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Data anomaly for script (HCLTECH)

meeashok
meeashok edited May 2019 in General
Hey Team,

I see there is something unusual with 5-minute candle data of HCLTECH. Below is the data for date 2015-03-17 to 2015-03-19 on date 2015-03-18 the price is not correct. Price range should be 1003.3 to 1020 for date 2015-03-18, but while fetching candles it's above 2000. Can you please confirm what is the exact problem and how to resolve it.

Thanks,
Ashok
id,date,open,high,low,close,volume,stockId
2245:2243,2015-03-17 15:15:00,1017.55,1019.0,1016.5,1018.38,104490,HCLTECH:5minute
2246:2244,2015-03-17 15:20:00,1019.0,1019.95,1017.5,1017.6,79360,HCLTECH:5minute
2247:2245,2015-03-17 15:25:00,1017.53,1018.98,1016.5,1018.5,117416,HCLTECH:5minute
2248:2246,2015-03-18 09:15:00,2041.25,2042.65,2035.0,2040.05,47923,HCLTECH:5minute
2249:2247,2015-03-18 09:20:00,2040.05,2052.75,2040.05,2051.05,50253,HCLTECH:5minute
2250:2248,2015-03-18 09:25:00,2052.0,2052.6,2041.25,2049.6,35919,HCLTECH:5minute
2251:2249,2015-03-18 09:30:00,2049.5,2052.45,2047.8,2049.0,30257,HCLTECH:5minute
2252:2250,2015-03-18 09:35:00,2047.65,2048.0,2041.95,2041.95,60626,HCLTECH:5minute
2253:2251,2015-03-18 09:40:00,2041.85,2043.75,2035.6,2038.95,40264,HCLTECH:5minute
2254:2252,2015-03-18 09:45:00,2039.0,2042.0,2037.8,2042.0,24464,HCLTECH:5minute
2255:2253,2015-03-18 09:50:00,2039.25,2042.45,2038.0,2040.5,47477,HCLTECH:5minute
2256:2254,2015-03-18 09:55:00,2040.5,2049.9,2040.5,2049.8,28729,HCLTECH:5minute
2257:2255,2015-03-18 10:00:00,2049.0,2049.9,2047.3,2047.35,48339,HCLTECH:5minute
2258:2256,2015-03-18 10:05:00,2048.3,2050.0,2043.85,2047.55,45318,HCLTECH:5minute
2259:2257,2015-03-18 10:10:00,2046.0,2046.0,2041.0,2043.0,93537,HCLTECH:5minute
2260:2258,2015-03-18 10:15:00,2044.1,2046.95,2044.0,2046.0,112006,HCLTECH:5minute
2261:2259,2015-03-18 10:20:00,2045.6,2046.0,2040.4,2044.9,64948,HCLTECH:5minute
2262:2260,2015-03-18 10:25:00,2044.9,2045.0,2043.05,2044.9,75643,HCLTECH:5minute
2263:2261,2015-03-18 10:30:00,2043.9,2045.0,2043.5,2044.7,80542,HCLTECH:5minute
2264:2262,2015-03-18 10:35:00,2044.95,2047.0,2044.0,2044.0,46945,HCLTECH:5minute
2265:2263,2015-03-18 10:40:00,2043.75,2045.2,2042.8,2044.95,95979,HCLTECH:5minute
2266:2264,2015-03-18 10:45:00,2044.95,2045.1,2042.35,2044.0,174932,HCLTECH:5minute
2267:2265,2015-03-18 10:50:00,2041.7,2044.5,2039.3,2039.65,89467,HCLTECH:5minute
2268:2266,2015-03-18 10:55:00,2039.65,2040.5,2038.95,2040.5,26776,HCLTECH:5minute
2269:2267,2015-03-18 11:00:00,2040.25,2043.3,2040.0,2042.2,48447,HCLTECH:5minute
2270:2268,2015-03-18 11:05:00,2041.95,2041.95,2038.15,2040.0,57176,HCLTECH:5minute
2271:2269,2015-03-18 11:10:00,2039.9,2041.95,2038.75,2041.65,51716,HCLTECH:5minute
2272:2270,2015-03-18 11:15:00,2042.0,2043.5,2038.1,2038.15,45093,HCLTECH:5minute
2273:2271,2015-03-18 11:20:00,2037.7,2038.3,2036.4,2037.2,72931,HCLTECH:5minute
2274:2272,2015-03-18 11:25:00,2035.8,2036.4,2031.4,2032.75,63463,HCLTECH:5minute
2275:2273,2015-03-18 11:30:00,2032.5,2033.05,2030.0,2030.25,139005,HCLTECH:5minute
2276:2274,2015-03-18 11:35:00,2030.05,2030.05,2020.85,2021.55,101030,HCLTECH:5minute
2277:2275,2015-03-18 11:40:00,2019.85,2023.5,2018.15,2019.8,56624,HCLTECH:5minute
2278:2276,2015-03-18 11:45:00,2020.55,2029.05,2019.7,2028.0,85677,HCLTECH:5minute
2279:2277,2015-03-18 11:50:00,2028.0,2030.0,2023.95,2025.75,77199,HCLTECH:5minute
2280:2278,2015-03-18 11:55:00,2025.75,2028.35,2023.15,2026.75,83666,HCLTECH:5minute
2281:2279,2015-03-18 12:00:00,2025.5,2026.0,2020.2,2021.0,48298,HCLTECH:5minute
2282:2280,2015-03-18 12:05:00,2021.0,2021.0,2018.05,2020.0,78431,HCLTECH:5minute
2283:2281,2015-03-18 12:10:00,2020.0,2020.05,2018.0,2019.0,51002,HCLTECH:5minute
2284:2282,2015-03-18 12:15:00,2018.5,2021.3,2018.45,2020.0,26512,HCLTECH:5minute
2285:2283,2015-03-18 12:20:00,2019.9,2019.9,2016.0,2016.0,32310,HCLTECH:5minute
