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Idirect-Tech / Breeze-Python-SDK

The official Python client library for the ICICI Securities trading APIs
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Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com #101

Open sibendu opened 1 month ago

sibendu commented 1 month ago

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

![Uploading TCS-24May2024.jpg…]()

Regards S.Das

Idirect-Tech commented 1 month ago

Dear Client,

Requested to let us know the candle size data(1second, 1minute, 5minute, 30minute, 1day etc) that you are fetching.

Also requested to let us know the exact timing of the data if the candle size is not 1 day.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 12:28 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

[Uploading TCS-24May2024.jpg…]

Regards S.Das

— Reply to this email directly, view it on GitHubhttps://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101, or unsubscribehttps://github.com/notifications/unsubscribe-auth/A3TQZ47XEUJMUDN4FFN53WLZELKQFAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGMYTQMZYHA4TMNI. You are receiving this because you are subscribed to this thread.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

sibendu commented 1 month ago

Hi

I am fetching for 1day, exact code snippet below:

hist = breeze.get_historical_data_v2(interval="1day", from_date= from_date, to_date= to_date, stock_code=stock, exchange_code=exchange, product_type="cash")

Regards Sibendu Das

On Mon, May 27, 2024 at 1:47 PM Idirect-Tech @.***> wrote:

Dear Client,

Requested to let us know the candle size data(1second, 1minute, 5minute, 30minute, 1day etc) that you are fetching.

Also requested to let us know the exact timing of the data if the candle size is not 1 day.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 12:28 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

[Uploading TCS-24May2024.jpg…]

Regards S.Das

— Reply to this email directly, view it on GitHub< https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101>, or unsubscribe< https://github.com/notifications/unsubscribe-auth/A3TQZ47XEUJMUDN4FFN53WLZELKQFAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGMYTQMZYHA4TMNI>.

You are receiving this because you are subscribed to this thread.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

— Reply to this email directly, view it on GitHub https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2132913549, or unsubscribe https://github.com/notifications/unsubscribe-auth/ACU6YF3U5VMFVPZWW6GRLC3ZELT2NAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZSHEYTGNJUHE . You are receiving this because you authored the thread.Message ID: @.***>

Idirect-Tech commented 1 month ago

Dear Client,

The reason two charts of the same timeframe may appear different on the same platform is due to the way the charts are formed. A chart is created by plotting various price points on a graph, which are derived from live server data, specifically from the market watch ticks. However, when a chart is opened midway, it is plotted using data points that are already stored on the data server. This can lead to a slight disparity in how the chart appears. The difference arises because the broadcast of live ticks and the number of stored ticks per second may not be exactly the same. When viewing the live chart, there might be 4 or 5 price points used to plot the graph. However, when opening a new chart, it may form from price points retrieved from the data server, which might have recorded only 1 tick within the same timeframe. This variation in the number of price points used for plotting can contribute to the differences observed between two charts of the same timeframe on the same platform.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 3:18 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

I am fetching for 1day, exact code snippet below:

hist = breeze.get_historical_data_v2(interval="1day", from_date= from_date, to_date= to_date, stock_code=stock, exchange_code=exchange, product_type="cash")

Regards Sibendu Das

On Mon, May 27, 2024 at 1:47 PM Idirect-Tech @.***> wrote:

Dear Client,

Requested to let us know the candle size data(1second, 1minute, 5minute, 30minute, 1day etc) that you are fetching.

Also requested to let us know the exact timing of the data if the candle size is not 1 day.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 12:28 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

[Uploading TCS-24May2024.jpg…]

Regards S.Das

— Reply to this email directly, view it on GitHub< https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101>, or unsubscribe< https://github.com/notifications/unsubscribe-auth/A3TQZ47XEUJMUDN4FFN53WLZELKQFAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGMYTQMZYHA4TMNI>.

You are receiving this because you are subscribed to this thread.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

— Reply to this email directly, view it on GitHub https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2132913549, or unsubscribe https://github.com/notifications/unsubscribe-auth/ACU6YF3U5VMFVPZWW6GRLC3ZELT2NAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZSHEYTGNJUHE . You are receiving this because you authored the thread.Message ID: @.***>

— Reply to this email directly, view it on GitHubhttps://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2133098712, or unsubscribehttps://github.com/notifications/unsubscribe-auth/A3TQZ444ROTQKALIROLJINTZEL6OXAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZTGA4TQNZRGI. You are receiving this because you commented.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

sibendu commented 1 month ago

Dear ICICI Team

That may explain anomaly in open/close/high/low values if we were checking for same day ticks during middle of a day. But since these values are not matching even for past dates (like last Friday 24 May in example below), that implies one of them must be wrong ! Open/close/high/low for 24May cannot have two different set of values ! Btw, these values as shown in charts in icicidirect website matches all other sources and websites. So api data seems less reliable/usable at this moment for trades.

