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Lack of data
There are some ETF's like Kotak Sensex and SBI Sensex for which recent data is not available. For a 5-year time frame some years are missing.
Can you give us some examples? Are you talking about intraday data or day candles?
Even I have the same issue. 1 minute candle for SBI Sensex is not available post 2016.
Please see if you can fix this.
Also, data for Sensex and many other indices are also not given for required time frames. For example:- for Sensex, I wanted data for the last 5 years on a 1 min time frame but I got data for the years 2018-2020.
edited May 2020
We have populated all the data we have. If intra-day candles don't exist then we may have to get it from somewhere else and populate it. We may do it in the future but we can't do it right now.