MCX/CDS Historical data

rogerrajeev32
For trading in MCX options, I am looking to backtest in historical one minute candle.
MCX options are based on futures(which is based on NYMEX price) as mentioned in Varsity. But from what I read, Kite only provides day candle for historical data while using continuous option. Also, FUTs will not be have active data for T-2 months or before.

Is there anyway I can get histoical one minute data ? Just like how we can get for bank nifty while trading it's options.

Similarly can we get minute candle for CDS like USDINR ?
  • sujith
    We only have day candle data for futures instruments. We don't have intraday data for expired instruments on Kite Connect. You may have to contact some exchange registered data vendors.
  • rakeshr
    Also, FUTs will not be have active data for T-2 months or before
    The MCX FUT contract will have continuous data i.e day candle for more than 10 years from 2011 onwards.
    Similarly, can we get a minute candle for CDS like USDINR?
    Currently, we don't have indices for CDS and MCX.
  • rogerrajeev32
    @sujith @rakeshr Thank you. Some more question regarding GTT.

    Since BO is not supported any more and GTT is an alternative, Is there a possibilty to automatically place GTT after Entry order(instead of placing order and GTT separately), just like the how we can do the same in Kite Web platform?

    Kite web supports percentage for target and stop loss, is that possible in API ? or should it be calculated manually ?

    Is there anyway to implement Trailing stoploss in GTT?
  • SRIJAN
    SRIJAN edited December 2021
    @rogerrajeev32 No,you have to place entry order and gtt separately. You can write code to check if your entry order has been completed and then place a gtt. In api(even in kite web and app,you can't set target and stoploss as percentage if you place a gtt order separately). You have to calculate it and then place gtt. There is no direct trailing stoploss method. If you want to do this,you have to code it yourself.
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