Kite constructs day candle from streaming data but closing price is not last traded price. Is Closing price last 30 minutes VWAP ? So constructing day candle from streaming will give wrong close price.
As told by @nithin kite server synch opening/closing price of each instrument with NSE server at EOD.
Since I store day data on my disk, I need to know: 1) At what time do u synch day candle data with NSE server 2) Whats recommend safe time after which I can download day candle from kite and sure that closing price in candle is one which is synched with NSE server
1) At what time do u synch day candle data with NSE server For fno NSE sends multicast after 4 pm. This time is never exact, however we receive bhavcopy before currency closing i.e. 5 pm For Currency its before 7 pm. Make sure that you pull candles after 7 pm. Updating bhavcopy also takes some time which is in minutes. 2) Whats recommend safe time after which I can download day candle from kite and sure that closing price in candle is one which is synched with NSE server The safe time would be 7:30 pm.
For fno NSE sends multicast after 4 pm. This time is never exact, however we receive bhavcopy before currency closing i.e. 5 pm
For Currency its before 7 pm. Make sure that you pull candles after 7 pm. Updating bhavcopy also takes some time which is in minutes.
2) Whats recommend safe time after which I can download day candle from kite and sure that closing price in candle is one which is synched with NSE server
The safe time would be 7:30 pm.