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?
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.
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.
Can you elaborate, what is the meaning of assumptions regarding the roll dates?
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
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
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.