historical volume does not match with Kite platform volume

D_coder
I have downloaded historical one minute data. When I compare the summation of the minutes volume for a day with the day's volume on the Kite platform there is a difference of about 50K to 175K. Can you please tell me what is wrong here
  • rakeshr
    When I compare the summation of the minutes volume for a day with the day's volume on the Kite platform
    Are you comparing Historical day candle or live/today's day candle with the summation of today's minute candles?
    You can give us the requested instrument, interval, date, etc details.
  • D_coder
    Are you comparing Historical day candle or live/today's day candle with the summation of today's minute candles?
    Yes.
    The table contains minute-wise data for the instrument 'RELIANCE' for the month of July. The following query is to fetch the sum of the minute volumes for the date '2020-07-28'
    # SELECT SUM(volume) FROM _reliance_july WHERE timestamp::date=TO_DATE('2020-07-28','YYYY-MM-DD');
    sum
    ----------
    25260272
    (1 row)
    Whereas the day's volume of 'RELIANCE' for '2020-07-28' on Zerodha trading terminal is 25.436M
  • sujith
    The minute candle is generated using the tick data provided by the exchange. It doesn't include the post-market settlement data. The day candles are populated from the exchange BHAV copy which includes the volume data of post-market settlement as well.
  • D_coder
    Understood. Thank you.
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