historical data not available

Guhan
@sujith, fetching historical data for year 2017 returns empty value for most of the shares but getting data for 2018, please look into it and correct the issue as soon as possible
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  • sujith
    @Guhan,
    Can you give some example params for which you are not getting data?
  • Guhan
    @sujith, hope this helps
    from_date = 2017-10-01
    to_date = 2017-10-30
    ins_token = 779521
    interval = 'minute'
    but getting data for 9th month of 2017 also for 11th month

  • sujith
    @Guhan,
    I just tried and I got the response. You just need to make sure you are not passing continuous flag as false.
    The issue is API is responding error with status code 200. We have informed data team to fix it.
  • Guhan
    @sujith,
    I am subscribing for equity, please correct if below params is wrong
    if I change the continuous = True, I am getting "invalid token or interval for continuous data"

    kite.historical_data(instrument_token=779521,
    from_date=2017-10-01,
    to_date= 2017-10-30,
    interval='minute',
    continuous=False)
  • sujith
    @Guhan,
    You need to pass continuous flag as false.
    You can know more about continuous data here.
  • Guhan
    Guhan edited March 2018
    @sujith, correct me if I am wrong, to summarize continuous flag should be True for derivatives, and for equities it is False
  • sujith
    It should be true if you are trying to access data of expired FUT instruments.
  • Guhan
    Guhan edited March 2018
    @sujith, k, I understand, so the data unavailability for 10th month of 2017 will be solved in sometime
  • Guhan
    @sujith, there is a huge mismatch in number of records in one minute historical
  • sujith
    @Guhan,
    Can you elaborate so that I can explain data team what is happening here?
  • Guhan
    Guhan edited March 2018
    @sujith,
    for each day there should be 375 records ohlc for 1minute interval except few exceptions(like Muhurat Trading), but for example take PFC date 2018-03-08, number of records returned is 373 instead of 375, likewise there are so many mismatches,
    try for these params,
    from_date = 2018-03-08,
    to_date = 2018-03-08
    instrument_token = 3660545
    interval = minute

    from_date = 2016-10-21,
    to_date = 2016-10-21
    instrument_token = 4592385
    interval = minute

    I can give so many examples if you want, because of these I have simply stopped my trading plan

    Please look into these issue and take quick action and update the same here
  • Guhan
    @sujith, is there any updation on this issue?
  • sujith
    Hi @Guhan,
    The PFC issue on 08/03/2018 is fixed now.
    In general, it is not necessary that there are 375 records every day for all the instruments. We start generating candles after we get the first tick. On someday, you might see the first candle from 9:16 or 9:18 or 9:20.
  • Guhan
    thanks @sujith, but how to know that unavailability of records is due to ticks not received or some issue at your end??
  • sujith
    @Guhan,
    Ideally, there is no way to check that. But whenever there is an issue, we backfill the data on the same day.
  • Guhan
    @sujith, is the historical data provided by zerodha adjusted for corporate actions like share split etc?
  • sujith
    Yes, we do adjust it by end of the week.
  • Guhan
    @sujith, thanks Sujith, thats one less work for me.
  • Guhan
    @sujith, can use please look into ADANIENT for below params

    ADANIENT for 1min, 5min, 15min
    2018-04-05 09:15 to 2018-04-05 11:15
  • Guhan
    @sujith, is it possible to get historical data for derivatives corresponding to different expiry dates?
  • sujith
    You can get historical day data for expired instruments. You can check out more details here.
  • Guhan
    Guhan edited April 2018
    @sujith, It seems API is returning incorrect data for the params

    from_date='2018-01-25' ###expiray date of SBIN18JANFUT
    to_date='2018-01-25
    ins_token='13148162' #####corresponds to SBIN18APRFUT current month expiry
    continuous = True

    below is the data that was returned by the API
    open high low close volume date
    0 332.05 333.35 313.2 314.45 79758000 2018-01-25 09:15:00+05:30

    from NSE for SBIN18JANFUT



    I think there is a data mismatch.
  • Guhan
    Guhan edited July 2018
    @sujith, ADANIPORTS 1_day, hist data not available for dates 2015-07-01 and 2015-07-17. But for same params, data is available in NSE website. Please look into the above issue and reply
  • rakeshr
    @Gushan
    We have informed this to our data team.
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