continuous true gives wrong data?

waashi
With continuous option enabled data looks like equity data and not like derivative, is it wrong or some other calculation needs to be done?
Find an example below (output is truncated to show smaller date range):
Instrument:
22412546,87549,ITC19JAN330PE,,0.0,2019-01-31,330.0,0.05,2400,PE,NFO-OPT,NFO

continuous True:-
{'close': 290.65,
'date': datetime.datetime(2019, 1, 22, 9, 15, tzinfo=tzoffset(None, 19800)),
'high': 291.8,
'low': 286.2,
'open': 290.4,
'volume': 19281600},
{'close': 278.6,
'date': datetime.datetime(2019, 1, 23, 9, 15, tzinfo=tzoffset(None, 19800)),
'high': 295.45,
'low': 276.1,
'open': 291.9,
'volume': 77172000}
continuous False:-
{'close': 44,
'date': datetime.datetime(2019, 1, 22, 9, 15, tzinfo=tzoffset(None, 19800)),
'high': 44,
'low': 44,
'open': 44,
'volume': 2400},
{'close': 35.5,
'date': datetime.datetime(2019, 1, 23, 9, 15, tzinfo=tzoffset(None, 19800)),
'high': 36.5,
'low': 35.5,
'open': 36.5,
'volume': 4800}]
Tagged:
  • rakeshr
    @waashi
    We have informed the same to data team.
    We don't provide continuous data for options contracts,so we recommend not to pull the same.
Sign In or Register to comment.