We are observing an issue where Zerodha's historical candle API (/api/historical/{instrument_token}/{interval}) returns unadjusted prices after corporate actions such as demergers and splits. The problem is that the adjustment is not applied retroactively to prior candles, resulting in apparent single-day price gaps that are impossible on the NSE (which enforces 20% upper/lower circuit limits for most stocks).
Examples from our data (NSE equities, day interval):
Symbol Date Prev close Close Apparent move Event ABFRL 2025-05-22 ₹203.55 ₹89.85 −55.86% ABREL demerger V2RETAIL 2026-03-25 ₹1,920.00 ₹196.30 −89.78% Suspected demerger STLTECH 2025-04-24 ₹36.73 ₹65.05 +77.10% Corporate event IEX 2025-07-24 ₹187.89 ₹132.32 −29.58% Corporate event STAR 2024-12-06 ₹1,326.90 ₹682.55 −48.56% Corporate event
Steps to reproduce:
Fetch day-interval historical data for any of the above symbols covering the dates listed. Compare consecutive daily closes; the gap on the listed date persists even after re-fetching the data days/weeks later. Expected behaviour: When a corporate action occurs, Zerodha is supposed to retroactively adjust all prior candles (back-adjust), so the price series is continuous and shows no artificial gap. This is the standard behaviour described in the Kite Connect documentation.
Actual behaviour: The post-event candle shows the unadjusted new price, while all prior candles remain at the pre-event unadjusted price, creating a >20% apparent gap on the event date. Re-downloading the same symbol weeks later returns identical data; the adjustment is never applied.
We do demerger adjustment as soon as we receive the Cost of Acquisition (COA) and pre ex-date for the particular script. The adjustment for ABFRL, V2RETAIL, STAR and STLTECH has already been completed. IEX- dividend corporate action adjustment will be done, if it's a special dividend i.e more than 2%.
You can verify it in a similar discussion on our TradingQnA post here.
These raw close-to-close gaps are not normal market moves. For VEDL specifically, TradingView shows around -6.64% on 2026-04-30, which implies an adjusted/reference previous price near 290.86, not the 404.90 previous close still returned by Kite historical API.
Can you please confirm whether these symbols have been adjusted in Kite historical data? If not, what is the expected timeline for the historical candle adjustment?
Thanks, I have also raised a similar complaint via a support ticket. I think there are many more irregularities in the data than I have pointed out. What is the most appropriate way to raise and escalate this issue when I discover more or a similar issue?
I am not a fan of creating Support Tickets regarding this. I have seen that the support team is reluctant to acknowledge any issue and keeps repeating a template response, wasting 1-2 weeks of my time.
IEX- dividend corporate action adjustment will be done, if it's a special dividend i.e more than 2%.
You can verify it in a similar discussion on our TradingQnA post here.
We verified this directly from fresh Kite historical API pulls on two machines. These are not stale local database values.
The Kite historical API is still returning unadjusted or discontinuous candles around multiple corporate-action dates:
Symbol: VEDL
Instrument token: 784129
Event date: 2026-04-30
2026-04-29 close: 404.90
2026-04-30 OHLC: 289.50 / 292.00 / 268.70 / 271.55
Raw close-to-close: -32.93%
Symbol: ABFRL
Instrument token: 7707649
Event date: 2025-05-22
2025-05-21 close: 203.55
2025-05-22 OHLC: 98.00 / 98.00 / 88.20 / 89.85
Raw close-to-close: -55.86%
Symbol: STLTECH-BE
Instrument token: 2384129
Event date: 2025-04-24
2025-04-23 close: 36.73
2025-04-24 OHLC: 61.11 / 65.05 / 58.86 / 65.05
Raw close-to-close: +77.10%
Symbol: IEX
Instrument token: 56321
Event date: 2025-07-24
2025-07-23 close: 187.89
2025-07-24 OHLC: 169.10 / 169.10 / 131.50 / 132.32
Raw close-to-close: -29.58%
Symbol: STAR
Instrument token: 1887745
Event date: 2024-12-06
2024-12-05 close: 1326.90
2024-12-06 OHLC: 650.05 / 682.55 / 650.00 / 682.55
Raw close-to-close: -48.56%
These raw close-to-close gaps are not normal market moves. For VEDL specifically, TradingView shows around -6.64% on 2026-04-30, which implies an adjusted/reference previous price near 290.86, not the 404.90 previous close still returned by Kite historical API.
Can you please confirm whether these symbols have been adjusted in Kite historical data? If not, what is the expected timeline for the historical candle adjustment?
@salim_chisty @sujith @rakeshr
Meanwhile, we request you to raise a support ticket and track the progress through the ticket for further updates and communication.
I think there are many more irregularities in the data than I have pointed out.
What is the most appropriate way to raise and escalate this issue when I discover more or a similar issue?
I am not a fan of creating Support Tickets regarding this. I have seen that the support team is reluctant to acknowledge any issue and keeps repeating a template response, wasting 1-2 weeks of my time.
@nagavenij