I found some strange and interesting information/bug in our Historical data.
If you observe in below screenshot, for ACC NOV FUT and 10:05 Candle, only Open value matched and others are different. This is happening with Live market data and I need to verify Off-Market Historical data.
Further, I observed, if I am trying to pull 5 Min Candle data between 09:20 to 09:55 and found data for 1 min data frame also which look like a bug. As per my knowledge and understanding, at any time, if I selected 5 Min interval, the TimeStamp column should have only 0,5,10,15,20,25,30,35,40,45,50,55 as minutes and should not have 1,3,6,9.
Due to this, I am unable to apply my strategies.
Kindly let me know if you need any further information to resolve this issue.