I m trying to get historical futures data for BankNifty which are expired now. I see this option in REST api as query parameter. But how do we give it in kite.historical() function.
I thought of using the banknifty index data itself. But the volume seems to be 0 there. Any other way to get volume along with OHLC?
We will release an update for pykiteconnect which will support continuous chart data in a couple of days.
The new version of pykiteconnect is released, you can use it.