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What does continuous data mean for weekly expiry ?

anshul291995
anshul291995 in Algorithms and Strategies
I have a certain requirement for backtesting. I want to backtest my algorithm against the closest expiry for calls and puts. How can I achieve this?
For example: I want to use 20th May expiry while backtesting data from 14th to 20th and 13th May expiry while back testing data before 13th. How is this possible ? The instrument id for 13th expiry is not present( as it has expired). Any possible workaround for this?
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  • rakeshr
    rakeshr
    against the closest expiry for calls and puts. How can I achieve this?
    The instrument id for 13th expiry is not present( as it has expired)
    Continuous data is available only for the futures contract, not for option contracts.
  • anshul291995
    anshul291995
    Understood. Any way I can access data for options contract that has expired ?
  • rakeshr
    rakeshr
    Any way I can access data for options contract that has expired ?
    No, not using Kite connect APIs. But, you may consider getting it from any of the data vendors available outside.
  • anshul291995
    anshul291995
    Thanks, I will explore this.
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