Since 2026-08-03, kite.historical_data() for NSE equities on the 5minute interval has been consistently returning only 72 candles per day (last candle at 15:10) instead of the expected 75 candles (last candle at 15:25). Every trading day from 2026-08-03 through 2026-08-11 shows this same 3-candle shortfall. Every trading day I checked before that — including as recently as 2026-07-31 — returns the full 75 candles through 15:25 as expected.
Reproduction (raw SDK call, no wrapper code involved):
data = kite.historical_data( instrument_token, # tested with RELIANCE, TCS, INFY, ADANIENT datetime(2026, 8, 11, 9, 15), datetime(2026, 8, 11, 15, 30), "5minute", ) print(len(data), data[-1]["date"]) # -> 72 candles, last one at 2026-08-11 15:10:00 Before/after evidence (RELIANCE, 5minute, full session 09:15–15:30):
Date Candle count Last candle 2025-08-11 75 15:25 2026-01-12 75 15:25 2026-05-12 75 15:25 2026-07-31 75 15:25 2026-08-03 72 15:10 2026-08-04 → 2026-08-11 72 (every day) 15:10 This isn't isolated to one symbol — RELIANCE, TCS, INFY, and ADANIENT all show the identical shortfall on the same dates. It also isn't a delayed-write issue (per the usual explanation for "missing latest candle") since these are all settled days, queried well after market close, in some cases over a week later.
Is this a known regression on your end starting around 2026-08-03? Happy to share instrument tokens / more symbols if useful for reproducing.
The instruments mentioned in the query falls under the Closing Auction Session (CAS), due to which regular trading for these instruments stops at 3:15 PM. This has been applicable since August 3, 2026. Accordingly, the last available 5-minute candle is at 15:10. Hence, the observed difference in the number of candles before and after August 3, 2026 is expected behaviour for these CAS instruments.
