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Nifty 50 Data from Zerodha (website) and NSE (website)

amitjet
amitjet in General
Hi Zerodha Support team,

I have downloaded Nifty 50 Index data at 1 minute interval from your website using chartiq chart option.
i did the same from NSE https://www.nseindia.com/index-tracker/NIFTY 50 using their chart and exporting data as csv. they dont show ohlc, i assumed it is close value.

when i compare the close values minute by minute from zerodha and nse, they are not matching. What is this discrepancy? How to solve it?

keep in mind. this is NOT captured realtime. this was captured EOD from both sites. 

zerodhaDate						                                             Zerodha_Close	NSE_Date	NSE_close	diff
Wed Jul 30 2025 09:15:00 GMT+0530 (India Standard Time)	24833.05	30-07-2025 09:15	24833.55	0.5
Wed Jul 30 2025 09:16:00 GMT+0530 (India Standard Time)	24841.15	30-07-2025 09:16	24839.5		-1.65
Wed Jul 30 2025 09:17:00 GMT+0530 (India Standard Time)	24852.65	30-07-2025 09:17	24853.8		1.15
Wed Jul 30 2025 09:18:00 GMT+0530 (India Standard Time)	24862.05	30-07-2025 09:18	24861.4		-0.65
Wed Jul 30 2025 09:19:00 GMT+0530 (India Standard Time)	24862.45	30-07-2025 09:19	24862.05	-0.4
  • Sravanthi_bh
    Sravanthi_bh
    Check out this support article for more information on the same.
  • amitjet
    amitjet
    hi @Sravanthi_bh , I have captured the values after market close. around 6pm IST. I am not doing this comparision while live market is on.

    The reason for my comparision is that i am being told by Zerodha on another thread that there could be data mistmaches on websocket and historical data apis. I wanted to check them against the most authentic source - the NSE Exchange.

    I am looking for minute level data accuracy with exchange. I'll also try and grab other platforms data and see if they also face same problem when data is compared to NSE.

    Refer : https://kite.trade/forum/discussion/15351/historical-data-changing-on-30th-second-of-every-minute-for-past-1-candles-data#latest
  • sujith
    sujith
    It will never match because exchange streams hardly a couple of tick in a second over the internet but there could be hundreds of ticks in a second at the exchange. If you want accurate data then you may have to get a TBT data by setting up your infra at the exchange premises and it costs 20lakh+ per annum to set it up.

    You may check out this thread to know more about the difference between chart data for same symbol on different platforms.
  • dinezh
    dinezh
    Yes, as sujith pointed what we receive is just sampled tick data. this is based on the assumption that retailers are ment to be long term investors so sampled tick data is enough.
  • amitjet
    amitjet
    so one side, you are suggesting us to use websockets and construct candles using sample tick data. but then it misses and calculates wrong candle values. on other hand, you'r candles are changing after 30 seconds . what does a retailer do to get accurate candle values ?
  • Nivas
    Nivas
    Tick-by-tick data is typically used by professional high-frequency and arbitrage trading firms. For most retail traders, it may not offer much practical benefit. You may refer to this post for more details.

    However, KiteConnect is not meant for HFT. If you are looking for HFT, you will need to get a colo setup at the exchange premises, where ticks are streamed via LAN and not the internet. The basic setup itself costs upwards 18 lakhs/annum. You can write to kiteconnect(at)zerodha.com if you are interested in the colo setup.

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