why there is lot of discrepancy in historical data

sivannarayanagunji

kite team,

When i read historical data , i see the values on zerodha chart are total different compare to the data we receive in the api ,

if we blindly follow the historical data , it is leading to lot of issues as that data is not correct ,

can you please check correct the issue ?

let me give you once example



compare the close in left and right side date .. zerodha is showing 30950 , but in the api i am getting 30907 which 43 points difference...

rakeshr

@sivannarayanagunji
Can you let us know the exact timestamp at which you requested for above Historical data?

sivannarayanagunji

BANKNIFTY19JUNFUT 2019-06-10 12:45 , 15 mins candle.. like this there are many examples..
when we see candle sticks data looks fine in comparison to other data like true data market pulse, upstox. but when we read from historical data , there is big difference , due to which my technical indicators are not giving signals..

this is highly important for me , kindly take appropriate action and resolve the issue.

sujith

Hi @sivannarayanagunji,
The historical data is provided only for backtesting purpose only. For live strategies, you need to generate candles at your end using the live market data provided via websockets API.

You can check out this thread to know more about the same.

sivannarayanagunji

thanks @sujith .. can you please guide me if there any java code available to create candles and store the data locally ?
but still , even for historical data, it has be to correct, there is so much difference in the values of OHLC..

sujith

I am afraid we don't have java code to convert ticks to candles. The basic idea is mentioned in the above thread. You can start with that.

You can check out this thread to know more about how historical data works.