Regards Sibendu Das

On Mon, May 27, 2024 at 4:07 PM Idirect-Tech @.***> wrote:

Dear Client,

The reason two charts of the same timeframe may appear different on the same platform is due to the way the charts are formed. A chart is created by plotting various price points on a graph, which are derived from live server data, specifically from the market watch ticks. However, when a chart is opened midway, it is plotted using data points that are already stored on the data server. This can lead to a slight disparity in how the chart appears. The difference arises because the broadcast of live ticks and the number of stored ticks per second may not be exactly the same. When viewing the live chart, there might be 4 or 5 price points used to plot the graph. However, when opening a new chart, it may form from price points retrieved from the data server, which might have recorded only 1 tick within the same timeframe. This variation in the number of price points used for plotting can contribute to the differences observed between two charts of the same timeframe on the same platform.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 3:18 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

I am fetching for 1day, exact code snippet below:

hist = breeze.get_historical_data_v2(interval="1day", from_date= from_date, to_date= to_date, stock_code=stock, exchange_code=exchange, product_type="cash")

Regards Sibendu Das

On Mon, May 27, 2024 at 1:47 PM Idirect-Tech @.***> wrote:

Dear Client,

Requested to let us know the candle size data(1second, 1minute, 5minute, 30minute, 1day etc) that you are fetching.

Also requested to let us know the exact timing of the data if the candle size is not 1 day.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 12:28 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

[Uploading TCS-24May2024.jpg…]

Regards S.Das

— Reply to this email directly, view it on GitHub< https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101>, or unsubscribe<

https://github.com/notifications/unsubscribe-auth/A3TQZ47XEUJMUDN4FFN53WLZELKQFAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43ASLTON2WKOZSGMYTQMZYHA4TMNI>.

You are receiving this because you are subscribed to this thread.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

— Reply to this email directly, view it on GitHub < https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2132913549>,

or unsubscribe < https://github.com/notifications/unsubscribe-auth/ACU6YF3U5VMFVPZWW6GRLC3ZELT2NAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZSHEYTGNJUHE>

. You are receiving this because you authored the thread.Message ID: @.***>

— Reply to this email directly, view it on GitHub< https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2133098712>, or unsubscribe< https://github.com/notifications/unsubscribe-auth/A3TQZ444ROTQKALIROLJINTZEL6OXAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZTGA4TQNZRGI>.

You are receiving this because you commented.Message ID: @.***>

Print this mail only if absolutely necessary. Save Paper. Save Trees." "The information contained in this e-mail and any attachments to this message are intended for the exclusive use of the intended recipient and may contain proprietary, confidential or legally privileged information. If you are not the intended recipient, please note that you are not authorised to disseminate, distribute or copy this e-mail or any parts of it or act upon/rely on the contents of this e-mail in any manner. Please notify the sender immediately by e-mail and destroy all copies of this e-mail and any attachments. Please also note that ICICI Bank or its subsidiaries and associated companies, (collectively "ICICI Group"), are unable to exercise control or ensure the integrity of/over the contents of the information contained in e-mail transmissions and that any views expressed in this e-mail are not endorsed by/binding on the ICICI Group unless the sender does so expressly with due authority of ICICI Group. Before opening any attachments please check them for viruses and defects and please note that ICICI Group accepts no liability or responsibility for any damage caused by any virus that may be transmitted by this email. Any unauthorized use of this email or any attachment(s) may be treated as infringement of right(s) including right of privacy under the applicable laws of India including Information and Technology Act, 2000. Thank you for your cooperation. Regulatory Disclosures are available on https://www.icicisecurities.com (for institutional business) and www.icicidirect.com (for retail business).

— Reply to this email directly, view it on GitHub https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2133189031, or unsubscribe https://github.com/notifications/unsubscribe-auth/ACU6YFYANP7QOR5UUZZSFW3ZEMEG3AVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZTGE4DSMBTGE . You are receiving this because you authored the thread.Message ID: @.***>

Idirect-Tech commented 1 month ago

Dear Client,

OHLC data for 1 day is matching with the chart.

Please find the attached screenshots for the same.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 5:08 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Dear ICICI Team

That may explain anomaly in open/close/high/low values if we were checking for same day ticks during middle of a day. But since these values are not matching even for past dates (like last Friday 24 May in example below), that implies one of them must be wrong ! Open/close/high/low for 24May cannot have two different set of values ! Btw, these values as shown in charts in icicidirect website matches all other sources and websites. So api data seems less reliable/usable at this moment for trades.

