historical_data throwing very strange candles

devshoe

EOD i typically store candles at my end but its all strange now


As you can see I'm getting candles after 15:30 and they also have volume!
This is ABCAPITAL NSE

sujith

This is because post-market settlements happen till 04:00 PM. We remove that at EOD and keep data only till 3:30 PM for the minute candles. It is up to you, you can keep it or remove it.

sujith

But sometimes exchange keeps broadcasting the same tick continuously as well after the market hours.

devshoe

Thanks Please close