Nifty and banknifty intraday spot prices historical data change

smh
Hi all,

I pulled historical data on June 10 2020 for NIFTY50 spot prices and today. For the same date (lets say May 20) - the data doesn't match. There seem to be huge differences, specifically in high and low values in the 5minute candle. Is there something I am missing? Is there some sort of an adjustment that happens?
  • smh
    More context: I run my strategies on live spot prices - and was wondering if this data represents the live spot prices historically? If yes, which one is accurate?
  • smh
    Here "old" refers to the data I pulled on June 10th - and the new ones are to the right pulled today



  • smh
    I wondered if it is tick frequency change to better capture highs and lows. But why is intraday data on June 10 for 2015 different for the same date and candle compared to the one pulled today?
  • kausti
    this seems like a serious problem. We implicitly trust the historical data and assume it would never change.
    kite team, please address this concern.
  • santoshhegde
    This looks serious issue. Means all our backtest is done for incorrect dataset. Please address the concern.
  • smh
    @sujith please help
  • ymograi
    @sujith Has the Underlying vendor of historic data changed?
  • smh
    I realized a few things on checking:
    1. data pulled in october 2019 was accurate/matches the new data pull
    2. data pulled in march and june this year seem off
    3. the high and lows that mismatch seem to be from candles nearby
  • smh
    @sujith Hi Sujith, any help is much appreciated.
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