Yesterday I have taken Zerodha API subscription which includes subscription for Historic Data as well. The historic data has got lots of issue and really is not worthy of backtesting. As its been only one day please let me know if it is possible to get total refund of the money that I paid ?
Sharing one example below.
Adani Ent and Tech Mahindra historic data has trading data for Public Holidays, Saturday and Sunday. 2011-10-26T00:00:00+0530 Seems to be a public holiday 2012-01-07T00:00:00+0530 SATURDAY 2012-03-03T00:00:00+0530 SATURDAY 2012-04-28T00:00:00+0530 SATURDAY 2012-09-08T00:00:00+0530 SATURDAY 2013-05-11T00:00:00+0530 SATURDAY 2013-11-03T00:00:00+0530 SUNDAY 2014-03-22T00:00:00+0530 SATURDAY 2015-02-28T00:00:00+0530 SATURDAY
One can accept slight mismatch in OHLC price amount or volume data. But historic data having data for days when exchange is shut down is quiet surprising. One can only imagine accuracy of data in other Symbols.
Checked in some 150 symbols and 126 of them have trading data for "2015-02-28" which happens to be a Saturday. Don't see this issue in Kite chart. It takes 1 hour to write a small program to identify issues such as these. Please let me know if you need help with that.
@gaurav11bh All above date seems to be trading days. 2011-10-26 - Mahurat Trading day And rest all days are also trading days as same can be verified from nse index historical data.
@rakeshr I havent checked on NSE Index yet but certainly there are issues. For example Date "2015-02-28" only occurs for TECHM and I don't see any data for this date for other stocks (150) in my watch list. Below is data for ACC where after 27th Feb we have 3rd March row and there is no 28th Feb. "2015-02-27T00:00:00+0530","1648.0","1705.0","1641.0","1673.45","2276570" "2015-03-02T00:00:00+0530","1680.0","1774.3","1678.2","1762.8","937384"
Now what's funny here is that even though we don't have Daily data for 28th Feb for ACC but if I query 5 minute data for ACC then I am getting the data from Historic API.
The above stands true for more than 20 stocks that I have verified now. I believe same might be the cause with many more stocks. The data really seems to be mess unless I am missing on something.
Don't see this issue in Kite chart.
It takes 1 hour to write a small program to identify issues such as these.
Please let me know if you need help with that.
All above date seems to be trading days.
2011-10-26 - Mahurat Trading day
And rest all days are also trading days as same can be verified from nse index historical data.
For example Date "2015-02-28" only occurs for TECHM and I don't see any data for this date for other stocks (150) in my watch list.
Below is data for ACC where after 27th Feb we have 3rd March row and there is no 28th Feb.
"2015-02-27T00:00:00+0530","1648.0","1705.0","1641.0","1673.45","2276570"
"2015-03-02T00:00:00+0530","1680.0","1774.3","1678.2","1762.8","937384"
This can be verified in Kite charting.
Now what's funny here is that even though we don't have Daily data for 28th Feb for ACC but if I query 5 minute data for ACC then I am getting the data from Historic API.
"2015-02-27T15:20:00+0530","1673.55","1676.0","1666.95","1675.0","250854"
"2015-02-27T15:25:00+0530","1675.1","1678.55","1667.15","1668.35","134156"
"2015-02-28T09:15:00+0530","1679.0","1681.2","1674.3","1678.5","6723"
"2015-02-28T09:20:00+0530","1676.75","1680.0","1674.5","1674.5","2719"
"2015-02-28T09:25:00+0530","1677.5","1679.5","1677.0","1678.75","931"
"2015-02-28T09:30:00+0530","1679.45","1681.75","1677.5","1681.75","2615"
Someone from Zerodha should clarify here.
To me it looks downright confusing.
The data really seems to be mess unless I am missing on something.
yes, historical api can give data a live trading session.
But it is advised to use historical data for only backtesting purpose.
for making, candles in live session go through his thread
https://kite.trade/forum/discussion/2604/convert-ticks-to-candle#latest