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In this Discussion
July 2018
rakeshr
Historical VWAP and Historical Future OI data
Abhishek Gupta
July 2018
in
Python client
Hi
@sujith
,
Do you provide Historical VWAP data of equities ?
Also, do we have historical OI data of expired future contract ?
Thanks and Regards,
Abhishek Gupta
rakeshr
July 2018
@Abhishek Gupta
No, Historical data APIs contains, OHLCV data not VWAP or OI data.
For futures expired contract, you can get day candle OHLCV data, by
setting continuous param
.
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No, Historical data APIs contains, OHLCV data not VWAP or OI data.
For futures expired contract, you can get day candle OHLCV data, by setting continuous param.