I was dumping the historical data to local and noticed that for few symbols some interval data is getting skipped. I've verified my code and everything looks good and I'm very sure that the data is missing from the API response.
I fetched data for start to end day of 15th FEB, 2021, and with instrument_token = "4288257" which has tradingSymbol = "RANEENGINE"
I printed the time for each interval and here is the small slice of the time array where data is missing.
[ ... 'Mon Feb 15 2021 10:30:00 GMT+0530', 'Mon Feb 15 2021 10:32:00 GMT+0530', 'Mon Feb 15 2021 10:33:00 GMT+0530', 'Mon Feb 15 2021 10:35:00 GMT+0530', 'Mon Feb 15 2021 10:36:00 GMT+0530', 'Mon Feb 15 2021 10:37:00 GMT+0530', 'Mon Feb 15 2021 10:39:00 GMT+0530', 'Mon Feb 15 2021 10:40:00 GMT+0530', 'Mon Feb 15 2021 10:41:00 GMT+0530', 'Mon Feb 15 2021 10:42:00 GMT+0530', 'Mon Feb 15 2021 10:43:00 GMT+0530', 'Mon Feb 15 2021 10:44:00 GMT+0530', 'Mon Feb 15 2021 10:45:00 GMT+0530', 'Mon Feb 15 2021 10:46:00 GMT+0530', 'Mon Feb 15 2021 10:47:00 GMT+0530', 'Mon Feb 15 2021 10:48:00 GMT+0530', 'Mon Feb 15 2021 10:49:00 GMT+0530', 'Mon Feb 15 2021 10:50:00 GMT+0530', ... ]
If you notice, few minutes for which data is missing are "10:31:00", "10:34:00", "10:38:00".
NOTE: The interval data which are missing are not always the same the missed interval will be different every time I fetch.
