Hi, For the past few days, I see the api kite.GetHistoricalData providing invalid data from what we see in Zerodha chart. Ex: For TataSteel timing 1/1/2021 12:27:00. API Parameters:TATASTEEL, [3mins], from:{12/31/2020 9:15:00 AM} To: {1/1/2021 12:27:00 PM}. In zerodha chart it is O:645.75 H:646.50 L:645.75 C:646.35. But the api provided data is Open: 645.75 High: 646.15 Low: 645.75 Close: 645.8 Look at the difference in Close & High. This is just a sample. I see many such a invalid data in many other stocks.
The historical data API is provided for backtesting purposes only. We recommend generating candles at your end using the live market data provided via Websockets API for live market strategies.
Disappointed