I have noticed the inconsistency in volume (for minute data) as you can see from the screenshots attached (Check the marked area for 26th May 2021, in the screenshot). Any way to get the issue resolved?
I'm running the same code twice with 2 different results as you can see. It is Kite Connect giving these inconsistent results on different runs of the same code. I'm not comparing with anyone else.
One of them is definitely wrong as both can't be right. I have only posted 2 variations of the inconsistent data, although I have noticed a third variation as well.
Any update on this issue? My paid subscription with Kite connect is running out and I don't want to bet my money on inconsistent facts. So I would really appreciate any help possible
And I didn't notice earlier, but looking at the above posted screenshots, I can see that even the close prices are not matching across multiple runs of the same code. The difference in close price is small but makes me wonder if I should expect any other surprises from this Rs4000/month api subscription. I would really appreciate a quick reply as I cannot trade until this issue is resolved!
@WX1726, We have informed the data team to look into this.
The historical data is provided only for backtesting purposes. The correct use case is to dump data at your end and use that as the source. We have always recommended generating candles at your end for live market strategies using Websockets API. You can get started from here.
And when I was signing up there was nowhere on the advert or anywhere on the platform saying "he historical data is provided only for backtesting purposes". And what is the use of the historical data if it gives wrong results in Backtests?
Moreover my strategy is relied on a varied range of historical data (to generate technical indicator signals) anyway which I can't keep storing as in that case I have to bare additional costs. Its is really hard to make sense of a sudden issue during backtests, as well, that is caused by the inconsistency of the wrong historical data. I hope I'm able to relay the gravity of the problem I'm facing.
I am facing the above specified issue now. Was any solution provided to this issue? Getting different value of volume on running same code multiple times. This issue is very series. How can anyone perform back test with inconsistent data.
@sujith, @rakeshr - I'm also facing this issue when subtracting cumulative volume, the result is in negative. Seems api is not returning cumulative volume.
We have informed the data team to look into this.
The historical data is provided only for backtesting purposes. The correct use case is to dump data at your end and use that as the source.
We have always recommended generating candles at your end for live market strategies using Websockets API. You can get started from here.
2023-01-17 09:15:00 ohlc:{'Open': 182.7, 'High': 183.4, 'Low': 180.25, 'Close': 181.65, 'Volume': 113758.0}
2023-01-17 09:20:00 ohlc:{'Open': 181.65, 'High': 181.65, 'Low': 180.6, 'Close': 181.0, 'Volume': -36169.0}