data differ when interval changes
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when i am calling historical data for 5 min interval and 15 min interval close of last candle does not match.
five minute data:
today_date_9_15 = datetime.datetime.combine(self.invokeDate, datetime.time(9, 15))
today_date_9_30 = datetime.datetime.combine(self.invokeDate, datetime.time(9, 30))
0:['2023-12-07T09:15:00+05:30', 725.0, 725.0, 719.5, 719.7, 883830]
1:['2023-12-07T09:20:00+05:30', 719.5, 720.3, 717.6, 718.8, 331618]
2:['2023-12-07T09:25:00+05:30', 718.8, 718.95, 716.0, 716.95, 300810]
3:['2023-12-07T09:30:00+05:30', 716.9, 719.25, 716.65, 719.25, 218013]15 min data:
for same time interval is
0:['2023-12-07T09:15:00+05:30', 725.0, 725.0, 716.0, 716.95, 1516258]
1:['2023-12-07T09:30:00+05:30', 716.9, 720.95, 716.65, 719.6, 701274] -
Hi @darshanjain
Apologies for delayed response.
Kindly share us the exchange type and token consumed on which the historical API returned the listed discrepancy data.Thanks & Regards,
SmartAPI team