I checked the Vwap values of Nest Trader 3.13 which are as follows for the 9:16 Timestamp
09:16:00 24850 24855 24816.5 24851.05 38000
Then I checked the Nest Trader 3.11 Data Table for the 9:15 Time Stamp which is given below.
BANKNIFTY17SEPFUT 14-09-2017 09:15:00 24850.0000 24855.0000 24816.5000 24851.0500 38000
Surprisingly there was no difference which you would see in the above two comparisons. How they are doing this only they can tell ..
What actually you pointed out can you elaborate as per your observation ?
09:16:00 24850 24855 24816.5 24851.05 38000
Then I checked the Nest Trader 3.11 Data Table for the 9:15 Time Stamp which is given below.
BANKNIFTY17SEPFUT 14-09-2017 09:15:00 24850.0000 24855.0000 24816.5000 24851.0500 38000
Surprisingly there was no difference which you would see in the above two comparisons. How they are doing this only they can tell ..
What actually you pointed out can you elaborate as per your observation ?
Download today's 1 min data using v 3.11 as Bank1 (replace ticker by Bank1) and you will get a chart for it in ami, take an image
and also
Download today's 1 min data using v 3.13 as Bank2 (replace ticker by Bank2) and you will get a chart for it in ami, take an image
Now try backfilling (manually, presuming you have missed a part of data in the morning, using Import Wizard) a part of Bank1 with Bank2, say for period 9.30 to 10.00 (1 min tf), take the image of that period
and similarly
backfill (manually, presuming you have missed a part of data in the afternoon, using Import Wizard) a part of Bank2 with Bank1, say for period 2.30 to 3.30 (1 min tf), take the image of that period
Now feel the difference in 1 min charts for the backfill time periods.
Just take a precaution
Change ticker name otherwise you will mess up your BANKNIFTY17SEPFUT chart
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In a similar way one may mess up 1 min charts, if backfilled using VWAP