We are validating an offline/source-only research capture, not placing orders. We use historical `interval=5minute`, NSE cash EQ instruments and the NIFTY 50/NIFTY BANK index series. Only candles labelled 14:45, 14:50, 14:55, 15:00, 15:05 and 15:10 are admitted. The first application-success response is captured after 15:15 and by 15:30 IST; later downloads are diagnostics, never replacements. No credentials or account details are needed for these questions.
1. Does timestamp `15:10:00+05:30` for a `5minute` historical candle denote exactly the half-open interval `[15:10:00,15:15:00)`? Is that timestamp the start of the event interval for cash equities and indices? 2. Is a trade/event timestamped exactly `15:15:00` excluded from that candle and assigned to the 15:15-start interval (or excluded from continuous-session candles for CAS securities)? Please distinguish boundary inclusion from whether a subsequent interval is published. 3. At what point is the 15:10 candle considered complete in the historical endpoint? Is there a completion indicator or documented delay, and can a response obtained after 15:15 still contain a partial 15:10 candle? 4. Can its OHLCV values later be revised? If so, under what circumstances, and is there any finality/revision marker or deadline? Please distinguish late trade ingestion, correction, aggregation cleanup and corporate-action back-adjustment. 5. Are historical candles assigned using exchange event time or vendor receipt/processing time? How are delayed or out-of-order events assigned, including exactly-boundary events? 6. How are corporate-action adjustments handled for intraday historical OHLCV: splits, bonuses, dividends, rights, demergers/schemes and symbol/ISIN changes? Which dates and OHLC/volume fields are changed, at what effective time, and is an explicitly unadjusted published series available? Please also confirm price/volume units, scaling and the corresponding index-series semantics. A current specification is needed because older support statements differ by date/action. 7. Since NSE CAS begins at 15:15 for eligible cash securities, can any CAS order, execution or indicative value after 15:15 affect a historical candle labelled 15:10, including through back-labelling or later aggregation/correction? Your CAS support thread describes separation from continuous-session candles; please confirm the exact boundary and exception handling.
Please identify what is guaranteed by the current service versus typical observed behavior. An inability to guarantee any item is also useful; we will retain that limitation rather than infer a guarantee.
Hi Salim, Thank you for checking this. I am following up regarding Kite Connect support ticket #405795. The support ticket has generated a feedback/closure message, while the technical clarification requested in this forum thread is still pending. Could you please provide the promised update on the seven questions above? In particular, we need the current guaranteed service semantics for the 5-minute candle boundary at 15:15, candle completion/revision behaviour, event-time assignment, corporate-action adjustment basis, and whether post-15:15 CAS information can ever affect a candle labelled 15:10. If any of these points cannot be guaranteed by the current service, an explicit confirmation of that limitation would also be helpful. Thank you.
1. Does timestamp `15:10:00+05:30` for a `5minute` historical candle denote exactly the half-open interval `[15:10:00,15:15:00)`? Is that timestamp the start of the event interval for cash equities and indices?
The timestamp returned by the Historical Data API represents the start of the candle. Therefore, a 5-minute candle timestamped 15:10:00+05:30 represents the candle beginning at 15:10.
2. Is a trade/event timestamped exactly `15:15:00` excluded from that candle and assigned to the 15:15-start interval (or excluded from continuous-session candles for CAS securities)? Please distinguish boundary inclusion from whether a subsequent interval is published.
The candle corresponding to the 15:15 boundary would not be part of the 15:10 candle, as the 15:10 candle covers the interval up to 15:14:59. The 15:15 timestamp therefore belongs to the subsequent candle interval.
Index and Stock F&O contracts trade until 3:40 PM, while stocks eligible for the Closing Auction Session (CAS) have continuous trading until 3:15 PM. Accordingly, historical data for F&O contracts is available up to 3:40 PM, whereas CAS-eligible stock data is available up to 3:15 PM.
3. At what point is the 15:10 candle considered complete in the historical endpoint? Is there a completion indicator or documented delay, and can a response obtained after 15:15 still contain a partial 15:10 candle?
The API does not provide a completeness flag, so you cannot prove completeness from the response itself. It is not guaranteed that a minute candle will be available at the end of the minute or at the start of the next. The Historical Data API is only for backtesting purposes. You may refer to this discussion for more details.
4. Can its OHLCV values later be revised? If so, under what circumstances, and is there any finality/revision marker or deadline? Please distinguish late trade ingestion, correction, aggregation cleanup and corporate-action back-adjustment.
We do adjust historical data for corporate actions to improve analysis. Historical data is adjusted for corporate actions, including bonuses, splits, rights issues, spin-offs, and extraordinary dividends to ensure consistency in price series for analysis. The volume data will be adjusted for corporate actions such as bonuses, splits, rights issues, demergers, etc., except dividends.
These adjustments are applied during the beginning-of-day process on the ex-date (before market open) and are reflected in the historical data from that point onward.
5. Are historical candles assigned using exchange event time or vendor receipt/processing time? How are delayed or out-of-order events assigned, including exactly-boundary events?
