These are probably one of the most asked queries to brokerages,
Q1) I placed a limit/SL order which got executed, but I don't see that price on any charts be it on my trading platform(NEST or any other), NSE website, Yahoo, amibroker, or anywhere else. So is there a problem with the trading platform?
Q2) The price on charts and depth of market, never hit the price at which I placed my order, but my order got executed, why is this?
First thing to remember is that in India all trades are executed on the exchange, there are no dark pools like in some of the developed markets. So if there is an order you placed which got executed, you can cross check the same with the exchange end of the day and you will see your executed trades.
So why don't you see your price on the chart?
Something for you to know:
Tick Data: Market data that shows price and volume at every print, it also includes information about every change to the best bid and ask.
In a single trading day, there are millions of such ticks recorded (remember this also includes change in best bid and ask prices) and it is technically not possible for any trading platform to show all ticks, especially live and on a normal broadband internet connection.
If you really want to see all the ticks, NSE does have Tick by Tick data feed which is a lot more expensive than the normal data feed, and will have to be subscribed to through any of the authorized NSE data vendors (Not all of them give you tick by tick data). Also to be able to make best use of this tick by tick data, you should ideally be on the NSE collocation which would mean that your systems are inside NSE itself, so that accepting all the millions of ticks will be quite efficient.
Tick by Tick data is usually what professional High Frequency and Arbitrage trading firms use, don't think there is anything much a normal retail trader can do with it.
Coming back to the question,
All trading and charting platforms will display only 1 tick per second on a chart, whereas there could actually have been hundreds of ticks in that 1 second. Since you are seeing only 1 tick on the chart, it is quite possible that you don't see your SL or limit price that got executed on the chart (be it on NSE, yahoo, NEST, or anywhere else).
But as said earlier, if a trade is executed you can be rest assured that the price was printed and it can be reconfirmed on the NSE Trade verification module within 5 days from when it was executed and you could also see the day's range on the daily Bhavcopy and you will see your SL/Limit price within this range.