Using instrument token to store historic data has issues

ashwin_tay

I was under the impression that all scrips has their unique instrument token.

Last week I update my instruments from Zerodha and comparing it with this week there is a mismatch

Last week
instrument_token exchange_token tradingsymbol
9595650 37483 BANKNIFTY1930726000CE

This week
instrument_token exchange_token tradingsymbol
11283714 44077 BANKNIFTY1940430100CE

Now if you see the kite application
BANKNIFTY1940430100CE (APR Weekly expiry) has the exchange token of march month first week expiry instrument_token.

https://kite.zerodha.com/chart/web/ciq/NFO-OPT/BANKNIFTY1940430700CE/9595650

Even in the network tab of the console, the same number shows.

These are the 15min candles fetched for 29-03-2019
"candles":[["2019-03-29T09:15:00+0530",705.35,723,511.05,588.9,8540],
["2019-03-29T09:30:00+0530", 588.9, 588.9, 462.6, 514.9, 8640],
["2019-03-29T09:45:00+0530", 514.9, 530, 490, 521.8, 1440],
["2019-03-29T10:00:00+0530", 521.8, 521.8, 480.05, 508.95, 1180],
["2019-03-29T10:15:00+0530", 508.95, 508.95, 476.55, 493.8, 1140],
["2019-03-29T10:30:00+0530", 493.8, 493.8, 445.95, 466.85, 4100],
["2019-03-29T10:45:00+0530", 466.85, 482.5, 445.95, 463.4, 3200],
["2019-03-29T11:00:00+0530", 463.4, 509, 460.5, 503, 2840],
["2019-03-29T11:15:00+0530", 503, 533.4, 497.45, 505, 2140],
["2019-03-29T11:30:00+0530", 505, 517, 500, 507.75, 520],
["2019-03-29T11:45:00+0530", 507.75, 530.25, 505, 530.25, 940],
["2019-03-29T12:00:00+0530", 530.25, 530.25, 505.35, 521.75, 180],
["2019-03-29T12:15:00+0530", 521.75, 521.75, 466.25, 487.05, 800],
["2019-03-29T12:30:00+0530", 487.15, 524, 485.75, 513.3, 1720],
["2019-03-29T12:45:00+0530", 513.3, 531, 509.1, 519.4, 640],
["2019-03-29T13:00:00+0530", 519.4, 526.1, 490.05, 515, 940],
["2019-03-29T13:15:00+0530", 515, 570, 515, 530, 1620],
["2019-03-29T13:30:00+0530", 530, 563.5, 525.6, 555.85, 260]]

These are the 15min candles thats supposed to be fetched for 29-03-2019
"candles": [["2019-03-29T09:30:00+0530", 264.95, 264.95, 201, 226, 302600],
["2019-03-29T09:45:00+0530", 225, 239, 215.85, 230, 136860],
["2019-03-29T10:00:00+0530", 229.8, 234.5, 210, 225.1, 115900],
["2019-03-29T10:15:00+0530", 225.1, 225.5, 212, 217.2, 73540],
["2019-03-29T10:30:00+0530", 216.5, 218.4, 195.3, 206.45, 93840],
["2019-03-29T10:45:00+0530", 206.4, 215.4, 195.55, 209.45, 68640],
["2019-03-29T11:00:00+0530", 207.85, 229.8, 207.35, 227.5, 82220],
["2019-03-29T11:15:00+0530", 227.5, 241, 222.05, 225.75, 95920],
["2019-03-29T11:30:00+0530", 225.75, 233.5, 220.15, 228.1, 45080],
["2019-03-29T11:45:00+0530", 228.1, 239.7, 224, 234.5, 48940],
["2019-03-29T12:00:00+0530", 233, 234.55, 224, 228.8, 44460],
["2019-03-29T12:15:00+0530", 228.8, 228.8, 205, 216.55, 112800],
["2019-03-29T12:30:00+0530", 216.55, 234.3, 214.25, 228.5, 60100],
["2019-03-29T12:45:00+0530", 228.5, 238, 222.2, 231.45, 73800],
["2019-03-29T13:00:00+0530", 231.45, 234, 215.05, 229.15, 78580],
["2019-03-29T13:15:00+0530", 229.15, 252.9, 225.75, 235.3, 179760],
["2019-03-29T13:30:00+0530", 233.9, 251.65, 233.05, 243.55, 80820]
]

rakeshr

@ashwin_tay
The exchange re-uses the tokens once expired so you can't store tokens for expired instruments.
We will recommend you to fetch instrument list daily or post expiry date, check instrument file here.

RA9243

@rakeshr in that case, could you propose a good method to store data in db for long historical datastore. Is a combination of excange and tradingsymbol unique?

rakeshr

@RA9243
Yes,exchange and tradingsymbol (eq: NSE:SBIN) remains unique until there is symbol change corporate action.

RA9243

@rakeshr Thanks