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Historical Data Retention

sylar
sylar in General
How long is historical data is retained for expired contracts? I am looking at one of the CDS-FUT contract with trading symbol USDINR20JANFUT which expired on 29th Jan 2020 and I can't find the historical data for it too. Can we keep historical data for at least 1 month period so that it can be fetched if required?
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  • sujith
    sujith
    We provide historical data for expired instruments. You can check out the documentation here.

    We provide day candle data for expired instruments.
  • sylar
    sylar
    @sujith - When is the expired instrument historical data removed? I am suggesting to remove historical data after 1 month period of expiration.
  • sujith
    sujith
    The exchange re-uses tokens once an instrument expires hence you won't be able to fetch data using the old instrument token since it would be pointing to some other instrument. This behavior is not consistent but randomly keeps happening often.
  • sylar
    sylar
    Can you confirm when is the data purged from system (number of days post expiry) so that we can be cautious next time?
  • sujith
    sujith
    It is not available after the expiry.
  • sujith
    sujith
    You will have to use continuous data feature to access the same.
  • sylar
    sylar
    but continuous does not gives intraday history data. Anyway to get intraday data for expired contract (within 1 week of expiry)?
  • rakeshr
    rakeshr
    @sylar
    but continuous does not gives intraday history data.
    Yes, continous data is available only for day candle.
    Anyway to get intraday data for expired contract (within 1 week of expiry)?
    No.Currently, we only provide day candle for expired contract.
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