I have been using kite historical data API and was till not successfull in making 15minute candle data from minute candle data. For this purpose in order to get the close price I used to take the last minute data in that 15 minute timeframe. For example:
On 20th October 2020 Close for NIFTY Futures was:
For 15minute candle data(at 15:15:00): 11895.299805 For minute candle data (at 15:29:00): 11895.299805
As you can see these both were exactly the same. But for few days now I am getting data where there is a significant difference. Has there been any difference made to the logic of calculation of these data points?