I'm looking to obtain historical options data, spanning 5+years, at granularity of at least 5min ticks (1min ticks would be best). I need NIFTY CE OI, PE OI, ATM CE, ATM PE, etc. Do you have suggestions on where we can get reliable historical data ? Since Kite API doesn't seem to provide it, are there other paid APIs or data sources that we can use ?
We do not provide historical data for expired option instruments. Historical data is available only for expired futures instruments, and that too limited to day-level candles. As an alternative, you may set up a WebSocket connection to capture and store tick data in your own database and then generate candles for the required timeframes on your end. Additionally, you may check with other NSE-authorised data vendors for access to expired instrument data. You can refer to the similar discussion here.
As an alternative, you may set up a WebSocket connection to capture and store tick data in your own database and then generate candles for the required timeframes on your end.
Additionally, you may check with other NSE-authorised data vendors for access to expired instrument data. You can refer to the similar discussion here.