Histroic Data & Candles API

pracas
Hi,

Is the Candles API separate from the Kite connect API? or is it just access to the historical data functions? What kind of histrorical data and for how long is it available?

Whats the period for which NIFTY50 data is available? (from when?)
Is historic data for expired options available? if so, from when?
  • Kailash
    Hi @pracas
    The historical/candles API is a separate addon. Once you've subscribed to it, historical data API will start working with your Connect credentials.

    1) We have minute, hour, day candles for all instruments. For FNO, this data goes back one year, and for equity, up to 5+ years.
    2) Nifty 50 day candles span all the way back to 2007, and minute/hour data, 1+ year.
    3) We have data for expired options (1 year), but the only trouble is finding the instrument_tokens issued by the exchange for retrieving the data. We currently do not have a way to expose identifiers for expired contracts, and the exchange updates their contract files daily (with no archives).
  • Kailash
    Hi @pracas
    The historical/candles API is a separate addon. Once you've subscribed to it, historical data API will start working with your Connect credentials.

    1) We have minute, hour, day candles for all instruments. For FNO, this data goes back one year, and for equity, up to 5+ years.
    2) Nifty 50 day candles span all the way back to 2007, and minute/hour data, 1+ year.
    3) We have data for expired options (1 year), but the only trouble is finding the instrument_tokens issued by the exchange for retrieving the data. We currently do not have a way to expose identifiers for expired contracts, and the exchange updates their contract files daily (with no archives).
  • andy
    @Kailash what about for commodities? And where can we get older options data from, any suggestions? Thanks.
  • sujith
    Hi @andy,
    Right now, you cannot get historical data for expired contracts.It includes commodities also.
  • sameer
    @sujith Are u working on it to give expired F&O data ?
  • sujith
    Hi @sameer,
    It is on our road map. We will be providing data for expired contracts in future.
  • vikesh
    What is the price of the candles API ? Is it possible to only subscribe to it, use case would be first train our models before using kite trading APIs?
  • sujith
    Hi @vikesh,
    We are allowed to give data to our clients only.
    Historical API is an add-on subscription for Kite Connect users.
    You can't access APIs without access_token.
  • pracas
    @Kailash @sujith
    Coming back to the historical data - are the instrument_tokens sorted now? is it possible to retrieve one min data for futures - index & stocks for the last year?
  • sujith
    Hi @parcas,
    As of now, we have it only for day interval. You need to pass continuous = 1 as the param to get continuous data on future contracts.
    Check out documentation here.
  • sujith
    You can get historical data of future contracts for last year.
  • Vaga
    Just a follow up on the thread. Do you now have the historical data on "minute" basis available for older than 3months? if not, is it expected anytime?
  • sujith
    Can you please post a new thread with complete details? It might help others who are looking for the same.
    Please do mention which segment data you are looking for.
This discussion has been closed.