Historical Data Retention

sylar

How long is historical data is retained for expired contracts? I am looking at one of the CDS-FUT contract with trading symbol USDINR20JANFUT which expired on 29th Jan 2020 and I can't find the historical data for it too. Can we keep historical data for at least 1 month period so that it can be fetched if required?

sujith

We provide historical data for expired instruments. You can check out the documentation here.

We provide day candle data for expired instruments.

sylar

@sujith - When is the expired instrument historical data removed? I am suggesting to remove historical data after 1 month period of expiration.

sujith

The exchange re-uses tokens once an instrument expires hence you won't be able to fetch data using the old instrument token since it would be pointing to some other instrument. This behavior is not consistent but randomly keeps happening often.

sylar

Can you confirm when is the data purged from system (number of days post expiry) so that we can be cautious next time?

sujith

It is not available after the expiry.

sujith

You will have to use continuous data feature to access the same.

sylar

but continuous does not gives intraday history data. Anyway to get intraday data for expired contract (within 1 week of expiry)?

rakeshr

@sylar

but continuous does not gives intraday history data.

Yes, continous data is available only for day candle.

Anyway to get intraday data for expired contract (within 1 week of expiry)?

No.Currently, we only provide day candle for expired contract.