Today I had executed some trades on ELECTROSTEEL CASTINGS wherein I have observed Incorrect High and low values on tv.dhan.co.
At 3:28 PM my multiple buy orders had got executed where the lowest buy order limit order which got executed was at 193.06 but at https://tv.dhan.co/ on 1 min timeframe at 3:28 PM the High was at 194.70 and the low which is displayed is 193.70.
Now here comes the question if the data was indeed correct my order would never have been executed at 193.06 since the low displayed was at 193.70.
The exchange processes millions of transactions, making it unfeasible to send all data via individual ticks. As an industry standard, a snapshot of a tick is sent by the exchange to the data feeds or market tick-by-tick data. This per-second tick is one of many hundreds that occur every second on the exchange.
Therefore, it is possible that your order may be executed at a certain price without that price being reflected on your screen. This just impacts the chart formation and not the actual order execution. We have explained this in our post here.
