Data anomaly for script (ICICINIFTY)

meeashok

Hey Team,

There is something wrong with 5minute candle data for ICICINIFTY, please see the below ticks. Can you please let me know what is the exact issue and how to resolve it.

OHLC is zero for first few ticks on 2015-05-07

date,open,high,low,close,volume,stockId
2015-05-07 09:15:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:20:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:25:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:30:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:35:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:40:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:45:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:50:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 09:55:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:00:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:05:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:10:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:15:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:20:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:25:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:30:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:35:00,0.0,0.0,0.0,0.0,0.0,ICICINIFTY:5minute
2015-05-07 10:40:00,0.0,100.0,0.0,100.0,1123.0,ICICINIFTY:5minute

Thanks,
Ashok

rakeshr

@meeashok
There seems to be very less liquidity during market start time on this script.So, there is no formation of the candle during the same. You can see the same pattern on multiple days ex.2015-5-5,2015-5-6,etc.

meeashok

Hey @rakeshr,

Shouldn't we set the only volume to 0 in that case?

sujith

We will remove those candles soon. You can ignore the candles with 0 volume till then.