I would like to highlight an issue regarding price data that I logged recently.
The kite.quote or kite.ohlc for a particular instrument does not reflect the correct ohlc data during the PreOpen Market session (from 09:00 to 09:05).
I am attaching the snippets for your reference. The output data from kite.ohlc is simply wrong
I will be grateful if you can look into the matter. Thank you
Its not incorrect. The pre-open market closes anytime between 9:07 to 9:08. As it can be seen,the timestamp is 9:07:04. At that time,the open,high,and low of the day are all same,i.e the opening price. And,the close value in the quote is the closing price of the previous trading day .
