Price difference between daily and small timeframe closing price

General
1

Hello all,

Today I was backtesting one strategy which needed two timeframes, daily and 15 minutes. During backtesting, I encountered strange thing. I was looking at the daily candle of SILVERMIC jun future. The OHLC of the daily candle of 3rd March, 2020 is 45815, 47414, 45748, 46977. When I looked at the 15M chart of the same commodity, the opening price, high and low was same as daily chart but the closing price was different than the daily close. On daily it was 46977 but on 15M, it was 46898. This issue is not limited to just 1 day, it happened for almost all days. So why there is price difference between the two?

2

daily candles will be sync with bhavcopy and minute chart data is as per LTP ticks received, you can refer to below thread for more information.

3

Thank you for clearing my doubt. Now I understand why there is a mismatch.