Does Kite Connect subscription provide OHLC data for instruments for at least the live trading day or for this data as well we have to take Historical data subscription?
If this data is not available in Kite Connect subscription, and we build our own database for the trading day, can we rely on tick data results solely even though there might be discrepancies in this data (missing timestamps etc.)?
Is Historical Data API also going to have data discrepancy if Tick data did not provide data for a particular timestamp? Basically is the source of Historical data same as Tick Data?
Or do I need Historical data subscription for this data as well?
You will need to use the historical data API for even the previous 5-minute intra-day candle or build the candles at your end using the Websocket tick data. You can get started here.