Historical data returns incomplete datasets

ramatius

Hi,
I've cached the instruments list for Jan23 and am downloading the historical NIFTY options data. But the API is returning me only monthly expiry data, that too mostly for Dec23! No weekly options data at all. No monthly data for Jan23 either.

Cached instruments list - https://quantindia.in/misc_afjhauweroiuafdlkjqew/instruments_2023_01_25.csv

Downloaded consolidated NIFTY options data between 01Jan23 and 15Jan23 - https://quantindia.in/misc_afjhauweroiuafdlkjqew/fno_2023_01_01_09_15_00_2023_01_15_15_30_00.csv

Same issues seen on every month in 2023. Haven't tried for 2022 yet.

What I am naturally expecting, is to get all available NIFTY weekly and monthly expiry data across all strikes trading at that time.

Pls review this and advise. Thanks.

Regards,
Ramakrishnan S
quantindia.in

rakeshr

What I am naturally expecting, is to get all available NIFTY weekly and monthly expiry data across all strikes trading at that time.

Continuous data is only available for the futures monthly expiry for the day interval.

ramatius

Is there a page where the detailed description of what data is available and what is not, is given? If yes, pls share the link. If not, pls create one. Thanks.

sujith

You can refer to the documentation here.