I am writing to bring to your attention a discrepancy I have observed between the historical data retrieved via the Zerodha API and the data displayed on the Zerodha charts (Kite platform). The values for certain candles, such as open, high, low, or close, occasionally do not match between the two sources for the same timeframes and instruments.
This inconsistency is impacting the accuracy of my analysis and strategy development, especially when relying on backtesting and automated decision-making based on API data.
Could you please clarify the reason behind this variation? Additionally, I would appreciate it if you could confirm:
Whether both sources refer to the same data feed.
If any known limitations or differences exist between chart data and API data.
If there's a recommended approach to ensure consistency for algorithmic trading.
Looking forward to your response and assistance in resolving this matter.
For the candle 9:41 the values having discrepancy.