Do we get 5 or 15 min interval of past expired historical NIFTY options contract? If yes, can someone provide the python script to dynamically fetch the 15 min interval data for specified options contract. I am getting error primarily with nomenclature of the options contract. Thanks.
Zerodha, and other brokers, remove data for futures/options contracts after they expire. For futures, you may be able to get expired contracts data by using continuous futures. But for options, you'd have to buy that data. Thats what I did. From now on, I collect the current options data on expiry so I don't have to pay for it again.
Thanks Seth. It would be helpful if you can tell me from where I can buy the data. And do you collect all options contract data on expiry or only for those strikes which are relevant to your strategy? Thanks again !
