Query regarding expiry of futures contracts and returned value of daily candle on kite platform

Santosh

Hi, I was querying candles (http://get) for EURINR17JULFUT. My parameter was:

currentDate = currentDate();
previousDate = currentDate.addDays(-720); //wanted to see how data is returned for a 2 year period
getValue("historical","day",previousDate.toString("yyyy-MM-dd"),currentDate.toString("yyyy-MM-dd"));

-----------------------------------------------------------------------------------
The received starting data was:

"2016-12-20T16:09:00+0530"
"72.5"
"72.5"
"72.5"
"72.5"
"1"

"2016-12-21T17:37:30+0530"
"72.5"
"72.5"
"72.5"
"72.5"
"0"

and thereafter it followed till

"2017-01-09T17:39:50+0530"
"72.5"
"72.5"
"72.5"
"72.5"
"0"

"2017-01-10T13:54:00+0530"
"72.5525"
"73.8"
"72.5525"
"73.7"
"12"

But If I query EURINR17NOVFUT, I get only 1 data
"2017-01-25T11:39:00+0530"
"77.7"
"77.7"
"76.5"
"76.5"
"10"
-----------------------------------------------------------------------------------

It might not seem of much consequences, but this inconsistency can create problem with our analysis system and a few other things which we determine from the beginning of a contract. Can you let me know, how the futures contracts life-cycle data is stored in kite and provided.

Can you confirm following things I which observed:
1. Kite data-storage stores futures data of a month if any transaction has taken place in that month
2. If no transaction has taken place....no storage is allocated.
3. In Indian market a futures contract picks momentum in last three months of its life cycle.
4. So lets say in 12 months life cycle if no transaction has taken place for 7 months....it is not available
5. in the last month or some month of your choosing the empty months are filled with previous months data.

This understanding is important for us to discard non relevant data in our calculation. Please confirm.

sujith

Hi @Santosh,
Historical data fetch on Kite Connect is based on instrument token and exchange re-uses token after its expiry, Hence we are not providing historical data for expired contracts.
We are coming up with a feasible solution for this soon. We will announce it on the forum once it is up.

Yes, Kite Connect Historical data is built based on tick data received from the exchange.
If there are no trades on a scrip then there will be no candles.