I am facing an inconsistency in the historical data returned by Kite Connect for instrument 9485058 (3-minute candles). The same candle timestamp is returning different close values across multiple API calls, even though the candle belongs to a past date and should already be finalized.
Issue Summary
Instrument Token: 9485058 Interval: 3-minute Problem Candle Time: 2025-11-06T11:36:00+05:30 API Endpoint used: /instruments/historical/9485058/3minute?from=2025-10-27 11:xx:xx&to=2025-11-06 11:xx:xx&oi=1
Observed Candle Close Values
Across three different API calls, I received inconsistent values:
API Call 1 (11:39:02) → close: 57845.2
API Call 2 (11:41:58) → close: 57858.0
API Call 3 (11:42:02) → close: 57858.0
Why this is a problem
The candle is from 06-Nov-2025, so the OHLC values must be finalized and should never change.
Historical data should remain consistent regardless of the from–to range.
This inconsistency affects backtesting accuracy and live strategy behavior.
Request for Investigation Please help clarify:
Why is the same historical candle returning different close values?
Is there any known issue in the historical data backend?
Can this incorrect candle (and possibly related data) be fixed at source?
I can provide full logs if required. Below is a snippet from my logs showing the mismatch:
CandleTime: 2025-11-06T11:36:00+05:30 API Call 1 Close: 57845.2 API Call 2 Close: 57858.0 API Call 3 Close: 57858.0