same day future data OHLC,Traded Volume (contracts) and Open Interest values

rohit3389
I need same day future data OHLC,Traded Volume (contracts) and Open Interest values
1. If I use https://api.kite.trade/quote?i=12112898&api_key=xyz&access_token=xyz
on 17/08/2018 at 09:30 PM for "ACC" i get following data from zerodha
[symbol,Date,OHLC,Traded Volume (contracts),Open Interest]
ACC,2018-08-17 15:30:00,1569.05,1599.65,1555,1559.9,5379,2031600

if compare this values with nseindia.com close,Traded Volume (contracts),Open Interest are wrong
on nseindia following values
Open = 1,569.05
High = 1,599.65
Low = 1,555.00
Close = 1593.40
Traded Volume (contracts) = 5,380
Open Interest = 18,20,400

on comparing i figured it out that on zerodha close value is, 16-08-2018 close value

2. if i use https://api.kite.trade/instruments/historical/12112898/day?from=2018-08-17&to=2018-08-17&api_key=xyz&access_token=xyz
zerodha not provide "Open Interest values"

can you tell me at what time zerodha update close values,contracts,OI
what is use of my paid subscription if i get wrong values and check every time if data correct or not
  • rakeshr
    @rohit3389
    Yeah, Close value in quote call is previous day close, even on nseindia it is same. We update previous day close value after midnight process.So, next morning you should be able to get previous day close.
    Alternatively, you can use LTP quote call any time after 4 PM(3:40 PM and 4:00 PM -Post market), this LTP value will be close value of today's trade.
    Don't compare real-time feeds from kite API/Any trading platform with Nseindia, as Nseindia displayed data is older by 2-3 minutes.
  • rohit3389
    rohit3389 edited August 2018
    i try today from midnight to 1:10 AM on 21-08-2018 for acc and other f&o it still show close:1593.4 for acc, if i run it on morning it give me volume 0.
  • rakeshr
    @rohit3389
    We run updating process from 1- 4 AM, post which you will be able to access previous day close value.
    Yes, volume data will be zero, only OHLC will be updated.You can store volume and open interest data from the previous day , as per your requirement.
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