How to get Prev Day OHLC values in 5 min chart frame?

This is because there will be a slight price difference between the Close price observed for the last candle in the 3 or 5 or 15 min timeframe and the Close price of the 1 day candle. You can verify this from the chart as well

The close price on 5 min is 14003.70 as compared to 14005.65.

You can refer to this thread to understand