Discrepancy Between Daily Pivot Points (Standard) and Official Chart Values on Dhan

APIs, Automation, Algos & Code
1

I’ve identified a consistent mismatch between the Pivot Point (Standard) values calculated programmatically using Dhan’s API and those displayed on Dhan charts (or TradingView integrated view).

Both use the same Traditional (Standard) formula:

PP = (High + Low + Close) / 3

However, the discrepancy arises from the High, Low, Close values returned via API versus those used internally by Dhan charts.

Observation:

  • Pivot Point (PP) for [example date: Friday, NIFTY 25850 PE]
    • Dhan chart PP: 84.40
    • API-calculated PP: 82.77
  • The difference suggests that the API’s “previous day” intraday data may exclude certain ticks (e.g., pre-open/closing auction) or the official daily candle (H/L/C) differs from the intraday aggregation.

Expected Behavior:

The H/L/C values returned by Dhan’s API for the previous day’s daily timeframe should exactly match those used on Dhan charts for pivot point calculations, ensuring consistent PP/R/S levels across programmatic and chart-based strategies.

Request:

Please verify if:

  1. The daily OHLC endpoint reflects the official exchange daily bar (including settlement close).
  2. The intraday data aggregation covers the full 09:15–15:30 IST session.

This will help maintain consistent pivot calculations and improve alignment between algorithmic and chart-based systems.

2

Hello @Tradehull_Imran sir, any help here pls?

3

Hi @cyberpunk_danny ,

Are you using 1-day data or minute data to calculate the OHLC?
1-day candles will return the accurate OHLC values