I am planning to use the Kite Connect Historical Data API to retrieve 15-minute OHLC data for NSE equity stocks. I have a few questions:
1. How far back is 15-minute historical candle data available for equity stocks? For example, can I retrieve 15-minute OHLC data from 2015 to the present for stocks where data is available?
2. I understand there is a maximum date range that can be fetched in a single API request. What is the current maximum date range per request for 15-minute candles?
3. Can I retrieve the complete available 15-minute historical data by making multiple requests with different date ranges?
4. Is historical candle data included in the Kite Connect subscription, or is there an additional charge for accessing historical data? If there is a charge, what is the current monthly price?
5. What are the current rate limits for the Historical Data API? I understand it may be limited to 3 requests per second. Is there also any daily or monthly request limit?
My requirement is only to retrieve historical 15-minute OHLC data for equity stocks for data analysis/backtesting purposes.
1. How far back is 15-minute historical candle data available for equity stocks? For example, can I retrieve 15-minute OHLC data from 2015 to the present for stocks where data is available?
Intraday (minute) candle data is available from 2015 onwards, subject to instrument availability.
I understand there is a maximum date range that can be fetched in a single API request. What is the current maximum date range per request for 15-minute candles?
The maximum historical data that can be fetched in a single request for 15-minute candles is 200 days.
3. Can I retrieve the complete available 15-minute historical data by making multiple requests with different date ranges?
Yes. You can retrieve all available historical data by making multiple requests within the API's rate limits.
4. Is historical candle data included in the Kite Connect subscription, or is there an additional charge for accessing historical data? If there is a charge, what is the current monthly price?
Yes. Historical Data API access is included with the Kite Connect subscription. There is no separate subscription or additional charge for historical data. You can check the pricing details here.
5. What are the current rate limits for the Historical Data API? I understand it may be limited to 3 requests per second. Is there also any daily or monthly request limit?
The API allows up to 3 requests per second. To retrieve data for a longer period, you will need to make multiple requests by looping through the required date range (e.g., `loop_count = total days required / 200 (or lesser)`). There are no daily or monthly request limits for the Historical Data API. Please check the API rate limit documentation for more details.
You can check the availability of historical data in this thread.
You can check the availability of historical data in this thread.