I pulled historical data on June 10 2020 for NIFTY50 spot prices and today. For the same date (lets say May 20) - the data doesn't match. There seem to be huge differences, specifically in high and low values in the 5minute candle. Is there something I am missing? Is there some sort of an adjustment that happens?
More context: I run my strategies on live spot prices - and was wondering if this data represents the live spot prices historically? If yes, which one is accurate?
I wondered if it is tick frequency change to better capture highs and lows. But why is intraday data on June 10 for 2015 different for the same date and candle compared to the one pulled today?
I realized a few things on checking: 1. data pulled in october 2019 was accurate/matches the new data pull 2. data pulled in march and june this year seem off 3. the high and lows that mismatch seem to be from candles nearby
kite team, please address this concern.
1. data pulled in october 2019 was accurate/matches the new data pull
2. data pulled in march and june this year seem off
3. the high and lows that mismatch seem to be from candles nearby