expired contracts instrument ID

Vaga
How can I get expired contracts instrument ID's? I used this link https://api.kite.trade/instruments?api_key=xxx to download instruments token ID. But this file has only active contracts. I need instrument ID's for expired contracts to perform backtest.
  • sujith
    Hi @vaga,
    Instruments tokens are reused by exchange once it is expired.
    If you are looking for historical data for expired contracts then you can use continuous historical data feature.
    Check out documentation here.
    You just need to pass
    continuous
    value.
  • Abhishek Gupta
    Hello, I am using the September banknifty future ticker (12865538).
    Kite api to fetch historical data - kite.historical(12865538, "2017-09-01", "2017-09-08", "60minute")

    I am trying to get Historical data for previous months using below but i am getting error in it.
    Can you please let me know how to use "Continious" function to get historical data of expired contract.
    kite.historical(12865538, "2017-04-01", "2017-09-08", "60minute",1)

    Thanks and Regards,
    Abhishek Gupta
  • sujith
    Hi @Abhishek Gupta,
    We don't have minute level data for expired contracts, you can get day's data.
    You can call like this,
    kite.historical(12865538, "2017-04-01", "2017-09-08", "day",1)
  • Abhishek Gupta
    Abhishek Gupta edited September 2017
    HI @sujith ,

    thanks for your reply

    Do Zerodha have any plan to provide minute historical data of expired contract in future ?

    Also i have tried below but getting following error:-
    kite.historical(12865538, "2017-04-01", "2017-09-08", "day",1)

    error
    TypeError: historical() takes exactly 5 arguments (6 given)

    Thanks

  • sujith
    Hi @Abhishek Gupta,
    It seems like pykiteconnect still doesn't support continuous charts feature. We will include it in next version.
    For now, a feasible solution would be to reimplement kite.historical() method at your end and add continuous = 1 as a new param to _get request.
    You can check out source code of historical method here.
  • Abhishek Gupta
    thanks @sujith but do Zerodha have any plan to provide minute historical data of expired contract in future ?
  • sujith
    Hi @Abhishek Gupta,
    We don't have minute data for expired contracts as of now. We may provide it in future.
  • Abhishek Gupta
    Hi @sujith
    Any update on below as you mentioned in your comment
    "It seems like pykiteconnect still doesn't support continuous charts feature. We will include it in next version."

    Please also let me know continuous data for option would also be available ?

    Thanks and Regards,
    Abhishek

  • sujith
    Continuous data is already available in pykiteconnect.
    Continuous data for options is not yet available, we will provide it in future.
    Please post new queries in new thread it might help others who are looking for the same.
This discussion has been closed.