historical data gives candles beyond market hours

amit123

for e.g. kite.historical_data(instrument_token=4331777, interval='minute', from_date='2020-12-23', to_date='2020-12-24')

gives values which are beyond 3:30pm (there are many other examples). how come there are candles beyond market hours?

...{'date': datetime.datetime(2020, 12, 23, 16, 51, tzinfo=tzoffset(None, 19800)), 'open': 40.15, 'high': 40.15, 'low': 40.15, 'close': 40.15, 'volume': 0}, {'date': datetime.datetime(2020, 12, 23, 18, 6, tzinfo=tzoffset(None, 19800)), 'open': 40.15, 'high': 40.15, 'low': 40.15, 'close': 40.15, 'volume': 0}]

rakeshr

@amit123
Yeah, these are post-market data, which we receive from the exchange. These gets auto-adjusted at end of the day.

enliyo

@rakeshr At what time this adjustment happens exactly? I wish to download clean data for a day and do not want these extra post market hour candles.

rakeshr

At what time this adjustment happens exactly?

Post 12:15AM.