Can KiteConnect API be used to backtest options using Python

1. Does the KinectConnect API have the historical options prices (Strikes, Premiums, Greeks) ?
2. Does it have historical RSI(and other popular indicators) Values for every day?

Has anyone here used it for Options backtesting? Is it any good for this purpose?
  • sujith
    We don't provide data for expired options instruments.
    We only provide OHLC data, you can do the calculations at your end for backtesting.
    You can check out more about the historical data API here.
  • vijaynair
    vijaynair edited August 2022
    Thank you for the response @sujith . Im getting back to kite connect.

    So there is no historical options data for expired Options contracts, but we can get historical data for expired futures contracts. Is this correct?
    This is where continuous API comes in which works for NFO and MCX futures contracts. Given a live contract's instrument_token, the API will return day candle records for the same instrument's expired contracts. For instance, assuming the current month is January and you pass NIFTYJAN18FUT's instrument_token along with continuous=1, you can fetch day candles for December, November ... contracts by simply changing the from and to dates.
    SRIJAN edited August 2022
    @vijaynair ,

    Yes,you can get data for expired future contracts by using continuous historical data API.
  • vijaynair
    vijaynair edited August 2022
    What about historical expired options data? Any suggestions :)
    KiteConnect doesn't provide data for expired options.

    You have to contact any exchange registered data vendor.
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