Historical Data for Options Contracts

jjena
Hi,

Does the historical API continuous flag support options contracts as well or only futures? Also what are the assumptions regarding the roll dates for continuous contracts?

Many thanks.
JJ
  • sujith
    We provide continuous data for only futures instruments and in day interval only.

    Can you elaborate, what is the meaning of assumptions regarding the roll dates?
  • jjena
    Thanks for your response.

    Re your follow up query - when I pass continuous=1, on which date is it decided that the API will return current contract price and not expired contract price. Is it the day after expiry? or the day of expiry? or the day the OI rolls into new contract? or some fixed duration e.g. 5 days before previous month expiry.

    Many thanks
    JJ
  • sujith
    Can you go through this thread once?
  • jjena
    Thanks, just did - doesn't answer my question though. It seems like this question was asked by a user on this thread here -

    https://tradingqna.com/t/what-are-continuous-futures-charts-that-i-see-on-kite/17317/38

    But I do not see any response. Is it possible to clarify please?

    Many Thanks
    JJ
  • sujith
    If you are sending a current month instrument token and the current month from and to date then you will receive the current month instrument data.
    If you pass the current month instrument token and send last month's from and to date then you will receive the previous month's current month instrument data.
  • jjena
    Thank you for your response.
This discussion has been closed.