Sir,
When we query instrument data say at 8.34AM it gave me following data.
LTP of NIFTY50 is at {'256265': 
{'instrument_token': 256265, 'tradingsymbol': 'NIFTY 50', 'timestamp': datetime.datetime(2020, 9, 24, 8, 34, 10),
'last_price': 11131.65, 'net_change': -1.15, 
'ohlc': {'open': 11131.65, 'high': 11131.65, 'low': 11131.65, 'close': 11131.85}}}
We were hoping for yesterday's open, high, low and close but it did not give. 
Any idea what are we doing wrong here?
Same thing has happened on 22nd Sep at 8:31AM whereas it gave zero to open, high and low.
LTP of NIFTY50 is at {'256265': {'instrument_token': 256265, 'tradingsymbol': 'NIFTY 50', 
'timestamp': datetime.datetime(2020, 9, 22, 8, 31, 26), 'last_price': 11250.55, 'net_change': 0,
 'ohlc': {'open': 0, 'high': 0, 'low': 0, 'close': 11250.55}}}
Thanks.
-Sandeep
          
         September 2020