Hi, There are so many "data holes" (or missing candles) in 1min candle data for Cash Market in the historical data. See below for a (small part of) error log. I would expect ZERO candles missing with a paid service. Please fix these data holes. I can provide a full error log if needed.
Lot of times for low volatile script, no trade happens over a minute. In those instances, you will not see any data for that minute in historical data. However, if you see the data on the chart and historical does'nt show any data, then we have an issue.
we are looking at the top 150 scripts in NSE (having the best Zerodha margins) . All of them have heavy volumes. I would expect a few hundred trades per minute. It is not possible that there is no trade for one whole minute for any of these symbols.
@ramatius Yeah, it's possible.For Example BRNL, doesn't have any volume(check last param as zero) ["2018-02-12T14:20:00+0530",180.05,180.05,180.05,180.05,0], and there are multiple such scenerio.
@ramatius as I mentioning, pls check the chart in Zerodha for scripts where you think there is a problem. If for that minute in the chart there is a bar formed, you should also have a data in historical. If there is no bar and just a line showing volume 0, then historical will not return any data.
@rakeshr Ok, lets say there was no trade in that minute. In your example, even though the volume is zero, the candle is present with same values for OHLC, right? The issue I am pointing out, is that the candle itself is missing. I was expecting the candle to be present irrespective of volume.
We have forwarded to chart team, they are checking on this.
Yeah, it's possible.For Example BRNL, doesn't have any volume(check last param as zero)
["2018-02-12T14:20:00+0530",180.05,180.05,180.05,180.05,0], and there are multiple such scenerio.