Historical data API is crazy and frustrating

drunkNifty
Historical data API is crazy and frustrating!


Look at the images I have shared here. The data returned for exactly the same query is different in two different calls. Its is different to the extent that in one call LOW of the candle is 0 (Zero) and in another it is 68610 for MRF futures. My innocent system ate this crap and poured a nasty diarrhea in my trading account and booked unnecessary losses.
Already my codebase is 50% trading logic and 50% 'API induced crazyness handlers'

I want to know if you guys have a public view of all the bugs reported on the APIs and ETA of the their fixes, so that we can decide wether to stick around or pack our bags and move on.
  • drunkNifty
    I have been monitoring the candle data returned by historical data API, and I am seeing significant delta in the data, which is totally unacceptable. More over, the API is returning different data for same candle on different calls, which is making my head spin. Let me know if you guys are serious about looking into this, I have enough data points to do some root cause analysis into this inconsistence nature of the API.
  • rakeshr
    @drunkNifty
    Yeah, we were able to reproduce the same at our end and have informed our data team, they are looking to it. We will keep you updated.
  • drunkNifty
    @rakeshr did your team find anything?
  • naz
    naz edited January 26
    @sujith @zartimus
    Request your urgent attention on the above item. Historical API is not reliable at all. It is actually returning data for symbols/companies which were not even listed (not even in existence) at the time of specified query dates. Can you please clarify what is the data historical data API is returning in the below case in 2005 or 1995 when BAJFINANCE was not even in existence. (instrument token - 81153)

    kite.historical_data(instrument_token=81153, from_date='1995-04-01', to_date='1998-04-01', interval='day', continuous=None)






  • yousuf
    This is downright scary..!!
    The biggest risk seems to be the 'zerodha data team', if kite API is being used.
    I reported data errors in Nov 2017, in thousands. No confirmations as yet, if they are corrected.

    the type of errors in data just go to show the quality of the data team. its clear zerodha is incapable of providing reliable data. Period.
  • rakeshr
    @naz
    Can you please clarify what is the data historical data API is returning in the below case in 2005 or 1995 when BAJFINANCE was not even in existence ?
    BAJFINANCE existed with symbol BAJAUTOFIN, you can check the same in symbol change history on Nse website.
  • naz
    Thansk @rakeshr . There is one more problem I am facing with historical data api. Below call (for symbol 'BALKRISIND') yields OHLC as 0. Could you please see if there is some issue with your historical data database entries.

    kite.historical_data(instrument_token=85761, from_date='2015-03-24', to_date='2015-04-08', interval="minute")

    output:
    {'date': datetime.datetime(2015, 3, 26, 13, 21, tzinfo=tzoffset(None, 19800)),
    'open': 0,
    'high': 0,
    'low': 0,
    'close': 0,
    'volume': 0},
    {'date': datetime.datetime(2015, 3, 26, 13, 22, tzinfo=tzoffset(None, 19800)),
    'open': 0,
    'high': 0,
    'low': 0,
    'close': 0,
    'volume': 0},
    {'date': datetime.datetime(2015, 3, 26, 13, 23, tzinfo=tzoffset(None, 19800)),
    'open': 0,
    'high': 0,
    'low': 0,
    'close': 0,
    'volume': 0},
    {'date': datetime.datetime(2015, 3, 26, 13, 24, tzinfo=tzoffset(None, 19800)),
    'open': 0,
    'high': 0,
    'low': 0,
    'close': 0,
    'volume': 0},
    ...]
  • rakeshr
    @naz
    We don't have intraday candle for token=85761 from 2015-03-24 to 2015-04-08 , you can get day candle for the same duration.
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