Historical data - commodities futures - how far back available?

sayali_ghosh1984
I want historical commodities 1 minute candle data for 5 years. E.g. CRUDEOIL/GOLD on MCX has only Futures and options. If FNO tokens are flushed after expiry, how can I obtain 5 year historical data?
  • SRIJAN
    SRIJAN edited February 2
    Pass continuous=1 to get past data. This is only for futures contracts,that too, only daily candles. Expired options data is not available.
  • sayali_ghosh1984
    @srijan thanks for quick reply, if I understand correctly, I can get Futures data for say GOLD for as old as 5 years (not options)? How do i get instrument tokens for expired contracts of past period? in dump we have only live instrument_tokens
  • SRIJAN
    Use the current instrument token,just pass continuous=True.
    https://kite.trade/docs/connect/v3/historical/
  • sayali_ghosh1984
    @srijan sorry to ask again, i am not able to understand, could you give an example for say JAN 2015 futures of gold, the symbol would be GOLD15JANFUT.

    How do I get instrument token for this symbol?
  • SRIJAN
    Use the current live instrument token(Feb) and pass continuous=True in historical data function.
  • sayali_ghosh1984
    it works only with 'day' data, not with 'minute'. Is there a way to get minute data?
    from data i cannot figure out, which month it pertains to - i am passing token for Feb22 - and querying for 2021 jan to feb - will it return feb21 token data in jan or jan21 data in jan
  • sujith
    @sayali_ghosh1984,
    If you pass current month instrument token with date JAN 2022, you will receive data of 22 JAN FUT data (current month instrument data of JAN).
    If you pass next month instrument token with date JAN 2022, you will receive data of 22 FEB FUT data (next month instrument data of JAN).
    If you pass far month instrument token with date JAN 2022, you will receive data of 22 MAR FUT data(far month instrument data of JAN).
  • SRIJAN
    @sayali_ghosh1984 I told you that continuous data is only for daily candles. It's the same thing as in kite web.
  • sayali_ghosh1984
    @sujith thanks. that's quite a clear and helpful explanation.
  • sayali_ghosh1984
    @srijan
    Another broker has offered us minute candles since 2016 for commodities. We will need to open an account with them afresh for using their API.

    Is there a chance that Zerodha will make it available soon so that we dont have to open another demat and trading account with another broker?
  • SRIJAN
    Idk,I am also just a community member. Only Sujith Sir or Rakesh Sir can tell you. But, I don't think that this is going to happen.
  • sujith
    @sayali_ghosh1984,
    We don't have any plans of including intraday continuous data as of now.
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