How to get historical data for expired Futures I can't see instrument token for "HDFC17DECFUT" in "instruments()" list. I guess you are supporting historical data for expired futures and not expired options ?
I know how to get historical data. But to get historical data, one needs instrument token.
How to get instrument_token for expired futures ? For example, I can't see instrument_token for expired HDFC future "HDFC17DECFUT" in "/instruments/NSE". Can you please tell me instrument_token for "HDFC17DECFUT" ?
Hi @sujith I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expired contracts
Hi @sujith I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expited contracts
Thanks @sujith Please look into following two points also 1. Muhurat trading day minute data 2. Market traded on Saturday on 28th Feb 2015 for Budget day, but that data also seems to be missing
Can u confirm if that issue on your side or am I missing something while calling historical data API ? For example I see timestamp in format: 2017-11-14T09:15:00+0530
and I guess u have chnaged format to: 2017-11-14 09:15:00+05:30
Hi @sujith Just now checked again...I am still not seeing minute and day data for expired futures
1) When kite team expected to provide historical data for expired futures ? 2) Also are u providing continuous data for expired options also as description of "continous flag" says flag used for futures and options ("`continuous` is a boolean flag to get continuous data for futures and options instruments."?
Hi @sameer, We don't have minute level data for expired instruments. We only have day candles for expired futures instruments. We don't have historical data for expired options instruments. We will provide it in future.
@sameer, As of now, we don't have any plans for providing minute level data for expired instruments. Can you give an example for which you are not receiving data for expired futures instruments?
Hi @sujith , NF and BNF are two most highest traded instruments. For backtesting we need sufficient historical data.
Also, you have already resolved instrument token issue for day data for expired futures.
Please provide minute data for atleast two highest traded futures Nifty and Bank Nifty
You can check out documentation.
You reply is not clear to me.
I know how to get historical data. But to get historical data, one needs instrument token.
How to get instrument_token for expired futures ?
For example, I can't see instrument_token for expired HDFC future "HDFC17DECFUT" in "/instruments/NSE".
Can you please tell me instrument_token for "HDFC17DECFUT" ?
I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expired contracts
HDFC18JANFUT -> 11996418
I am sharing my observation here:
~ $ ======================== continuous=1 ========================
~ $ curl "https://api.kite.trade/instruments/historical/11996418/day?from=2017-09-01+09:30:00&to=2017-11-16+10:30:00&continuous=1" -H "X-Kite-Version: 3" -H "Authorization: token key:token"
{"status": "success", "data": {"candles": [["2017-11-13T09:15:00+0530",1700,1700,1700,1700,500],["2017-11-14T09:15:00+0530",1682.35,1682.35,1682.35,1682.35,500],["2017-11-15T09:15:00+0530",1675.8,1677.7,1675.8,1677.7,1500],["2017-11-16T09:15:00+0530",1682.15,1689.9,1680.7,1684,6000]]}}
~ $
~ $ ======================== continuous=0 ========================
~ $ curl "https://api.kite.trade/instruments/historical/11996418/day?from=2017-09-01+09:30:00&to=2017-11-16+10:30:00&continuous=0" -H "X-Kite-Version: 3" -H "Authorization: token key:token"
{"status": "success", "data": {"candles": [["2017-11-13T09:15:00+0530",1700,1700,1700,1700,500],["2017-11-14T09:15:00+0530",1682.35,1682.35,1682.35,1682.35,500],["2017-11-15T09:15:00+0530",1675.8,1677.7,1675.8,1677.7,1500],["2017-11-16T09:15:00+0530",1682.15,1689.9,1680.7,1684,6000]]}}
I tried to get values for HDFC current month futures from 9th Sept with continuous = 1 but I got data from Nov only(from when Jan18 series started) ... So I am not able to get data for expited contracts
I am sharing my observation here:
~ $ curl "https://api.kite.trade/instruments/historical/11996418/day?from=2017-09-01+09:30:00&to=2017-12-31+10:30:00&continuous=1" -H "X-Kite-Version: 3" -H "Authorization: token key:token"
