Day's open differ than 9:15 1-minute candle open

naz
@sujith @Nikhil.A
I had posted a similar query earlier with regards to cash segment and understood that due to pre-market session, there is a difference between day's open price and 9:15 one minute candle open price.
I believe in Futures&Options segment, there is no pre-market session and everything opens at 9:15.

Today (4-May-2018), for "NFO:NIFTY18MAY10600PE", following is the discrepancy that I am observing between (a) and (b) below

a) I can see the "open" price as Rs . 86.1 while doing kite.quote - 'ohlc': {'close': 96.55, 'high': 113.4, 'low': 86.1, 'open': 86.1}
b) and below is the one minute candle image at 9:15 am which is showing Rs. 98.85 as day's open.

Can you please advise why there is discrepancy.



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  • Matti
    Matti edited May 2018
    Answered here. Your earlier question was with regards to difference b/w daily candles and minute candles, while this is difference between market depth and candles. Not actually a very similar query. :smile:
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