The OHLC prices and volume is showing erroneous data on the chart as well as when historical data is downloaded using KITE APIs. I am using Python APIs, I am sure, it must be the case with other clients also. For ADANIPORTS_NSE LTP is 887.35 whereas it is appearing as 886. This is as on 7 PM today 16-Nov-22. The data for previous day i.e. 15-Nov-22 is appearing correctly on charts and from KITE API. I think, if I check on 17-Nov-22 morning, the data will appear correctly. On all other platforms, the data appears correctly whether it is MoneyControl or Yahoo Finance.
As I mentioned above, the data appears corrected, on the next day morning. But It is supposed to be correct, the minute the market is closed as is the case with other portals. This is NOT ACCEPTABLE
Close price of the day is updated post settlement session and we update the same from the BHAV copy late in the evening when exchange publishes the file.
The question is., why the LTP shows correct value in watchlist and not on the chart and not from the Kite API at 7 pm, that is 3.5 hours after market closure?
Sujith, the OHLC data appears accurate in the watchlist any time after market closure but it is not on the chart and it is not from the Kite API output. Are you maintaining two databases, really? Notice the time I mentioned of the incorrect data - 7 pm
The discrepancies between OHLC values in Watchlist and Chart during live trading hours is acceptable but not after such a long period (3 hours after closure). If you say the discrepancies will remain there, then they should remain different forever. Why do they start matching the very next day? The feed as mentioned by Sujith is coming very late. Consider this case:
I run my script at 5 pm everyday to get the OHLC data for the day, decide on the scrips to take position the next day and trigger the orders, some of them could be AMO. Obviously, I need to provide the limit price also based on this data. Now if you tell me, I should base my decisions on discrepant data, how can I accept what you say?
Even Yahoo finance APIs which are free to use give me accurate data after market closure. It is unfathomable to me to get erroneous data after paying Rs 4000 every month. Can you explain to me why Yahoo Finance including free APIs, Moneycontrol and others give me accurate data and why not Zerodha?
The data is not correct ! Either I am not able to convey the message OR you haven't got it. Please find some time to get into a call post market hours on Monday. I will walk you through the numbers or show it on my screen if possible.
I read through the article. I know there could be some discrepancies in the data during live hours for lower ticks. I also understand the process related to .bhav copy.
I had a telephonic conversation with Tech Support Team. What I now understand is LTP of a stock is different than the Close Price which is calculated by the exchange using the data from 3 pm to 3:30 pm. This price is not available even on the exchange until around 5:30 pm. It is available on Zerodha site on the next morning.
What this also means is, the OHLC data that we get from Kite API using Historical data with interval = "day" will not be correct if it is fetched on the same day.
I run my script at 5 pm everyday to get the OHLC data for the day, decide on the scrips to take position the next day and trigger the orders, some of them could be AMO. Obviously, I need to provide the limit price also based on this data. Now if you tell me, I should base my decisions on discrepant data, how can I accept what you say?
Even Yahoo finance APIs which are free to use give me accurate data after market closure. It is unfathomable to me to get erroneous data after paying Rs 4000 every month. Can you explain to me why Yahoo Finance including free APIs, Moneycontrol and others give me accurate data and why not Zerodha?
Either I am not able to convey the message OR you haven't got it. Please find some time to get into a call post market hours on Monday. I will walk you through the numbers or show it on my screen if possible.
Why don't you read the article shared by @rakeshr ?
What this also means is, the OHLC data that we get from Kite API using Historical data with interval = "day" will not be correct if it is fetched on the same day.
Users beware !
We can close this conversation.