Historical data

ayush

Hi, I cannot get minute level historical data of more than 2 years earlier of nifty50 stocks. Is anyone else facing the same issue? I need to test a strategy on it.

Imran

hii @ayush
1 minute ohlc data can be retrieved for only last 30 days.
for 15,30 minutes it can be for last 180 days.

rakeshr

@ayush @Imran
We don't provide accumulated 1-minute level data in single go for more than 30 days. Alternatively, you can run loop at your end and accumulate month wise 1 minute data and keep on adding it.
Something like this(for python client) for 2 years data:

#Assign month and date from which you want to start
calendar_month=datetime.datetime(2016,7, 12)
#loop for 24 months
for i in range(24):
     #keep increasing month to next month in every loop
     calendar_month=calendar_month+datetime.timedelta(weeks=4)
     #fetch Historical data
     historical_data=kite.historical_data(instrument_token=408065,from_date=calendar_month, to_date=calendar_month+datetime.timedelta(weeks=4), interval='minute', continuous=False)
    #Store above data in your database or which ever datastructure you want.
    #historical_data['date']
    #historical_data['high']
    #historical_data['low']
    #historical_data['close']
    #historical_data['volume']

ayush

Yeh like I am iterating month on month for the data. But cannot retrieve it for the time period before 2016.

rakeshr

@ayush
Equity Intraday minute data is available from Feb 2015.

ayush

Will check on that and let you know

Imran

@ayush
import datetime
import time
from kiteconnect import KiteConnect


tdelta0=datetime.timedelta(days=30)
tdelta=datetime.timedelta(days=29)

ak='xxxxxxxxxxxxxxxxxx'
asecret='xxxxxxxxxxxxxxxxxxxxxxxxxxxxx'

kite = KiteConnect(api_key=ak)
request_tkn = input("[*] Enter Your Request Token Here : ");
data = kite.generate_session(request_tkn, api_secret=asecret)
kite.set_access_token(data["access_token"])

interval = "day"


savedata={}
def get_historical_data(instrument_token):
return kite.historical(instrument_token, from_date, to_date, interval)

trd_portfolio={5633: 'ACC',6401: 'ADANIENT',3861249: 'ADANIPORTS',2079745: 'AJANTPHARM'}

for token in trd_portfolio:
f= open(str(trd_portfolio[token])+".txt","w+")
from_date=datetime.date(2015,2,1)
to_date=from_date+tdelta
for x in range(1,45):
print(x)
print("\n",from_date)
print(to_date)
records = kite.historical_data(token, from_date, to_date, interval)
f.write(str(records))
for x in records:
print(x)
from_date=from_date+tdelta0
to_date=from_date+tdelta
print(token)

the code above saves historical data and generates a separate file for each ...