Your documentation says that 3-minute and 5-minute historical candles can be fetched for up to 100 days per request.
I need to backtest a nearest-expiry index option strategy using real historical data.
Please confirm specifically:
1. Can I fetch 3-minute or 5-minute intraday candles today for NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY, SENSEX and BANKEX option contracts that expired during the last 100 days?
2. If yes, how do I obtain the instrument_token for those expired CE/PE contracts, since the current instruments dump contains only live contracts?
3. If the Historical API does not support expired options, can Zerodha provide the same 100-day expired-options dataset through email, CSV export, Console, another endpoint, or any official paid service?
Please answer specifically for expired OPTIONS, not index spot, equity or futures.
This is for my own private backtest. I will not redistribute the data.
We do not provide historical data for expired option instruments. Historical data is available only for expired futures instruments, and that too limited to day-level candles. As an alternative, you may set up a WebSocket connection to capture and store tick data in your own database and then generate candles for the required timeframes on your end. Additionally, you may check with other NSE-authorised data vendors for access to expired instrument data. You can refer to the similar discussion here. The limit for intraday intervals refers to the maximum historical period that can be requested for supported instruments/active contracts (option)
As an alternative, you may set up a WebSocket connection to capture and store tick data in your own database and then generate candles for the required timeframes on your end.
Additionally, you may check with other NSE-authorised data vendors for access to expired instrument data. You can refer to the similar discussion here.
The limit for intraday intervals refers to the maximum historical period that can be requested for supported instruments/active contracts (option)