@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
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.
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.
If that is what is being done, please confirm.
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.