When fetching data for TECHM from 2006 till date, we see that the data has wrong start time of 12:00 instead of 00:00, and it changes to 00:00 from 2017-11-03 onwards. Snapshot of the data showing the switch in time: 2017-10-31 12:00:00+05:30 449.8 450.4 440.2 445.9 1509095 0 2017-11-01 12:00:00+05:30 448.8 461.6 436.5 452.2 3983511 0 2017-11-02 12:00:00+05:30 445.4 445.8 425.1 432.1 5545465 0 2017-11-03 00:00:00+05:30 433.1 437.8 425.3 427.6 1278344 0 2017-11-06 00:00:00+05:30 426.2 430.6 422.4 424.7 1701924 0 2017-11-07 00:00:00+05:30 426.2 442.4 425.3 434.6 4208801 0
For older historical data, the records have been curated from multiple data vendors, and as a result, you may notice some variations in how timestamps are represented for daily candles.
Since these are daily candles, the timestamp serves as a date marker for the trading day rather than a specific execution time. We recommend focusing on the date provided, as the specific time element is less relevant for daily interval data.
I have also cross-verified the intraday candle data for the same instrument, and I can see that the timestamps there are functioning as expected.
Well i don't think this type of mixed datetime format is suitable for any professional consumption! Nor did this bug exist earlier, so it's a recently introduced bug! Essentially ends up randomly breaking platforms consuming the data, just because data verification & due diligence was lacking from zerodha's end breaking data consistency! Quite surprised by such a response from zerodha!
Since these are daily candles, the timestamp serves as a date marker for the trading day rather than a specific execution time. We recommend focusing on the date provided, as the specific time element is less relevant for daily interval data.
I have also cross-verified the intraday candle data for the same instrument, and I can see that the timestamps there are functioning as expected.