I'm using Kite Connect's historical data API for NSE equities. When requesting five-minute historical candles for INFY, the API consistently returns only 72 candles per trading day, starting at 09:15 and ending at 15:10 IST. The expected final candles at 15:15, 15:20 and 15:25 are missing. I tested 5, 6, 7, 8, 9 and 16 October 2026, with the same result. One-minute historical data also stops at 15:14 IST. For 16 October, the daily candle reports a closing price of ₹1,161.20 and volume of 25,566,304, while the available five-minute candles end at ₹1,163.30 with combined volume of 24,831,038. Could you please confirm why the final 15 minutes are missing and whether complete intraday historical data is available?
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 Closing Auction Session until 3:30 PM IST. As 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 issue. Therefore, the final 15 minutes of regular intraday candle data are not available for these stocks.
For more details, please refer to the Closing Auction Session (CAS) API changes announcement
For CAS-eligible stocks, continuous trading ends at 3:15 PM IST, followed by the Closing Auction Session until 3:30 PM IST. As 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 issue. Therefore, the final 15 minutes of regular intraday candle data are not available for these stocks.
For more details, please refer to the Closing Auction Session (CAS) API changes announcement