Kite historical data mismatched with NSE historical data itself. 😵

[cvs]

Found this previous discussion and comment that might explain why.

(Note: I say “might”, as the linked thread doesn’t specifically state anything about 15min candles being reviewed in this thread. Also the linked thread is somewhat old, so not sure if things have changed in the meantime)

@nithin

Exchanges at end of everyday give out something called Bhavcopy for the day. This Bhavcopy has open, high, low, close price for the day. Around midnight everyday, we use this bhavcopy and replace the OHLC with OHLC that we had captured using the ticks that we had received from the exchange. Exchange OHLC for the day on bhavcopy will be 100% accurate as it will be created using all the ticks that happened on the exchange. Unfortunately exchange doesn’t share min/hourly OHLC for the day in the bhavcopy, so the minute/hourly charts will be formed using the ticks that we have received and daily charts using the OHLC that exchange has sent on bhavcopy - hence the mismatch.