Poor data quality

dexter31

Im trying to get some historical data(for which I've subscribed). The simplest of it is to get volume data for indices. This fails with volumes reported as 0. See snippets below

fr = datetime.strptime('2022-01-01', '%Y-%m-%d')
to = datetime.strptime('2023-01-01', '%Y-%m-%d')
crsldx = 268041

history = kite.historical_data(instrument_token=crsldx, from_date=fr, to_date=to, interval='day')

Outputs :

{'close': 15432.8,
'date': datetime.datetime(2022, 12, 28, 0, 0, tzinfo=tzoffset(None, 19800)),
'high': 15468.15,
'low': 15363.65,
'open': 15390.55,
'volume': 0},
{'close': 15485.2,
'date': datetime.datetime(2022, 12, 29, 0, 0, tzinfo=tzoffset(None, 19800)),
'high': 15517.45,
'low': 15307,
'open': 15370,
'volume': 0},
{'close': 15448.85,
'date': datetime.datetime(2022, 12, 30, 0, 0, tzinfo=tzoffset(None, 19800)),
'high': 15581.95,
'low': 15425.65,
'open': 15557.75,
'volume': 0}]

MAG

@dexter31
268041 is the instrument token for Nifty 500 index.
NIFTY 500,268041,1047,0.0,NSE,NIFTY 500,0.0,0.0,EQ,INDICES,,0

Indices are not traded directly ever on any exchange. What are traded are the derivative instruments based on the indexes. These derivatives instruments are available in the futures and options segment.

Therefore, if you retrieve live tickdata or Historical OHLC data for any index, the volume will always be zero.

Also nifty 500 is a composite grouping index and if you check the instrument list you will find there are no derivative instruments in either futures or options segment available for trade. The only index based derivatives available to trade are BANKNIFTY, FINNIFTY, MIDCPNIFTY, NIFTY.

Instead of commenting on poor data quality, you need to work on your poor market knowledge.

dexter31

@MAG "No Thanks" - for the primer on the market. In the world outside - it is a field called information modelling. Information modelling and trading are two separate topics. Instead of quoting hyperboles like "will always be 0" it is perhaps better to say that it is 0 within this environment.

MAG

ROFL, This is what I heard - I am an entitled highly educated jackass with an overinflated bloated ego and I think I am smarter than everyone else. Therefore while I can go insulting others, no one is allowed to question me or I will use fancy word salad that even I myself so not understand to show the other person down or just to stir a meaningless debate.

Have a good day sir.

dexter31

Priceless insights into your innerworking. Was a fund read.