Historical data API

muke5hy
Hi,
I am trying to download historical data for back testing. In this process currently I am requesting API if data is available it give else returns empty data.

Is there a way to find out if instrument has data in particular time frame.
eg. I would need to know instruments time frame data present in Minute, 3 minute, 5 minute, 10minute, 15minute, 30minute, 60minute and day.

This way I'll be requesting only for available data.
  • Kailash
    @muke5hy If an instrument has minute data, that means it will have all the time frames available.
  • muke5hy
    Thanks @Kailash but I wanted to know instrument's inception date. For example an instrument might have opened its IPO in 2015 so before 2015 its data will not be there.

    Is there any method through which I can get this info.
  • Kailash
    @muke5hy Unfortunately, we don't have this data. Let me see if there's a solution for this.
  • muke5hy
    @Kailash what is a time frame of the data currently we can download ?
    1. Is it available from 2010 for minute , 60minute.
    2. Do I assume if minute data is available then 60., 30, 15, 10, 5 will also be there?
    3. I needed day data of 2006 is it available ?
  • Vivek
    @muke5hy Minute data only available for last few months and only day data is available for a last ten years.
  • muke5hy
    @vivek Thanks for ans, can you please also ans.

    2. Do I assume if 1 minute data is available then 60., 30, 15, 10, 5 will also be there or vis-versa
    3. Is last few months is last 12 months or 24 months ?
  • Kailash
    2) Yes.
    3) For F&O, it's just the expiry period. If you have the instrument_token for older expiries, you should be able to pull the data (unfortunately, we don't have the old instrument_tokens exposed via the APIs).
  • muke5hy
    Thanks kailash.
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