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historical_data throwing very strange candles

devshoe
devshoe in Python client
EOD i typically store candles at my end but its all strange now


As you can see I'm getting candles after 15:30 and they also have volume!
This is ABCAPITAL NSE
  • sujith
    sujith
    This is because post-market settlements happen till 04:00 PM. We remove that at EOD and keep data only till 3:30 PM for the minute candles. It is up to you, you can keep it or remove it.
  • sujith
    sujith
    But sometimes exchange keeps broadcasting the same tick continuously as well after the market hours.
  • devshoe
    devshoe
    Thanks :smile: Please close
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