Hi @malay,
Historical API fetch is currently based on instrument tokens. Exchange reuses a token once contract expires. Soon we will provide historical data for expired F&O contracts.
@sujith I believe you guys have your own local cache of data. Can you please help get me NIFTY Futures' and option's last two years data. It need not be served via API; just give me a dump please. It's very urgent for me. Or can you please suggest any other way to get it? any other vendor may be? I am willing to even pay a fair amount for it separately. Please Help.
Hi @malay, Our priority has been revamp of core APIs. Once we complete this we will start adding new features. I am afraid we can't guarantee any timeline as of now.
The continuous data option gives only day candles. Do you not provide intraday data for futures? My primary objective is to get 5 min intraday candles for futures, but I don't get any data for previous months if even with continuous=1
In that case can you share "intraday tick / 1min Nifty Fut" data for Feb19 and March19 with 25Apr19 as contract expiry. Since it's current contract the "Instrument Token" is always available and since its previous months'; so would not breach regulations. Hope Zerodha business allows this!! Note: If not possible for 2 mts; 1mth will also do. Share on forum or Github or as is allowed. I am coding strategies and now need to back-test them before real trades.
@sagaranilganu Yes,you can fetch 1min candle for NIFTY19APRFUT from 01-02-2019 to 31-03-2019. You need to subscribe to historical data and request to date as 2019-03-31 and from date as 01-02-2019-02-01,check the documentation here.
Hi Thanks for valuable response. But it's far far too early to subscribe to APIs. I am building multiple strategies in "Python" and first need to back-test them before going for any real. It would be a great deal of help if I get at least 1 mth/15/10 days in csv format!!!
I am afraid we can't provide data in the csv format because of regulations. You can contact any of the exchange registered data vendor.You can only get day OHLC data from Nse website,here.
Hi @sujith I understand your positions. In that case any names on fingertips? Any idea about whether NSEpy providing free for "intraday - ticks / 1min"?? By far I see only day's OHLC. Pls direct me if possible that way. Anyways thanks!! Sagar@ActiveZerodhaTrader
Historical API fetch is currently based on instrument tokens. Exchange reuses a token once contract expires. Soon we will provide historical data for expired F&O contracts.
We can't share it via mail or drive as it has regulations around it.
You can check out globaldatafeeds or esignal.
Our priority has been revamp of core APIs. Once we complete this we will start adding new features. I am afraid we can't guarantee any timeline as of now.
Note: If not possible for 2 mts; 1mth will also do. Share on forum or Github or as is allowed.
I am coding strategies and now need to back-test them before real trades.
Yes,you can fetch 1min candle for NIFTY19APRFUT from 01-02-2019 to 31-03-2019.
You need to subscribe to historical data and request to date as 2019-03-31 and from date as 01-02-2019-02-01,check the documentation here.
Thanks for valuable response. But it's far far too early to subscribe to APIs. I am building multiple strategies in "Python" and first need to back-test them before going for any real.
It would be a great deal of help if I get at least 1 mth/15/10 days in csv format!!!
I understand your positions. In that case any names on fingertips?
Any idea about whether NSEpy providing free for "intraday - ticks / 1min"??
By far I see only day's OHLC. Pls direct me if possible that way.
Anyways thanks!!
Sagar@ActiveZerodhaTrader