I am using the Kite Connect Python client to download historical 5-minute candles for NSE equities.
For BEL, HAL, HDFCBANK and RELIANCE, I requested historical data from 09:15 to 15:30 IST. The API returned 72 candles per symbol, with the last timestamp at 15:10 IST.
I verified this on 8 October 2026 and 9 October 2026. I also made separate requests for the 15:00–15:30 IST window:
BEL returned candles at 15:00, 15:05 and 15:10.
RELIANCE returned candles at 15:00, 15:05 and 15:10.
No candles after 15:10 were returned in these requests.
Could you please clarify:
Is this expected behaviour for the historical-data API, or is there an issue with data availability?
Should 5-minute candles timestamped 15:15, 15:20 and 15:25 be available for these NSE equities?
Is there a recommended way to retrieve the remaining session data?
Could the candle timestamp convention or API request parameters explain this result?
I am using this data for a paper-only research project. I have not fabricated or filled any missing candles.
As per the Closing Auction Session (CAS) changes effective August 3, 2026, for CAS-eligible stocks, continuous trading ends at 3:15 PM IST. Accordingly, the Historical Data API provides intraday candles only up to the end of the continuous trading session. For 5-minute candles, the last candle is timestamped at 3:10 PM IST.
Candles for the CAS period are not available through the Historical Data API. Please refer to the related forum discussion for further details.
Candles for the CAS period are not available through the Historical Data API. Please refer to the related forum discussion for further details.