historical data gives candles beyond market hours

amit123
for e.g. kite.historical_data(instrument_token=4331777, interval='minute', from_date='2020-12-23', to_date='2020-12-24')

gives values which are beyond 3:30pm (there are many other examples). how come there are candles beyond market hours?

...{'date': datetime.datetime(2020, 12, 23, 16, 51, tzinfo=tzoffset(None, 19800)), 'open': 40.15, 'high': 40.15, 'low': 40.15, 'close': 40.15, 'volume': 0}, {'date': datetime.datetime(2020, 12, 23, 18, 6, tzinfo=tzoffset(None, 19800)), 'open': 40.15, 'high': 40.15, 'low': 40.15, 'close': 40.15, 'volume': 0}]

  • rakeshr
    @amit123
    Yeah, these are post-market data, which we receive from the exchange. These gets auto-adjusted at end of the day.
  • enliyo
    @rakeshr At what time this adjustment happens exactly? I wish to download clean data for a day and do not want these extra post market hour candles.
  • rakeshr
    At what time this adjustment happens exactly?
    Post 12:15AM.
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