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instrument_token=1041153, from=2015-05-26 10:00:00, to=2015-05-26 10:59:59, interval=minute, continuous=False
{'date': datetime.datetime(2015, 5, 26, 10, 3, tzinfo=tzoffset(None, 19800)), 'open': 212.13, 'high': 212.2, 'low': 212.08, 'close': 212.13, 'volume': 8618}
{'date': datetime.datetime(2015, 5, 26, 10, 3, tzinfo=tzoffset(None, 19800)), 'open': 212.08, 'high': 212.2, 'low': 212.08, 'close': 212.13, 'volume': 8618}
Notice two candles with different open price at 10:03 AM for instrument 1041153 on 2015-05-26!
We have informed data team to look into this.
Also once go through this thread.