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Persistent zero-volume first candles and OHLC discrepancies in historical API

dhruvonfire
dhruvonfire in General
Hi team,

We’re paid Kite Connect customers, and your Connect plan includes historical candle data. We’ve found zero-volume minute candles where TradingView records trades, particularly in SME stocks.

Examples below, with all times in IST:
Stock Date and time Kite volume TradingView volume
HOLMARC 23 Oct 2026, 09:32 0 750
SILKFLEX 23 Oct 2026, 12:18 0 1,000
PSRAJ 22 Oct 2026, 13:56 0 2,500
BSE 22 Oct 2026, 09:15 0 2,000
Some closes also differ: SILKFLEX’s candle closes at ₹236 on Kite versus ₹240 on TradingView. For HOLMARC on 24 September, every Kite candle has zero volume, while TradingView records a 750-share candle.

This affects volume-based signals and backtest entries and exits. Could you please address:

1. Cause: Are these confirmed errors, and what causes them? A similar zero-volume historical-data report dates back to December 2024.
2. Scope: How widespread is this across NSE/BSE instruments and historical dates? There are also reports of missing historical candles and invalid prices and volumes.
3. Correction: Will affected history be corrected? Please share a tracking reference, expected timeline and how users will know which data to download again.
4. Quality assurances: What accuracy, completeness and finalisation commitments apply to historical data? How are missing or corrupt values flagged, and how are clients notified of corrections?
5. Workaround: How should we distinguish genuine no-trade candles from incorrectly recorded volume? The candle-finalisation discussion addresses live publication delays; what supported workaround applies to historical discrepancies that persist days or weeks later?

Thanks,
Dhruv
Tagged:
  • nagavenij
    nagavenij
    We are getting this checked.
  • nagavenij
    nagavenij
    Intraday chart data is not tick-by-tick data. While numerous transactions take place on the exchange, the data received by trading platforms consists of periodic snapshots of market activity. As a result, not every transaction is necessarily reflected in the intraday candles.

    This is particularly noticeable in illiquid scrips, where trading activity is limited. For instance, even if a significant volume is traded in just one or two transactions, it may not be captured in the snapshots received by the platform. This can result in differences in the OHLC and volume values.

    Similarly, as you have pointed out, the OHLC values for the 9:32 candle may differ between Kite and TradingView. This is because different platforms may receive or capture different market data snapshots while constructing their intraday candles.

    For a better understanding, please refer to the following support articles:
    Link1
    Link2

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