Need historical option instrument ids

ankit585
Hi ,
I was doing some backtesting on some option strategies. Issue is that instruments API only returns Options scripts valid for future. Would it be possible to get these identifiers for last one year for NIFTY 50 ? Without these its impossible to backtest Options related algos.
Thanks
  • rakeshr
    @ankit585
    No, we don't provide continuous data for option contracts, it's available for future contract only.
  • ankit585
    Guys I don't mean continuous data. I mean instruments corresponding to various strikes for last few months. Example Nifty 11500 June PE .. I can't find these in instruments api call.
  • sujith
    @ankit585,
    These instrument tokens can repeat after an instrument expires. Unfortunately, this is how exchanges work. For example, let us say NIFTY 19 JUL FUT has 3456 the same token can be used by NIFTY 20 JUN FUT or BANKNIFTY 20 JUN FUT. Hence it is not advised to use the instrument tokens to store your data. You can use the combination of exchange and tradingsymbol.
    Having said that, I am not sure why you are looking for older instrument tokens. Can you elaborate more?
  • ankit585
    ankit585 edited July 19
    @sujith ,
    So basically I need to check/download Intraday historical data for some option instrument for last one year. Issue here is for using historical API I first need the instrument id .But I can't seem to get that now. Is there any alternative ?
    Thanks
  • sujith
    No, we don't offer intraday historical data for options instruments.
    We only provide historical data for futures instruments with day intervals for expired ones.
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