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Downloading options

shubho
shubho in Python client
Hi there i want to use a machine learning strategy for options to predict probable direction of nifty for the day...can somebody guide me on how to download the options continuos data from zerodha.
  • mehtakrunal
    mehtakrunal
    what kind of machine learning strategy you are going to apply?
    Option contracts are only for three months and this data will not be enough for machine learning.

    Way forward
    Hint : Implied VOLATILITY
  • rakeshr
    rakeshr
    @shubho
    can somebody guide me on how to download the options continuos data from zerodha?
    You can fetch it using continous data in Historical data APIs.
  • mlearner
    mlearner edited July 2020
    Does Kite Connect provide historical Nifty index options data for weekly/monthly contracts?

    If yes, how much in the past is the data available and at what minimum time interval (1-min, 2-min...)?

    If no, how can we backtest index option strategies? Testing using live data does not build confidence unless you backtest.

    Thanks.
  • sujith
    sujith
    @mlearner,
    Kite Connect doesn't provide data for expired options instruments. You can contact any exchange registered data vendor.
  • mlearner
    mlearner
    Ok. Is there any plan to provide options data in short term? And is Nifty 50 Index data at least available at 1-min interval?

    Can you please suggest few authentic vendors? Will be difficult to hunt as there are so many fake sites claiming to provide this data.
  • sujith
    sujith edited July 2020
    @mlearner,
    You can check out FAQs to know about historical data availability.

    You can check out TrueData, they are one of the registered data vendors.
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