I was playing around with the new Kite API and was trying to get futures price data to do some analysis and got stuck on an issue, hope someone can help.
I've noticed that the futures which have already expired are not listed in the response to 'GET /instruments' API call, making it hard if not impossible to get historical prices of already expired futures.
To elaborate with an example, I made the 'GET /instruments' call in June and got a list which has the fut 'NIFTY16JUN' row, since it was still active back then. When I make the call now, it is no longer present in the list.
From the instruments.txt from June the 'instrument_token' for 'NIFTY16JUN' is 12314370. I can make the 'GET /instruments/historical' call with this token it gives me the historical data, even today, after that contract expired. This tells me that the data is still stored, just that I had to find out the right 'instrument_token'.
Now the problem is I want to get historical data for futures which have already expired going back about a year, but the instruments.txt no longer has their tokens. How do I get around this?
