What does continuous data mean for weekly expiry ?

anshul291995

I have a certain requirement for backtesting. I want to backtest my algorithm against the closest expiry for calls and puts. How can I achieve this?
For example: I want to use 20th May expiry while backtesting data from 14th to 20th and 13th May expiry while back testing data before 13th. How is this possible ? The instrument id for 13th expiry is not present( as it has expired). Any possible workaround for this?

rakeshr

against the closest expiry for calls and puts. How can I achieve this?
The instrument id for 13th expiry is not present( as it has expired)

Continuous data is available only for the futures contract, not for option contracts.

anshul291995

Understood. Any way I can access data for options contract that has expired ?

rakeshr

Any way I can access data for options contract that has expired ?

No, not using Kite connect APIs. But, you may consider getting it from any of the data vendors available outside.

anshul291995

Thanks, I will explore this.