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Closing value of option price in day TF not matching to chart closing price

bssr
bssr in .Net API client
I tried to fetch BNF option data for 34800CE on daily timeframe. It gave me value of 175. But indicators are calculated based on LTP of 152. This leads to heavy mismatch in calculation of indicators. How to handle this please suggest.
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  • rakeshr
    rakeshr
    You can go through this thread.
  • bssr
    bssr
    Any suggestions on how to handle this because when indicator values are calculated, they differs heavily with your charts which are based on LTP.
  • bssr
    bssr
    The issue faced is charts are calculated based on LTP and value returned is closing price. When indicators are derived through multiple calculations it varies heavily with charts.
  • rakeshr
    rakeshr
    charts which are based on LTP
    You can fetch LTP value from Websocket stream or Quote APIs.
  • bssr
    bssr
    No I require Historical values and indicators calculated based on it to match with Zerodha charts

    For ex. 15500 Nifty 3rd Jun has Pivot point for today based on yesterday's HLC
    which should be = (120+64.1+73.55)/3=85.88 but it shows 87.08
  • bssr
    bssr
    Kindly please reply.

    Pivot point is only 1 example. Actually none of indicator's value matches exactly.

    Please try for today's 10 jun expiry Nifty 15700 CE
    (H+L+C)/3=(95+49.65+76.4)/3 = 73.68

    where as in Zerodha charts its 75.03

    Not only option. Even future you can check
    Banknifty 21 Jun Fut
    (H+L+C)/3 = (35560+35180+35524.25)/3 = 35421.42

    where as in Zerodha charts its 35425.8

    This is linear equation. It creates heavy mismatch in other indicators with multiple calculations on historical data.
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