Puzzled by this. Take Adani Ports (Instrument_code 3861249)
If we fire up the Candles API for say 14 October for it using minutes and then using days, get some data which isn't reconciling right.
Example: - Max of the High data returned from the minutes API for the above date/instrument is 256.1. On the other hand, the days call reports the high as 256.2. - I'm thinking that the opening of the first tick of the day reported by the minutes should be the same as the day. Minutes reports opening as 251.95 and Days reports it as 252. - The Days API returns 254.35 and the Minute API first row (09:15) sends back 253.
Now, I can only surmise that you are aggregating Days & Hours not from your minutes aggregations but perhaps a more fine grained dataset available to you internally. Would that be right ? That perhaps would explain the first two points, but I'm pretty puzzled by the third and would appreciate any insights on this.
In addition, a newbie question. For a minute call row, which has Index, Opening, High, Low, how is the value of Index actually derived ? Can that be thought of as derived from the exchange using market depth data ?
