pulling historical CDS pair data

itsram90

Hi,

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 ?

thanks
Ram

rakeshr

@itsram90
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

@itsram90

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.