There's a similar problem with other stocks too for 5min chart, so I assume the problem will be there for other time intervals too. For eg, TechM AuroPharma And there're more stocks Adani, Ajanta Pharma, Arvind, Auropharma, Bata India, BEL, Cadila, Colpal, DHFL, Divi's labs, Federal Bank, Godfrey Philips, HCL Tech, IDFC, Infibeam, Kotak, Motherson, Repco Home Could you please look into this? There's seems to be a similar pattern of noise in all of these stocks.
Also I observed that the splits/bonuses are not taken into consideration for 'day' data, for eg. ACC is it done deliberately?
This is a minute level data what we have and has been reconciled with third-party vendors as well. If you are expecting a 100% accurate intra-day data then I would suggest getting it directly from the exchange.
We haven't adjusted data for corporate actions prior to 2006. This could also be a corporate action. You can go to the exchange website to check if there was a corporate action on the same day.
Okay, I am fine with the day chart not being adjusted for corporate action. But historical data for minute/5minute etc. seems to have noise like the spike shown in all above figures, which results into incorrect results on our end. Isn't there a way to rectify it on your end?
For eg,
TechM
AuroPharma
And there're more stocks
Adani, Ajanta Pharma, Arvind, Auropharma, Bata India, BEL, Cadila, Colpal, DHFL, Divi's labs, Federal Bank, Godfrey Philips, HCL Tech, IDFC, Infibeam, Kotak, Motherson, Repco Home
Could you please look into this? There's seems to be a similar pattern of noise in all of these stocks.
Also I observed that the splits/bonuses are not taken into consideration for 'day' data, for eg. ACC
is it done deliberately?
If you are expecting a 100% accurate intra-day data then I would suggest getting it directly from the exchange.
But historical data for minute/5minute etc. seems to have noise like the spike shown in all above figures, which results into incorrect results on our end.
Isn't there a way to rectify it on your end?