Day historical data is different for same date, If the start & end date change.

KamalChhirang

If I make this call using Python:

hist_day_candles = kite.historical_data(6401, "2010-05-24 00:00:00", "2010-05-24 23:59:59", "day", continuous=False, oi=False)


I get this output:

{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)), 'open': 548, 'high': 607.9, 'low': 548, 'close': 548, 'volume': 6493632}

But If I make this call using Python:

hist_day_candles = kite.historical_data(6401, "2010-04-10 00:00:00", "2010-06-18 23:59:59", "day", continuous=False, oi=False)

I get this output for this date (2010-05-24):

{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)), 'open': 580, 'high': 607.9, 'low': 548, 'close': 593.7, 'volume': 6493632}

The open and close price is different.

rakeshr

We tried both the above requests. We are getting the same OHLCV value for the mentioned day period.
{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)),
'open': 548, 'high': 607.9, 'low': 548, 'close': 548, 'volume': 6493632}
Are you seeing this discrepancy on all requests or is it happening intermittently?
Also, can you paste the complete debug log for both the above requests?

KamalChhirang

Hmm, weird. This is the exact code, I used:

hist_day_candles = kite.historical_data(6401, "2010-05-24 00:00:00", "2010-05-24 23:59:59", "day", continuous=False, oi=False)
hist_day_candles

hist_day_candles = kite.historical_data(6401, "2010-04-10 00:00:00", "2010-06-18 23:59:59", "day", continuous=False, oi=False)
for candle in hist_day_candles:
    if str(candle["date"])=="2010-05-24 00:00:00+05:30":
        print(candle)

and, this is the result, I got:

DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.kite.trade:443
DEBUG:urllib3.connectionpool:https://api.kite.trade:443 "GET /instruments/historical/6401/day?from=2010-05-24+00%3A00%3A00&to=2010-05-24+23%3A59%3A59&interval=day&continuous=0&oi=0 HTTP/1.1" 200 None

[{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)),
'open': 548,
'high': 607.9,
'low': 548,
'close': 548,
'volume': 6493632}]

DEBUG:urllib3.connectionpool:Starting new HTTPS connection (1): api.kite.trade:443
DEBUG:urllib3.connectionpool:https://api.kite.trade:443 "GET /instruments/historical/6401/day?from=2010-04-10+00%3A00%3A00&to=2010-06-18+23%3A59%3A59&interval=day&continuous=0&oi=0 HTTP/1.1" 200 None

{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)), 'open': 580, 'high': 607.9, 'low': 548, 'close': 593.7, 'volume': 6493632}

rakeshr

DEBUG:urllib3.connectionpool:https://api.kite.trade:443 "GET /instruments/historical/6401/day?from=2010-05-24+00%3A00%3A00&to=2010-05-24+23%3A59%3A59&interval=day&continuous=0&oi=0 HTTP/1.1" 200 None
{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)), 'open': 548, 'high': 607.9, 'low': 548, 'close': 548, 'volume': 6493632}

DEBUG:urllib3.connectionpool:https://api.kite.trade:443 "GET /instruments/historical/6401/day?from=2010-04-14+00%3A00%3A00&to=2010-06-18+23%3A59%3A59&interval=day&continuous=0&oi=0 HTTP/1.1" 200 None
{'date': datetime.datetime(2010, 5, 24, 0, 0, tzinfo=tzoffset(None, 19800)), 'open': 548, 'high': 607.9, 'low': 548, 'close': 548, 'volume': 6493632}

Showing same at our end.
Are you seeing this discrepancy on all the requests or is it happening intermittently?

KamalChhirang

It is happening on all requests.

I noticed one thing, In your second request, the start date is "2010-04-14" and in my request, the start date is "2010-04-10".

When I change the start date to "2010-04-14" results are same for me also. Can you please change the start date and try again? @rakeshr

Thank you

KamalChhirang

@rakeshr Sir, did you try with the new values, that I mentioned in the above reply.

rakeshr

Yes, I was able to reproduce this. We are checking on this.

kkarthik100

Any update on this? It is Sunday, July 4th, 2021 today and I am seeing the same problem. Data fetched is different each time. It occurs intermittently and not on all candles.

kkarthik100

To provide more context, the discrepancy can be seen quite consistently on smaller time-frames. I tested fetching 5 minute candles on bank nifty. I issue a fetch (using code similar to that posted earlier in this thread). Then, I issue the same fetch a few seconds later. A few candles are different. And different candles are different each time I perform this experiment.

An example of candles that differed from one fetch to another are shown below. See the corresponding candles closely to observe what values differ.

1st fetch:
['2021-05-25T09:40:00+0530', 34888.1, 34888.1, 34798.45, 34815.4, 0]
['2021-05-25T09:45:00+0530', 34822.4, 34822.4, 34738.15, 34741.9, 0]

2nd fetch (issued 5 seconds later):
['2021-05-25T09:40:00+0530', 34888.1, 34888.1, 34798.45, 34824.95, 0]
['2021-05-25T09:45:00+0530', 34824.4, 34824.4, 34738.15, 34741.9, 0]

KamalChhirang

@rakeshr Sir any update on this issue?

I did this today:

hist_intra_candles = kite.historical_data(138444036,"2021-08-09 09:15:00","2021-08-09 15:30:00", "minute", continuous=False, oi=False)

According to the data returned

The closing price of 15:29 candle is "209" but on Kite.Zerodha.com chart, it is "209.95".

The close price on 09:15 candle is "201.6" but on kite chart, it is "201.8".

The volume is also wrong.

I also fetched todays data before 2 hours today using a similar command, but in that data returned the values were correct, I do not have the exact dates that I gave as input previously.

KamalChhirang

I am sorry, ignore my above post. I accidentally compared volume of NSE & BSE