Historical candles are formed based on the exchange timestamp associated with the market-data tick, rather than the local time at which the data is received or processed. The exchange_timestamp is used to determine the appropriate timestamp and candle interval for the tick. Therefore, network or database-processing delays may affect when the candle becomes available or is persisted, but ordinarily do not change the time interval to which the tick is assigned.
6. How are corporate-action adjustments handled for intraday historical OHLCV: splits, bonuses, dividends, rights, demergers/schemes and symbol/ISIN changes? Which dates and OHLC/volume fields are changed, at what effective time, and is an explicitly unadjusted published series available? Please also confirm price/volume units, scaling and the corresponding index-series semantics. A current specification is needed because older support statements differ by date/action.
There is currently no dedicated Corporate Actions API, and Kite Connect does not provide an explicitly unadjusted historical series through the Historical Data API. We do adjust historical data for corporate actions to improve analysis. Historical data is adjusted for corporate actions, including bonuses, splits, rights issues, spin-offs, and extraordinary dividends to ensure consistency in price series for analysis. The volume data will be adjusted for corporate actions such as bonuses, splits, rights issues, demergers, etc., except dividends. Corporate-action adjustments are processed as part of the beginning-of-day process and are reflected in historical data from the applicable ex-date.
7. Since NSE CAS begins at 15:15 for eligible cash securities, can any CAS order, execution or indicative value after 15:15 affect a historical candle labelled 15:10, including through back-labelling or later aggregation/correction? Your CAS support thread describes separation from continuous-session candles; please confirm the exact boundary and exception handling.
For CAS-eligible NSE equities, continuous trading ends at 15:15. Historical minute/intraday candles after 15:15 are not provided for those securities through the Historical Data API. CAS information such as indicative equilibrium price, imbalance and related quantities is exposed separately through the Quote API during the CAS session. Accordingly, CAS executions or indicative values occurring after 15:15 should not be treated as part of the 15:10 continuous-session candle.
You may refer to this discussion for more information.
Thank you for checking this.
I am following up regarding Kite Connect support ticket #405795. The support ticket has generated a feedback/closure message, while the technical clarification requested in this forum thread is still pending.
Could you please provide the promised update on the seven questions above?
In particular, we need the current guaranteed service semantics for the 5-minute candle boundary at 15:15, candle completion/revision behaviour, event-time assignment, corporate-action adjustment basis, and whether post-15:15 CAS information can ever affect a candle labelled 15:10.
If any of these points cannot be guaranteed by the current service, an explicit confirmation of that limitation would also be helpful.
Thank you.
The candle corresponding to the 15:15 boundary would not be part of the 15:10 candle, as the 15:10 candle covers the interval up to 15:14:59. The 15:15 timestamp therefore belongs to the subsequent candle interval.
Index and Stock F&O contracts trade until 3:40 PM, while stocks eligible for the Closing Auction Session (CAS) have continuous trading until 3:15 PM. Accordingly, historical data for F&O contracts is available up to 3:40 PM, whereas CAS-eligible stock data is available up to 3:15 PM.
The API does not provide a completeness flag, so you cannot prove completeness from the response itself. It is not guaranteed that a minute candle will be available at the end of the minute or at the start of the next. The Historical Data API is only for backtesting purposes. You may refer to this discussion for more details.
We do adjust historical data for corporate actions to improve analysis. Historical data is adjusted for corporate actions, including bonuses, splits, rights issues, spin-offs, and extraordinary dividends to ensure consistency in price series for analysis. The volume data will be adjusted for corporate actions such as bonuses, splits, rights issues, demergers, etc., except dividends.
These adjustments are applied during the beginning-of-day process on the ex-date (before market open) and are reflected in the historical data from that point onward. Historical candles are formed based on the exchange timestamp associated with the market-data tick, rather than the local time at which the data is received or processed. The
exchange_timestampis used to determine the appropriate timestamp and candle interval for the tick. Therefore, network or database-processing delays may affect when the candle becomes available or is persisted, but ordinarily do not change the time interval to which the tick is assigned. There is currently no dedicated Corporate Actions API, and Kite Connect does not provide an explicitly unadjusted historical series through the Historical Data API. We do adjust historical data for corporate actions to improve analysis. Historical data is adjusted for corporate actions, including bonuses, splits, rights issues, spin-offs, and extraordinary dividends to ensure consistency in price series for analysis. The volume data will be adjusted for corporate actions such as bonuses, splits, rights issues, demergers, etc., except dividends.Corporate-action adjustments are processed as part of the beginning-of-day process and are reflected in historical data from the applicable ex-date. For CAS-eligible NSE equities, continuous trading ends at 15:15. Historical minute/intraday candles after 15:15 are not provided for those securities through the Historical Data API. CAS information such as indicative equilibrium price, imbalance and related quantities is exposed separately through the Quote API during the CAS session. Accordingly, CAS executions or indicative values occurring after 15:15 should not be treated as part of the 15:10 continuous-session candle.
You may refer to this discussion for more information.