Missing historical data for some single stock futures for trade dates: 5th May, 8th May and 9th May

smalgotrader edited May 2023 in Python client

I have been downloading and saving the historical 1 min data for stocks in F&O universe. I am also saving down the intraday data for futures on these stocks. Last few days, I have been facing issues of missing data on Futures side. There are total 188 stocks currently in F&O segment. But the futures data availability for last few days is as below:
- 5th May: 141 Stocks
- 8th May: 159 Stocks
- 9th May: 148 Stocks

Any idea why is the data missing for so many stock futures ?

  • sujith
    Are you sure the missing ones are liquid instruments? can you give example of couple of instruments whose data is missing?
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