I am planning to do some project for which I will need historic OHLCV data of Equity Common Stocks.I was going through the documentation and forum.I found answers to some of my queries but still, some of my queries are not getting answered.I am consolidating all the question here requesting Zerodha team or any experienced developer to help me on this.
Q1) What's the best way of downloading historical data from the inception of a particular stock? - Consider a scenario where I want to download historical price data of INFY from inception with 1 min interval frequency.After calculation, there will be 15,65,625 data points.So obviously I can't request this much data in a single HTTP request - What's the best way to do this?
Q2) Obvious answer to Q1 is, divide your requests in proper date range and download data in multiple requests but for this, I want to know the limits of the API like - What's the max time span can I specify for downloading historical prices (20 days, 1 month or year) - Or is it dependent on response payload 20 days data @ 1 min frequency = 20 * 375 = 7500 data points per response 20 days data @ 15 min frequency = 20 * 25 = 500 data points per response
Q3) From which year historical data is available? What's the inception date of data?
Q4) Can I request for stocks which are currently de-listed from the market
Hi @salman_dhariwala, Following are the time intervals for which a user can get historical data, 1min, 3min, 5min, 10min, 15min, 30min - 90 days 60min - 365 days day - 2000 days
Historical data (day candles) for NSE scrips are provided till 2005 and for BSE scrips till 2008. This is in general if you come across any scrip which doesn't have data you can inform us. We will check and back populate it if available at the source.
If a scrip is de-listed you can't get historical data as instrument token is not available in the instrument dump.
Following are the time intervals for which a user can get historical data,
1min, 3min, 5min, 10min, 15min, 30min - 90 days
60min - 365 days
day - 2000 days
Historical data (day candles) for NSE scrips are provided till 2005 and for BSE scrips till 2008. This is in general if you come across any scrip which doesn't have data you can inform us. We will check and back populate it if available at the source.
If a scrip is de-listed you can't get historical data as instrument token is not available in the instrument dump.
Thank you once more for your help in this matter