By any change does anyone have historical lot size of stock futures for the past 5 years? I see the lot sizes change once in a while (not frequently though). If we use the correct lot size then the back testing results would be more accurate. For example INDUSIND lot size was 400 until June and then it was increased to 800.
Thanks. Already went through the same. But bhavcopy does not have the lot size information. At least the recent ones I downloaded does not have that information.
You can go through this thread on tradingqna or find it for historical bhav copy.