Issue: Inconsistent Handling of Current Candle in get_intra_day_candle_data (Python API)

General
1

Hello Team,

I am using the latest version of the Upstox Python API and fetching intraday candles using:

get_intra_day_candle_data()

I have observed inconsistent behavior regarding the handling of the currently forming candle.

Problem Description

When requesting intraday candle data during market hours:

Case 1: 5-Minute Timeframe

Example scenario:

  • Market opens at: 09:15:00
  • 5-minute candle interval: 09:15:00 to 09:19:59
  • Candle officially completes at: 09:20:00

Observed Behavior

If I request candle data at:

  • 09:15:10 → 09:15 candle NOT returned
  • 09:15:45 → 09:15 candle NOT returned
  • 09:16:01 → 09:15 candle appears in response

This implies the 09:15 candle is being returned before completion.

However, logically:

A 5-minute candle starting at 09:15 should only be considered complete at 09:20.

Case 2: 1-Minute Timeframe

For 1-minute candles:

  • The currently forming 1-minute candle is never returned.
  • It only appears after it closes.

This creates inconsistent behavior across timeframes.

Logical Expectation

If the API is designed to return only completed candles, then:

For a 5-minute timeframe:

  • Candle start time: 09:15:00
  • Candle end time: 09:19:59
  • Completion time: 09:20:00

Therefore:

The 09:15 candle should appear in the response only at or after 09:20:00.

However, it appears around 09:16:00, which suggests it is being returned as a partially formed candle.

Additional User Perspective Concern

From a user standpoint, I actually prefer receiving live candle formation data, as it is useful for intraday strategy execution.

However, my concern is:

If partially forming candles are intended to be returned, then:

  • Why is the candle not visible immediately at its start time (e.g., 09:15:00)?
  • Why does it begin appearing only after approximately one minute (e.g., 09:16:00)?

If live candles are supported, then the 1-minute timeframe should ideally:

  • Return the current forming 1-minute candle from the start of the minute.
  • Continuously update its OHLC and volume.

If 1-minute live candles are consistently available from their starting second, this issue would effectively be resolved from a strategy perspective.

The current behavior creates ambiguity:

  • It is neither clearly “completed candles only”
  • Nor clearly “live forming candles”

A clear and consistent rule would greatly help systematic traders.

Reproducible Steps

  1. Start market session.

  2. At 09:15:xx, call:

    get_intra_day_candle_data()

    with interval = "5minute"

  3. Observe that:

    • 09:15 candle does not appear immediately.
    • Around 09:16, the 09:15 candle appears.

  4. Repeat similar test with interval = "1minute" and observe that the current minute candle is never returned while forming.

Questions

  1. Is this expected behavior?

  2. Does get_intra_day_candle_data() intentionally return partially formed candles?

  3. If yes:

    • Why does it not return them immediately at candle start?

  4. If no:

    • Is this a synchronization or data aggregation issue?

  5. What is the recommended way to reliably access live intraday OHLC data?

    • Should developers rely entirely on WebSocket tick aggregation?

Why This Matters

For systematic intraday trading systems:

  • Entry logic often depends on:

    • Breakout of current candle high
    • Momentum shifts within active candle
    • Intrabar volume analysis

Ambiguity in candle completeness makes deterministic strategy design difficult.

A clear clarification on whether the endpoint returns:

  • Only completed candles
  • Partially forming candles
  • Or a hybrid approach

would greatly help developers design robust systems.

Looking forward to clarification.

Thank you.