options historical data

@sujith, how to get options historical data?
  • sujith
    You can just pass the instrument token and specify from and to date as mentioned here.
  • Guhan
    @sujith, I tried but didn't get premium values for respective strike prices
  • sujith
    Can you paste the params you are passing and mention which Kite Connect client are you using?
  • sujith
    You may also let us know the raw error response from the server.
  • Guhan
    @sujith, I am using kite 3.0, already running a strategy for more than a month in kite 3.0 and its performance is very good and latency got reduced considerably, thank you for this upgrade. Only thing that is being missed - improvement in websocket on_order_update(for BO type).

    Coming to the topic of discussion below are the params I passed to get EOD premium data for SBIN17MAY300CE 23/05/17

    from_date = 2017-05-23
    to_date = 2017-05-23
    instrument_token='22709762' #ins_token of SBIN18MAY300CE
    interval = day
    continuous = True

    below is the data I got,
    [{'volume': 83127000, 'high': 296.1, 'low': 287.7, 'date': datetime.datetime(2017, 5, 23, 9, 15, tzinfo=tzoffset(None, 19800)), 'close': 289.2, 'open': 295}]

    I think the data I got is EOD equities OHLC.
  • sujith
    Hi @Guhan,
    Glad to hear that from the users :) . BO order_updates has changed. We made some changes this weekend. Now users will receive second leg order details also in the order updates.
    @botany02, I think this was the feature you were waiting for.

    We don't have historical data for expired options instruments. We only have continuous data for futures instruments. I think data returned was empty json when I tried with the above params. Are you sure you received the above data?
  • Guhan
    @botany02, yep thats the one, I will check it shortly
    @sujith, below is the code that I used, also I have attached a screen shot

    print kite.historical_data(instrument_token='22709762',from_date='2017-05-23',

    [{'volume': 83127000, 'high': 296.1, 'low': 287.7, 'date': datetime.datetime(2017, 5, 23, 9, 15, tzinfo=tzoffset(None, 19800)), 'close': 289.2, 'open': 295}]

  • prmramit
    Hi, is it possible to get historical Option strikes data of active (not expired) contracts ? current expiry ?
  • sujith
    Yes, we do provide historical data of live options instruments.

    PS: Please create a new thread. Don't hijack other threads as the discussion gets hidden and some other person who is looking for the same will not be visible.
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