/instruments/historical/:instrument_token/:interval returns historical OHLC data for futures expiry contracts. But it does not return last price of historical data. Often day closing is different than last price. market takes weighted average as closing which often differs from last price. I want last price for expired future contracts in continuous=True mode. Kindly add the functionality in API. such data is provided in bhavcopy.
BHAV copy close price is average of last 30 mins. BHAV copy also gives last traded price which is last price of the day. but kite api does not give LTP of historical data. i hope u r getting my point. closing price is often very different from ltp.
@rakeshr@sujith Please consider this as feature request. historical daily LTP data is a must for any decent positional backtesting strategy. Daily closing price is bogus price useless for any backtest purpose. You have suggested that I can store daily LTP at my end. But what if I want it for historical period? The whole point of paying a decent subscription fee particularly for historical data is that it at least provide basic things. daily LTP is most fundamental thing there should be in a historical data API. I wonder why I am the only person complaining about this issue and why it bothers nobody else.
And I guess you dont even require much coding effort because if you taking prices from BHAVCOPY, bhavcopy already provides daily LTP data. Kindly consider this as must be done feature request.
@kavanlimbasiya@sujith@rakeshr I too wanted this. I want to test my algo on historical data and there is no way for me to back test without last_price of historical data.As you said building upon LTPs on quotes in my local db and wait for so many days to build up the sample data takes eternity :-)
This thread is so old and I am surprised why nobody is asking for it.
And I guess you dont even require much coding effort because if you taking prices from BHAVCOPY, bhavcopy already provides daily LTP data. Kindly consider this as must be done feature request.
This thread is so old and I am surprised why nobody is asking for it.