2286:2284,2015-03-18 12:25:00,2017.0,2017.0,2007.4,2009.0,27725,HCLTECH:5minute
2287:2285,2015-03-18 12:30:00,2008.3,2010.0,2007.05,2009.35,20044,HCLTECH:5minute
2288:2286,2015-03-18 12:35:00,2010.0,2010.0,2001.35,2008.0,30693,HCLTECH:5minute
2289:2287,2015-03-18 12:40:00,2006.15,2010.0,2003.05,2003.75,64845,HCLTECH:5minute
2290:2288,2015-03-18 12:45:00,2003.95,2006.0,2002.35,2003.45,47405,HCLTECH:5minute
2291:2289,2015-03-18 12:50:00,2003.45,2003.45,1997.0,1997.95,60309,HCLTECH:5minute
2292:2290,2015-03-18 12:55:00,1997.9,2009.9,1995.4,2009.1,94604,HCLTECH:5minute
2293:2291,2015-03-18 13:00:00,2009.1,2009.85,2006.5,2008.6,101394,HCLTECH:5minute
2294:2292,2015-03-18 13:05:00,2008.55,2015.9,2008.5,2015.25,44650,HCLTECH:5minute
2295:2293,2015-03-18 13:10:00,2015.0,2018.25,2011.0,2017.5,62209,HCLTECH:5minute
2296:2294,2015-03-18 13:15:00,2017.5,2018.75,2017.5,2018.6,20881,HCLTECH:5minute
2297:2295,2015-03-18 13:20:00,2018.7,2018.8,2012.95,2017.4,28120,HCLTECH:5minute
2298:2296,2015-03-18 13:25:00,2017.4,2019.5,2008.75,2012.05,22744,HCLTECH:5minute
2299:2297,2015-03-18 13:30:00,2012.05,2015.55,2010.0,2014.3,43487,HCLTECH:5minute
2300:2298,2015-03-18 13:35:00,2015.0,2016.35,2011.0,2015.0,53976,HCLTECH:5minute
2301:2299,2015-03-18 13:40:00,2015.0,2015.85,2010.0,2012.4,18486,HCLTECH:5minute
2302:2300,2015-03-18 13:45:00,2012.0,2012.0,2007.85,2008.0,25112,HCLTECH:5minute
2303:2301,2015-03-18 13:50:00,2008.1,2008.1,2001.2,2002.65,82409,HCLTECH:5minute
2304:2302,2015-03-18 13:55:00,2002.0,2006.0,2000.25,2004.5,63144,HCLTECH:5minute
2305:2303,2015-03-18 14:00:00,2005.0,2006.55,2004.45,2005.1,7911,HCLTECH:5minute
2306:2304,2015-03-18 14:05:00,2005.95,2005.95,2005.0,2005.5,30538,HCLTECH:5minute
2307:2305,2015-03-18 14:10:00,2005.3,2011.8,2005.3,2011.5,43084,HCLTECH:5minute
2308:2306,2015-03-18 14:15:00,2011.5,2015.4,2011.0,2015.4,50966,HCLTECH:5minute
2309:2307,2015-03-18 14:20:00,2015.0,2022.4,2015.0,2021.35,113348,HCLTECH:5minute
2310:2308,2015-03-18 14:25:00,2021.8,2022.0,2015.05,2016.1,63143,HCLTECH:5minute
2311:2309,2015-03-18 14:30:00,2016.1,2023.2,2016.1,2019.6,62510,HCLTECH:5minute
2312:2310,2015-03-18 14:35:00,2019.7,2021.4,2017.0,2017.0,34924,HCLTECH:5minute
2313:2311,2015-03-18 14:40:00,2017.5,2017.55,2008.0,2013.0,65551,HCLTECH:5minute
2314:2312,2015-03-18 14:45:00,2017.0,2023.5,2016.0,2022.0,81749,HCLTECH:5minute
2315:2313,2015-03-18 14:50:00,2021.1,2022.1,2008.0,2009.5,109852,HCLTECH:5minute
2316:2314,2015-03-18 14:55:00,2007.95,2016.0,2007.95,2012.2,58612,HCLTECH:5minute
2317:2315,2015-03-18 15:00:00,2012.2,2014.4,2004.25,2004.25,136814,HCLTECH:5minute
2318:2316,2015-03-18 15:05:00,2004.0,2006.45,1998.0,2000.0,57283,HCLTECH:5minute
2319:2317,2015-03-18 15:10:00,2000.0,2007.1,2000.0,2005.5,77163,HCLTECH:5minute
2320:2318,2015-03-18 15:15:00,2005.5,2006.0,2002.0,2003.95,159985,HCLTECH:5minute
2321:2319,2015-03-18 15:20:00,2004.0,2004.0,2000.0,2002.8,80255,HCLTECH:5minute
2322:2320,2015-03-18 15:25:00,2003.15,2015.0,2000.0,2009.1,141099,HCLTECH:5minute
2323:2321,2015-03-19 09:15:00,985.0,988.4,977.0,986.65,373348,HCLTECH:5minute
2324:2322,2015-03-19 09:20:00,987.0,994.7,986.65,994.0,151732,HCLTECH:5minute
2325:2323,2015-03-19 09:25:00,993.0,993.0,990.15,992.0,67373,HCLTECH:5minute
2326:2324,2015-03-19 09:30:00,991.7,999.5,991.6,997.4,131878,HCLTECH:5minute
2327:2325,2015-03-19 09:35:00,997.65,1001.0,997.4,999.1,126352,HCLTECH:5minute
2328:2326,2015-03-19 09:40:00,999.1,1002.1,996.65,1001.95,133708,HCLTECH:5minute
Tagged:
  • rakeshr
    rakeshr
    @meeashok
    There was bonus 1:1 corporate action on 20th March 2015, so for 18th March adjustment seems to be skipped, we are looking to it.
  • rakeshr
    rakeshr
    @meeashok
    We have adjusted intraday OHLC data for 18th March 2015.You can check the same from next trading day.
  • meeashok
    meeashok
    Thanks @rakeshr ... will look into it.
  • meeashok
    meeashok
    Hey @rakeshr

