How to download daily open close data for future contract daily level data for last 5 years? My strategy is buy today and close tomorrow. Son the expiry data I want to get the data for Next Month cycle. Eg. For Infy contract, I want to get data for the month of November till 28 Nov and on 29th Nov Expiry day I want to the data of Dec Series and Not Nov Series. Because if I buy future on 29th Nov of Nov Series I can sell it on the 30 Nov. Hence I need to Buy Dec series.