{"status": "success", "data": {"candles": [["2017-11-13T09:15:00+0530",1700,1700,1700,1700,500],["2017-11-14T09:15:00+0530",1682.35,1682.35,1682.35,1682.35,500],["2017-11-15T09:15:00+0530",1675.8,1677.7,1675.8,1677.7,1500],["2017-11-16T09:15:00+0530",1682.15,1689.9,1680.7,1684,6000],["2017-11-17T09:15:00+0530",1713.75,1734.9,1710.05,1725.6,14500],["2017-11-20T09:15:00+0530",1718.05,1720.05,1708.1,1712.2,6000],["2017-11-21T09:15:00+0530",1721.5,1726.3,1712.05,1721.9,6500],["2017-11-22T09:15:00+0530",1725.45,1734.4,1725.45,1734.4,2000],["2017-11-23T09:15:00+0530",1725,1725,1725,1725,500],["2017-11-24T09:15:00+0530",1722.2,1727,1722.2,1722.3,3000],["2017-11-27T09:15:00+0530",1722.3,1722.3,1722.3,1722.3,0],["2017-11-28T09:15:00+0530",1742.45,1745.15,1740,1740.95,11500],["2017-11-29T09:15:00+0530",1740.95,1740.95,1740.95,1740.95,0],["2017-11-30T09:15:00+0530",1710,1710,1690.1,1693.45,24500],["2017-12-01T09:15:00+0530",1694,1694,1668.5,1675.35,65000],["2017-12-04T09:15:00+0530",1671.2,1697.95,1671.2,1692.9,36500],["2017-12-05T09:15:00+0530",1687.25,1700,1679.35,1692,33500],["2017-12-06T09:15:00+0530",1682.8,1683.65,1657.1,1663.45,47000],["2017-12-07T09:15:00+0530",1665.05,1672,1658.35,1671,26000],["2017-12-08T09:15:00+0530",1677.25,1696.5,1677.25,1693.35,31000],["2017-12-11T09:15:00+0530",1705.7,1728.2,1703.35,1722.4,52000],["2017-12-12T09:15:00+0530",1713.6,1723.55,1710.1,1722.3,21500],["2017-12-13T09:15:00+0530",1720.35,1728,1701.7,1710.75,36500],["2017-12-14T09:15:00+0530",1701,1719.6,1697.1,1714.95,42500],["2017-12-15T09:15:00+0530",1730,1747.2,1724,1735,102000],["2017-12-18T09:15:00+0530",1720.1,1752,1692.15,1729.55,106000],["2017-12-19T09:15:00+0530",1728.15,1731.05,1717.1,1720.9,204500],["2017-12-20T09:15:00+0530",1724.05,1729.75,1703.5,1707,778500],["2017-12-21T09:15:00+0530",1712,1718.5,1706.6,1711.15,326000],["2017-12-22T09:15:00+0530",1706.95,1725,1706.95,1717.8,850500],["2017-12-26T09:15:00+0530",1723,1723.4,1713,1719.45,2400000],["2017-12-27T09:15:00+0530",1714,1723.4,1712.35,1715.35,5245500],["2017-12-28T09:15:00+0530",1713.45,1722.6,1700.4,1706.6,6000000],["2017-12-29T09:15:00+0530",1708.9,1716.65,1705.95,1714.05,2241500]]}}~ $
~ $
~ $
~ $ curl "https://api.kite.trade/instruments/historical/11996418/day?from=2017-09-01+09:30:00&to=2017-12-31+10:30:00&continuous=0" -H "X-Kite-Version: 3" -H "Authorization: token key:token"
{"status": "success", "data": {"candles": [["2017-11-13T09:15:00+0530",1700,1700,1700,1700,500],["2017-11-14T09:15:00+0530",1682.35,1682.35,1682.35,1682.35,500],["2017-11-15T09:15:00+0530",1675.8,1677.7,1675.8,1677.7,1500],["2017-11-16T09:15:00+0530",1682.15,1689.9,1680.7,1684,6000],["2017-11-17T09:15:00+0530",1713.75,1734.9,1710.05,1725.6,14500],["2017-11-20T09:15:00+0530",1718.05,1720.05,1708.1,1712.2,6000],["2017-11-21T09:15:00+0530",1721.5,1726.3,1712.05,1721.9,6500],["2017-11-22T09:15:00+0530",1725.45,1734.4,1725.45,1734.4,2000],["2017-11-23T09:15:00+0530",1725,1725,1725,1725,500],["2017-11-24T09:15:00+0530",1722.2,1727,1722.2,1722.3,3000],["2017-11-27T09:15:00+0530",1722.3,1722.3,1722.3,1722.3,0],["2017-11-
We have informed data team they are looking into this.
Please look into following two points also
1. Muhurat trading day minute data
2. Market traded on Saturday on 28th Feb 2015 for Budget day, but that data also seems to be missing
Any update from data team ?
Can u confirm if that issue on your side or am I missing something while calling historical data API ?
For example I see timestamp in format:
2017-11-14T09:15:00+0530
and I guess u have chnaged format to:
2017-11-14 09:15:00+05:30
We are still waiting for their reply.
The params you send is like this
yyyy-mm-dd hh:mm:ssbut the response will beyyyy-mm-ddThh:mm:ss+0530It has always been like this.
I think u dont have data for 2014 Muhurat trading
23rd Oct 2014
We do have day data for 23rd October 2014.
yes but I was expecting minute data becauze u have minute data for days prior to 23rd October 2014.
Just now checked again...I am still not seeing minute and day data for expired futures
1) When kite team expected to provide historical data for expired futures ?
2) Also are u providing continuous data for expired options also as description of "continous flag" says flag used for futures and options ("`continuous` is a boolean flag to get continuous data for futures and options instruments."?
We don't have minute level data for expired instruments. We only have day candles for expired futures instruments.
We don't have historical data for expired options instruments. We will provide it in future.
1. Wasn't kite 3.0 supposed to provide minute data for expired futures ?
2. I can't see day candles also for expired futures
As of now, we don't have any plans for providing minute level data for expired instruments.
Can you give an example for which you are not receiving data for expired futures instruments?
Also, you have already resolved instrument token issue for day data for expired futures.
Please provide minute data for atleast two highest traded futures Nifty and Bank Nifty
As of now, our data team is working on revamp of the historical data API. I will forward your concern.
NIFTY 22nd Feb 2018 and BANKNIFTY 22nd Feb 2018 Futures...I tried downloading data from 1st Jan 2017 but got data from 1st Dec 2017
I want to resubscribe to the historical data service, but it won't make sense for until this is fixed.
I need historical data for all futures (index and individual) data since 2011. Is it possible today?
It is fixed.
We have day's historical data for expired instruments from JUL 2011.