    Same problem with script PERSISTENT

    1720,2015-03-05 15:05:00,937.48,937.5,936.5,937.48,1996.0,PERSISTENT:5minute
    1721,2015-03-05 15:10:00,937.48,937.48,933.03,933.03,3194.0,PERSISTENT:5minute
    1722,2015-03-05 15:15:00,934.98,934.98,929.0,929.88,7242.0,PERSISTENT:5minute
    1723,2015-03-05 15:20:00,929.88,935.5,929.0,935.5,10016.0,PERSISTENT:5minute
    1724,2015-03-05 15:25:00,936.4,937.43,929.95,936.5,9032.0,PERSISTENT:5minute
    1725,2015-03-09 09:15:00,1872.05,1879.0,1871.95,1875.0,5053.0,PERSISTENT:5minute
    1726,2015-03-09 09:20:00,1875.0,1880.0,1875.0,1878.3,7617.0,PERSISTENT:5minute
    1727,2015-03-09 09:25:00,1878.75,1884.2,1876.0,1884.0,7469.0,PERSISTENT:5minute
    1728,2015-03-09 09:30:00,1883.0,1885.0,1882.0,1882.0,12583.0,PERSISTENT:5minute
    1729,2015-03-09 09:35:00,1881.3,1884.35,1880.05,1880.2,1151.0,PERSISTENT:5minute
    1730,2015-03-09 09:40:00,1880.05,1882.45,1880.05,1880.4,2583.0,PERSISTENT:5minute
    1731,2015-03-09 09:45:00,1880.55,1883.5,1880.1,1883.5,1052.0,PERSISTENT:5minute
    1732,2015-03-09 09:50:00,1883.5,1884.75,1882.0,1884.5,1762.0,PERSISTENT:5minute

    Can you please clean this data also?
  • gauravmane
    gauravmane edited June 2019
    There's a similar problem with few other stocks too, please check this thread https://kite.trade/forum/discussion/5909/incorrect-historical-data

    Single day's data seems incorrect because of which all intra-day intervals are affected
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