Regards Sibendu Das

On Mon, May 27, 2024 at 4:07 PM Idirect-Tech @.***> wrote:

Dear Client,

The reason two charts of the same timeframe may appear different on the same platform is due to the way the charts are formed. A chart is created by plotting various price points on a graph, which are derived from live server data, specifically from the market watch ticks. However, when a chart is opened midway, it is plotted using data points that are already stored on the data server. This can lead to a slight disparity in how the chart appears. The difference arises because the broadcast of live ticks and the number of stored ticks per second may not be exactly the same. When viewing the live chart, there might be 4 or 5 price points used to plot the graph. However, when opening a new chart, it may form from price points retrieved from the data server, which might have recorded only 1 tick within the same timeframe. This variation in the number of price points used for plotting can contribute to the differences observed between two charts of the same timeframe on the same platform.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 3:18 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

I am fetching for 1day, exact code snippet below:

hist = breeze.get_historical_data_v2(interval="1day", from_date= from_date, to_date= to_date, stock_code=stock, exchange_code=exchange, product_type="cash")

Regards Sibendu Das

On Mon, May 27, 2024 at 1:47 PM Idirect-Tech @.***> wrote:

Dear Client,

Requested to let us know the candle size data(1second, 1minute, 5minute, 30minute, 1day etc) that you are fetching.

Also requested to let us know the exact timing of the data if the candle size is not 1 day.

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 12:28 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: Subscribed @.***> Subject: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

CAUTION: This email originated from outside the organization! Do not click links, open attachments or reply, unless you recognize the sender's email address! Use 'Report suspicious Email' button in the toolbar to report Phishing mails. Beware!

Hi

There is a is discrepancy in data retrieved via Breeze api, vs data shown in ICICIDirect.com.

If I compare data -

Seen in ICICIDrect.com Site Trade View for 24 May 2024 - O 3878.25 H 3883.80 L 3844.30 C 3849.50 API Response (get_historical_data_v2) for 24 May 2024 - O 3850.50 H 3883.6 L 3844.35 C 3878.25

As I check against other sources, .com Site data is accurate.

Please assist. Thanks in advance.

[Uploading TCS-24May2024.jpg…]

Regards S.Das

— Reply to this email directly, view it on GitHub< https://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101>, or unsubscribe<

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sibendu commented 1 month ago

Dear ICICI Team

I am unable to see any screenshot in the thread. Can you please provide a sample code snppiet that I can use to pull correct OHLC data for just one day ? So for TCS 24May , it shuld give - O 3878.25 H 3883.80 L 3844.30 C 3849.50

Thanks in advance.

Regards Sibendu Das

Idirect-Tech commented 1 month ago

Dear Client,

Please use the below payload.

Please find screenshot attached.

The mentioned values are same.

breeze.get_historical_data(interval="1day", from_date= "2024-05-24T09:15:00.000Z", to_date= "2024-05-24T15:30:00.000Z", stock_code="TCS", exchange_code="NSE", product_type="cash")

[cid:da639ea1-1c59-434f-809f-ffda2771e834]

[E29CF836]

Thanks & Regards,

Amrit Mohanty,

API & Algo Products,

Derivatives, EPG

ICICIdirect

From: das @.> Sent: Monday, May 27, 2024 5:56 PM To: Idirect-Tech/Breeze-Python-SDK @.> Cc: BREEZEAPI @.>; Comment @.> Subject: Re: [Idirect-Tech/Breeze-Python-SDK] Discrepancy in data retrieved from Breeze api, vs data shown in ICICIDirect.com (Issue #101)

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Dear ICICI Team

I am unable to see any screenshot in the thread. Can you please provide a sample code snppiet that I can use to pull correct OHLC data for just one day ? So for TCS 24May , it shuld give - O 3878.25 H 3883.80 L 3844.30 C 3849.50

Thanks in advance.

Regards Sibendu Das

— Reply to this email directly, view it on GitHubhttps://github.com/Idirect-Tech/Breeze-Python-SDK/issues/101#issuecomment-2133376449, or unsubscribehttps://github.com/notifications/unsubscribe-auth/A3TQZ43AIKUI4C75J7WMWITZEMQ7PAVCNFSM6AAAAABIKTABZ2VHI2DSMVQWIX3LMV43OSLTON2WKQ3PNVWWK3TUHMZDCMZTGM3TMNBUHE. You are receiving this because you commented.Message ID: @.***>

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