Duplicate records in options minute data, like for this API call for NFO:ONGC24JUL330CE for the duration 21-Jun 9:15 am to 24-Jun EOD (3:29 pm): https://api.kite.trade:443 "GET /instruments/historical/35227138/minute?from=2024-06-21+09%3A15%3A00&to=2024-06-24+15%3A29%3A00&interval=minute&continuous=0&oi=1
The output shows that we have duplicate records for "2024-06-24 09:15:00+05:30" datetime
While it appears fixed for this particular instrument, but the same problem exists for other instruments as well e.g. for NFO:TATAMOTORS24JUL1200CE, there are duplicate minute candles for 2024-06-18 09:15:00+05:30
Would help if Zerodha could do a check across all instruments & also address the root cause that's causing these duplicate records.
Still find the issue open, tried again for TATAMOTORS24JUL1200CE for the specified duration and still get duplicate records like shown below for 2024-06-18 09:15:00+05:30:
Would help if Zerodha could do a check across all instruments & also address the root cause that's causing these duplicate records.
Thank you for highlighting. We have figured this out, specifically happening for a few illiquid instruments. This is fixed.
open high low close volume oi
datetime
2024-06-18 09:15:00+05:30 2.80 2.80 2.80 2.80 0 0
2024-06-18 09:15:00+05:30 2.80 3.30 2.80 2.80 1100 384450
2024-06-18 09:16:00+05:30 2.80 2.95 2.60 2.75 3300 384450
2024-06-18 09:17:00+05:30 2.75 2.75 2.75 2.75 2750 384450
2024-06-18 09:18:00+05:30 2.75 2.75 2.75 2.75 0 385000
The underlying issue is fixed for any future occurance. These duplicate candles will be deleted over weekends(market off-timings).