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
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.
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
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.
You can give us the requested instrument, interval, date, etc details.
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' Whereas the day's volume of 'RELIANCE' for '2020-07-28' on Zerodha trading terminal is 25.436M