Very old date appears in ticks

kontacthimanshu
Hi,

Sometimes I am receiving this date as timestamp of one of the ticks. KeyError: datetime.datetime(1970, 1, 1, 5, 30). I am subscribing Bank Nifty options, Bank Nifty and Bank Nifty futures. This date completely breaks my logic where I try to form one minute candle.

Is there any chance such a timestamp can appear?

Thanks.
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