I want to get continous contract data, along with Volume for 1 hour candle for Nifty or any other index, Now if I pass the instrument token of the index, I get the OHLC data but volume is null, and if I use the Dec Fut or Jan Fut for the date, then I get the data from the day the contract was listed. Is there a way we can get the contract data like we get in Trading view, rolled properly with volume for the index?
The NIFTY 50 index (instrument_token = 256265) is a benchmark market index and not an exchange-traded security. As such, it does not have actual trade volume or open interest since the index itself cannot be directly bought or sold on the NSE. The 'Volume' represents the volume traded on the day up to that moment, while 'Open Interest (OI)' reflects the open interest recorded during the day at that moment. You can check the similar discussion here.
