Mismatch in historical data at minute level

srinidhihebbar
@rakeshr @sujith
I am currently fetching minute data and converting it to daily candles at my end, there is a mismatch in prices for ticker ABB on 2024-09-03. Could you please check this. Thanks in advance
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  • rakeshr
    there is a mismatch in prices for ticker ABB on 2024-09-03
    Didn't get you? Do you mean there is a difference in Quote/websocket OHLC and the historical minute data? Can you paste the data here for reference?
  • srinidhihebbar
    srinidhihebbar edited October 28
    There is a difference in 1 minute data close for the last candle for the day and 1day data close, I am guessing that the close of 1 day data is averaging for the last 30 minutes and it is not being done at minute level.
    If that is what is being done, please confirm.
  • sujith
    Minute canlde data will have the last LTP captured for that minute which will be same for day candle data.
    The next day early morning, it will be updated with the BHAV copy close price value published by the exchange late in the evening, which is the VWAP of last 30 minutes.
  • srinidhihebbar
    Thanks , you can close the thread.
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