pulling historical CDS pair data


for my research i want to pull historical data for INR-USD, the way i know till now is , get the data for every futures contract during their named active month duration and append them together . for ex.
USD INR Oct Fut -- Oct month data
USD INR Nov Fut -- Nov month data

is their better way to pull complete historical data for any currency pair ?

  • rakeshr
    Are you looking to get an instrument_token for CDS contract?
    You can fetch entire trading CDS contract from instrument dump.
  • sachin_dp1942
    Hi Rakesh, For backtesting i need USDINR futures historical data for last 5-10 years for every month. For example , now current month is Nov,2019 but i need data for USDINRJan2019 for Jan 2019 or USDINRJAN2018 for Jan 2018.Is it avalaible using KITE historical APIs? if yes, where can i get those futures symbols list.
  • sujith
    We provide only day candle data for expired future instruments. You can check the documentation to know more.
  • sachin_dp1942
    So 15 minutes candles intraday data is not avaliable ? right.
  • sachin_dp1942
    for underlying USDINR , is intraday 15 min trading data available?

  • sujith
    We don't provide data for currency spot. We only provide data for future instruments.
  • itsram90
    @sujith ihope you understand what we are looking for here.
    we are looking for futures continuous data for backtesting 5 min and 30 min for last two years
  • rakeshr
    we are looking for futures continuous data for backtesting 5 min and 30 min for last two year
    As stated herein doc, continuous data for an expired contract are only for NFO and MCX FUT contracts not for CDS contracts.
    But we do provide regular intra-day data for around 1 yr for active CDS FUT contract.
    Eg.Contract - USDINR19DECFUT
    Intra-day available since - 2018-12-27.
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