@rakeshr if I accept your understanding for a moment and as you said for example 01:15 PM candle will represent the data between 01:15 PM to 02:15 PM.
It means I should not receive this candle in historical data until 02:15 PM.
But, here is anothe…
@rakeshr are you sure about this?
Because if this is the case then Zerodha's 3:15 PM candle data should match with other vendor's 3:30 PM data.
I have provided the sample data below from Zerodha and Spider broker and you can notice the difference …
@rakeshr Thank you for your revert. But doesn't it break the data continuity and how I will get the data between 3:15 PM to 3:30 PM?
I have tried a few other brokers APIs and their data looks like below and it makes more sense:
"2021-02-17,15:30:0…
