In backtesting, I observed that hourly historical candle data received in two different data timestamps. Can you please check why I receive different hourly candle data for the same date? Pls, see the details below.
1st Data set with Opening Candle as 8:45 AM for ABBOTINDIA date,open,high,low,close,volume 2021-01-01 08:45:00+05:30,15800.0,15848.0,15760.0,15813.65,623 2021-01-01 09:45:00+05:30,15820.0,15856.3,15703.55,15754.0,2137 2021-01-01 10:45:00+05:30,15754.0,15790.0,15729.45,15750.0,12021 2021-01-01 11:45:00+05:30,15750.0,15770.0,15700.0,15750.35,4348 2021-01-01 12:45:00+05:30,15750.35,15750.35,15704.95,15730.1,957 2021-01-01 13:45:00+05:30,15730.1,15750.0,15730.0,15750.0,1451 2021-01-01 14:45:00+05:30,15750.0,15750.0,15730.75,15750.0,1331
2nd dataset with 9:15 AM for CIPLA date,open,high,low,close,volume 2021-01-01 09:15:00+05:30,822.8,825.15,820.65,823.8,543767 2021-01-01 10:15:00+05:30,823.8,828.95,823.8,827.95,559884 2021-01-01 11:15:00+05:30,827.8,828.85,825.7,828.3,350262 2021-01-01 12:15:00+05:30,828.3,828.7,826.15,826.45,206606 2021-01-01 13:15:00+05:30,826.55,828.4,826.1,827.8,238165 2021-01-01 14:15:00+05:30,827.7,828.3,825.05,825.3,360385 2021-01-01 15:15:00+05:30,825.3,827.8,824.5,827.3,210499
We are not able to reproduce this at our end, tried couple of ways including sending interval params starting before 8:45 for the day mentioned. But still, we are getting candles starting from 09:15 AM. "GET /instruments/historical/4583169/hour?from=2021-01-01+08%3A30%3A00&to=2021-01-01+15%3A29%3A59& interval=hour&continuous=0&oi=0 HTTP/1.1" {'date': datetime.datetime(2021, 1, 1, 9, 15, tzinfo=tzoffset(None, 19800)), 'open': 15800, 'high': 15856.3, 'low': 15750, 'close': 15760, 'volume': 2057} Can you let us know extract historical data params you are sending here?
"GET /instruments/historical/4583169/hour?from=2021-01-01+08%3A30%3A00&to=2021-01-01+15%3A29%3A59&interval=hour&continuous=0&oi=0 HTTP/1.1"
{'date': datetime.datetime(2021, 1, 1, 9, 15,tzinfo=tzoffset(None, 19800)), 'open': 15800, 'high': 15856.3, 'low': 15750, 'close': 15760, 'volume': 2057}
Can you let us know extract historical data params you are sending here?