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Missing 5m candles on 23th Sept near market close

enliyo
enliyo in General
Many symbols are missing two 5m candles on 23th Sept. I noticed this issue on multiple symbols Nifty, Reliance, Bank Baroda etc.

The candles are missing for times - 3:15PM and 3:20 PM. Please backfill the missing data
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  • rakeshr
    rakeshr
    @enliyo
    We checked historical data for all the above-mentioned symbols.Yesterday's all 5 minutes candles are showing correctly.
    For Relience - NSE-EQ 
    {'date': datetime.datetime(2019, 10, 3, 15, 20, tzinfo=tzoffset(None, 19800)), 'open': 1310.8, 'high': 1311.95, 'low': 1310.2, 'close': 1311.7, 'volume': 131967}
    {'date': datetime.datetime(2019, 10, 3, 15, 25, tzinfo=tzoffset(None, 19800)), 'open': 1311.7, 'high': 1311.85, 'low': 1310.2, 'close': 1311.6, 'volume': 112375}
    Can you re-check and let us know the same.
  • enliyo
    enliyo
    @rakeshr please check 23rd September; not 3rd October.
  • rakeshr
    rakeshr
    @enliyo
    Yeah, 23rd September 3:15 PM and 3:20 PM 5minutes period candles are missing for the above symbol. We are checking on this.
  • enliyo
    enliyo
    @rakeshr thanks! I have another related query.

    Usually I do backfill day candles everyday around 5PM. It seems that API is not returning day candles for today. What time I can be absolutely sure that the day candles are ready to be fetched? Around midnight?
  • sujith
    sujith
    @enliyo,
    We use BHAV copy to populate day candle. It is usually published around 06:30 PM but it is not guaranteed that the file will be available at this time. There have been times that it was updated late in the night and early in the morning as well.
  • enliyo
    enliyo
    @sujith that makes sense, thanks!
This discussion has been closed.