Hi, I had fetched historical data for various exchanges but i found that while most stocks in nse and bse are complete i.e. they have "75" 5 minute candles for each day for a stock corresponding to 9:15 am to 3:30 am,nfo is mostly incomplete/partial.for eg NFO_ESCORTS20MAY600CE for 5th may 2020 contains data from 14:00 to 15:25 whereas NFO_ESCORTS20MAY600CE on 27th april 2020 contains data from 09:15 am to 03:30 am.so is'nt 5th may 2020 data incomplete or rather missing records.even if there is no trade,it should contain atleast null values in records or volume should be 0.
No, it is not incomplete. This simply means there were no trades for that instrument at that time. Since you are looking at the next month's contract of a stock option, this is entirely possible, considering these have low liquidity in the first place.
@sujith ok.hereafter,please fill up values as open,high,low,close as the last traded value and volume as 0 in such cases as it is easier to parse.this is a suggestion i wish to make.
@sujith the problem is like in the case of MCX.recently the trading hours were changed from around 09:00 to 23:30 to 09:00 to around 17:00.now,one does not know while parsing historical data,what were the trading hours during that day-for eg 4 years ago.one does not easily get historical trading hours in internet also.if i were to assume current trading hours as trading hours 4 years ago and i want to assume no trade and populate volume as 0 and Open,High,Low,Close as last traded value for a time slot say 17:30,that may not have been part of the trading hours at that time.this is the scenario i want to avoid.if you can't do that i suggest at least make available the trading hours for each exchange for each day part of the historical records.also,i suggest please make available what were the dates trading was open or what dates trading were closed(holidays) for different exchanges for different years just in case trading was open and no trades happened and so,no entry was recorded.
i suggest please make available what were the dates trading was open or what dates trading were closed(holidays) for different exchanges for different years
