price': 781, 'quantity': 50, 'orders': 1}, {'price': 780.2, 'quantity': 25, 'orders': 1}, {'price': 780, 'quantity': 259, 'orders': 8}], 'sell': [{'price': 783, 'quantity': 5, 'orders': 1}, {'price': 783.5, 'quantity': 200, 'orders': 1}, {'price': 783.65, 'quantity': 50, 'orders': 1}, {'price': 783.9, 'quantity': 20, 'orders': 1}, {'price': 784, 'quantity': 2, 'orders': 2}]} 2672641 782.5 12 5/29/2018 9:07 36.900024 {'open': 782.5, 'high': 782.5, 'low': 782.5, 'close': 745.6} 0 0 0 27796 5/29/2018 9:07 1606

https://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/GetQuote.jsp?symbol=LUPIN&illiquid=0&smeFlag=0&itpFlag=0

naz

@sujith
I was going through some other articles and figured that the "close" price in the pre-market session of quote API is being taken as PREVCLOSE instead of CLOSE.
For example, "close" price through the quote api in today's pre-market session was referring to "close" price as on 25-May-2018 instead of 28-May-2018. This gets corrected in the ticks that we receive after 9:15 am.
Can you please see how to correct this ??

sujith

Hi,
745.6 is the day before yesterday's close price. Ideally, it should be switched to 782.5 which is yesterday's close price. We had made some changes recently but this seems to be not fixed by that change. We will make changes to Kite Ticker and deploy it this weekend.

sujith

You can follow up here.