I would like to bring to notice that they are so many data points missing in minute data and day data. I am bringing this following a large exercise of extracting minute and day day of NIFTY 100 stocks. Can the mods comment on this?
1. On my first attempt to obtain minute data from Historical data API on 05-04-2020, for example, PIDILITIND had data only from 02-02-2015 to present date (same true for all the other stocks in Nifty 50). 2. On my second attempt on 28-04-2020, the API returned data for the same PIDILITIND only from 03-18-2016 to present data 3. I also got repeated 404 error codes in subsequent attempts.
- Can you confirm if actually data is available for these stocks?
- Also, why there is there no official mention on the website about from when data is actually available? Isn't this one of the basic requirements for any historical data API?
In the first attempt, you must have tried with the PIDILITIND NSE instrument token. In the second attempt, you must have tried with the PIDILITIND BSE instrument token.
For the API response with 404, you will have to give us a sample request and response for us to investigate the issue.
Though we listen to ticks and generate candles at our end now. It was not like this earlier. The minute level data was investigated and back populated from multiple sources for multiple instruments. We had to inspect and populate the data. The data from different sources were not that clean. We did whatever was possible to extract the data and wherever we thought data is correct. Hence, we don't have the exact start date for the availability of historical data. In a broader sense, I would say for NSE instruments data is available from Feb 2015 (might not be true for few instruments). For BSE, intraday candles are available from 2016.
We have mentioned, regarding the availability of the data in the FAQs.
1. On my first attempt to obtain minute data from Historical data API on 05-04-2020, for example, PIDILITIND had data only from 02-02-2015 to present date (same true for all the other stocks in Nifty 50).
2. On my second attempt on 28-04-2020, the API returned data for the same PIDILITIND only from 03-18-2016 to present data
3. I also got repeated 404 error codes in subsequent attempts.
- Can you confirm if actually data is available for these stocks?
- Also, why there is there no official mention on the website about from when data is actually available? Isn't this one of the basic requirements for any historical data API?
Awaiting your kind response!
In the second attempt, you must have tried with the PIDILITIND BSE instrument token.
For the API response with 404, you will have to give us a sample request and response for us to investigate the issue.
Though we listen to ticks and generate candles at our end now. It was not like this earlier.
The minute level data was investigated and back populated from multiple sources for multiple instruments.
We had to inspect and populate the data. The data from different sources were not that clean. We did whatever was possible to extract the data and wherever we thought data is correct. Hence, we don't have the exact start date for the availability of historical data.
In a broader sense, I would say for NSE instruments data is available from Feb 2015 (might not be true for few instruments). For BSE, intraday candles are available from 2016.
We have mentioned, regarding the availability of the data in the FAQs.