Missing historical data

Historical data for the following NIFTY indices are not available (but available in third-party charts).

Note: SYMBOL: Instrument token

NIFTY100 EQL WGT: 271881
NIFTY50 PR 1X INV: 259081
NIFTY GS 10YR: 269065
NIFTY100 QUALTY30: 272393
NIFTY GS 11 15YR: 269577
NIFTY100 LOWVOL30: 272137
NIFTY GS 4 8YR: 268553
NIFTY GS 10YR CLN: 269321
NIFTY GS 8 13YR: 268809
NIFTY MIDSML 400: 266505
NIFTY200 QUALTY30: 265737
NIFTY50 EQL WGT: 271625
NIFTY100 LIQ 15: 267785
NIFTY MID LIQ 15: 270601
CPSE INDEX: 258313
  • rakeshr
    We don't store data of few indices(list as stated by you), only live feed is available. You can use kite ticker and store them at your end for future reference.
  • vijoeyz
    @rakeshr Thanks. But there has to be some reason, or policy, as to why these data not stored? At the moment, it does not make sense to me!
  • sujith
    For many of these instruments, we were not capturing live market data from the exchange. We added them recently to Kite Connect.
  • vijoeyz
    So going forward, historical data for these indices can be expected? I also remember you have a data vendor. So, can these not be collected from them and make available?

    I need is an approximate timeline on:
    1. When the data is available, how far back in time would these go?
    2. If data can't be collected from data vendor, since when have you started collection & when these can be retrieved via the API?
  • vijoeyz
    Your suggested solution of storing these at my end is sub-optimal for reasons we all know: network bandwidth/disruption. These data won't be as reliable as the historical. Locally collected data will also be out of sync with bhavcopy.
  • sujith
    We don't have any data vendor as of now. We record ticks and form candles at our end. I will check with the data team if they can capture data from now on.
Sign In or Register to comment.