I am running a job every 5 minutes to retrieve historical data for the previous 5-minute interval. However, every day at 9:20 AM, when I run the job to get the Nifty open candle data, it always returns incorrect information.
Example on 02/12/2024: I use the following API call:
historicalData = kiteConnect.getHistoricalData(from, to, id, time, false, true); from: 09:15:00 to: 09:19:58 time: 5 minutes
Retrieved Values: Open: 24149.55 Close: 24036.25 Date/Time: Mon Dec 02 09:15:00 IST 2024
Kite Platform Values: Open: 24140.97 Close: 24037.40 Date/Time: Mon Dec 02 09:15:00 IST 2024
Could you please explain why this discrepancy occurs? What time frame should I use to ensure accurate retrieval of the first 5-minute candle data?
The historical data API is provided for backtesting purposes only. For live market strategies, we suggest generating candles at your end using the live market dat provided via Websocket API. You may get started here.
You may get started here.