Inconsistent data in historic data API

[Ashok]

Hi Team,

I am seeing inconstant data between (especially close price) between the API data and charts. below is one example. but happens in minute interval too.

historicParam={
    "exchange": "NSE",
    "symboltoken": "958",
    "interval": "ONE_DAY",
    "fromdate": '2021-08-23 00:00', 
    "todate": '2021-08-26 16:00' }

    a       = abconn.getCandleData(historicParam)

trader@NUC8i5BEH:/opt/kite/ab$ /bin/python3 /opt/kite/ab/test/testHist.py
ic| i: ['2021-08-23T00:00:00+05:30', 1208.0, 1303.4, 1183.2, 1257.4, 5407091]
ic| i: ['2021-08-24T00:00:00+05:30', 1252.5, 1323.0, 1247.6, 1296.3, 5180832]
ic| i: ['2021-08-25T00:00:00+05:30', 1300.0, 1350.05, 1290.25, 1348.0, 2766004]

The API says 1348.0 but the chart shows 1341.50 (which is correct). Looks like this data issue gets corrected next day. but need the data to be consistent throughout the day.

Regards,
Ashok.

[Ashok]

@admin , Any update on this. I could see many differences in the historic which leaves it i possible to use for backtest. I have opened another thread for this as well.

[admin]

HI @dilipkumar25 Please connect us at api@angelbroking.com.

[dilipkumar25]

@dilipkumar25

I am using Java library for minute data fetch

[dilipkumar25]

@admin

Here is the example for ZEEL stock. The close price is not matching when compared to charts. Thanks.

["2021-09-15T14:31:00+05:30",260.3,260.3,259.35,259.75,428209]
["2021-09-15T14:32:00+05:30",259.85,260,259.1,259.7,354120]

[admin]

HI @dilipkumar25 We have reported this we kindly post your request and response.

[dilipkumar25]

Hi Team,

I am also facing same issue with the incorrect data. I am trying to fetch the 1 minute data in market hours. Looks like this issue was not there earlier. I never faced this till now. Please let me know your feedback.

Thanks,

[admin]

HI @rajanprabu We have reported you requirement we will get back to you.

[rajanprabu]

@Ashok

Every data vendor receives corrected data from exchanges late evenings and high lows are corrected accordingly. This is the industry practice. Just make sure you run your screeners on corrected candles. Hope @admin can tell us when they correct the data.

[admin]

Hi @Ashok said in Inconsistent data in historic data API:

So the API data is not correct and adjusted later? For eg, I pull the historic data at the end of the day and store locally and run my screeners and indicators from that (Reason being able to run over a large set of data and do not overload the API). If the the data gets corrected in API retrospectively, how can I relay on the correctness of the data I pull every day? All my screeners ran at the end of the day is theoretically not correct and have a disadvantage with the players using the other vendors API data which is consistent with NSE data. I understand that the OHLC is calculated from tick data and there will be minor differences between platforms, but I do not expect that to be within same platform.
Regards,
Ashok
As discussed with the team kindly select source as chartiq on web based platform and try to match the prices.

[Ashok]

@admin. So the API data is not correct and adjusted later? For eg, I pull the historic data at the end of the day and store locally and run my screeners and indicators from that (Reason being able to run over a large set of data and do not overload the API). If the the data gets corrected in API retrospectively, how can I relay on the correctness of the data I pull every day? All my screeners ran at the end of the day is theoretically not correct and have a disadvantage with the players using the other vendors API data which is consistent with NSE data. I understand that the OHLC is calculated from tick data and there will be minor differences between platforms, but I do not expect that to be within same platform.

Regards,
Ashok

[admin]

Hi @Ashok Kindly select chartiq on the web based platform and try to match the prices.

[admin]

HI @Ashok We have reported this to the team we will test it and update you.