Historical day end data for expired future contract

Rishant
I want to backtest my strategy over Nifty Futures data for past 5 years. I need data for all the historical futures contract. So for example, I need data for Nifty Futures March 2015 expiry, Nifty Futures April 2015 Expiry etc. etc.

Currently I dont know how to get insrument token for these contracts
  • sujith
    Hi Rishant,
    You cannot get historical data for expired contracts.
  • sameer
    Candles API discription:
    "HTTP/JSON API for accessing historical (OHLC + volume) data. Minute (1, 3, 5, 10 ...), hourly, and end-of-day data for plotting charts and backtesting your trading ideas."

    How somebody supposed to backtest if u cannot provide data for expired contracts ?
  • Vivek
    Vivek edited November 2016
    @sameer Once contract is expired its token might be re used by exchange for new contracts hence we also update the token and don't give historical data for expired contracts. We will check with our data team to see what can be done.
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