Generally, on weekly expiry dates, I save option data but I have seen a quirk in the delivery of data.
For eg (This example is based on live options)
Checking this NIFTY24APR22200CE for the date of 13th March 2024, I see:
That the first minute bar delivered is for 9:22
Can you guys confirm if this is because of no trades occurring between 9:15 and 9:22 or is this some issue from your end ?