Historical data start for all instruments


Can you provide accurate start dates for all historical data. For instance you said in a previous mail that you had 'day' data for the last couple of years but I cannot pull it for the NIFTYBANK previous to 2015-01-01.

curl 'https://api.kite.trade/instruments/historical/260105/day?from=2014-12-15&to=2014-12-30&api_key=1111111
{"status": "success", "data": {"candles": []}}

I understand that you constantly add more data for all the instruments but it would be nice to know what we have access to instead of trial and error. Is that possible right now?

  • Kailash
    Hi @traderx -- The issue is that exchanges change the instrument tokens every expiry. So token 260105 only refers to a certain period. If you have the previous tokens (this is obtainable from contract files), you should be able to fetch the data.

    In the meanwhile, we're working on abstracting this away and making F&O tokens continuous, but this will take some time.
  • traderx
    So how would I get 10 year data for the NIFTY? I dont have the previous instrument tokens.
  • traderx
    I think its only fair that you dont put the onus on the customer to figure out previous inst tokens considering this is a paid service and on your website you state pretty explicitly that you provide "HTTP/JSON API for accessing historical (OHLC + volume) data dating back several years."
  • Kailash
    @traderx If you're referring to NIFTY 50, the token doesn't change. For F&O, it does. I understand your concern and we're working on procuring this data and making it available as fast as possible.
  • ishwarm
    ishwarm edited June 2016
    Hi @Kailash , by making F&O tokens continuous for historical data, you mean for any given day, the price shown for the instrument will be the same as that of the corresponding contract with the nearest expiry, right? By when can we expect this?

    And for now, to get started with the historical data API, can we simply have a CSV dump of the historical instrument tokens? I am mainly interested in NSE CDS instruments for historical data.

  • Kailash
    Hi @ishwarm - That's correct.

    Let me speak to the data team about producing a dump.
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