Historical options data

ramatius
Hi,
I understand that you don't provide historical options data (seen https://kite.trade/docs/connect/v3/historical/#continuous-data ).

Looks like you haven't figured out how best to provide a developer interface for the options data. I suggest you take a look at the breeze API being provided by icicidirect - they've solved this problem by explicitly asking for symbol, strike and expiry as input parameters.

See https://api.icicidirect.com/breezeapi/documents/index.html#historicalcharts

It would be great if zerodha adopts something similar and provide options historical data.

Regards,
Ramakrishnan S
quantindia.in
  • shirish
    I second the opinion above. Current Historical API is a pain to use. After subscribing one needs to logout and login again for it to enable else it throws "PermissionException" (this is not documented anywhere). After paying 2000/- upfront and painstakingly making the API work you end up realizing historical Options contracts can not be accessed. Thereby wasting both money and time. Please do look at above suggestion and improve the platform!
  • mrai748
    Hi there. I’ve written some code to fetch historical options data using a broker api. Smallest granularity is in seconds. This data is directly provided by icici, hence it is very reliable.

    Here's the GitHub link:
    https://github.com/madmay247/breeze-historical-options
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