I tested the following trading dates: - 03 August 2026 - 04 August 2026 - 04 September 2026 - 09 October 2026
I also tested: 1. API end time of 15:30 2. API end time of 15:45 3. Timezone-aware requests using IST 4. Both 1-minute and 5-minute historical intervals
Results: - 1-minute data consistently ends at 15:14. - 5-minute data consistently ends at the 15:10 candle. - The final 15 minutes (15:15–15:29) are missing.
This affects intraday back testing and end-of-day position exit calculations.
Could you please clarify:
1. Why are the final 15 minutes missing? 2. Is this an intentional limitation of the Historical Data API? 3. Is there a supported way to retrieve the complete trading session? 4. Could this be an API data issue that needs correction?
The missing candles are due to the introduction of the NSE Closing Auction Session (CAS). For CAS-eligible stocks, continuous trading ends at 3:15 PM IST, followed by the CAS period until 3:30 PM IST.
Since regular continuous trading does not take place during this period, intraday candles for the CAS period are not available through the Historical Data API. This is expected behaviour for CAS-eligible stocks and does not, by itself, indicate an API data issue.
Since regular continuous trading does not take place during this period, intraday candles for the CAS period are not available through the Historical Data API. This is expected behaviour for CAS-eligible stocks and does not, by itself, indicate an API data issue.
For more details, please refer to the Closing Auction Session (CAS) API changes.