Historical data multiple candles for same timestamp

mdalvi
mdalvi edited October 2018 in General
It has came to my observation that there are multiple candles present in historical data for same timestamp for some instrument tokens. One such example is,
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!

I am using KiteConnect version 3 API with Python Client (pykiteconnect v 3.7.3)
Sign In or Register to comment.