RTD 1.6 setup with Zerodha Nest Trader successfully done. I have set Ami setting as "Start Time of Interval", however, backfill data from NEST starts from 0916; therefore, first 5-min candle is built with only 4 1-min candles (0916, 0917, 0918, 0919), and there are differences in several candles vis-a-vis' Zerodha PI. Even if I set Ami setting to "End Time of Interval", first 5-min candle (09:19:59) is built with only 4 1-min candles (0916, 0917, 0918, 0919).
How to get all 5 candles in first 5-min candle, with RTD Backfill data? Am I making any stupid mistake?