I want to back test 45 DTE strategy for Nifty 50. I need access to Historical option premium data. Is it available free or I have to pay for it. Also do I need Static IP for back testing. Gemini Pro is unable to access Historical data. How do I go about it. The strategy is simple. Sell ATM Call & Put simultaneosly 45 days before monthly expiry at 15.15 hrs. Exit if one of the following conditions is met first, by sampling premium data every one hour. ie at 9.15/10.15/11.15/12.15/13.15/14.15/15.15. Condition 1: If Nifty premium collected is 50% of the premium collected at entry book profit Condition 2: If Nifty premium collected 200% of the premium collected at entry book loss Condition 3. If both conditions are not met exit on 21st day at 15.15 hrs
Historical option premium data for expired Nifty option contracts is not available through Kite Connect. The Historical Data API supports active option contracts, but not expired options.
For backtesting, you would need to source expired option data from an NSE-authorised data vendor.
Kite Connect does not provide a separate backtesting engine; the strategy logic and backtesting calculations need to be implemented on your end.
Alternatively, you can set up a WebSocket connection to capture live option ticks, store the data in your own database, and generate the required candles for future backtesting.
Historical data is available as an add-on subscription at ₹500/month per API key.
A static IP is not required for downloading historical data or performing backtesting. The static-IP requirement applies to API order execution. You may refer to documentation.
For backtesting, you would need to source expired option data from an NSE-authorised data vendor.
Kite Connect does not provide a separate backtesting engine; the strategy logic and backtesting calculations need to be implemented on your end.
Alternatively, you can set up a WebSocket connection to capture live option ticks, store the data in your own database, and generate the required candles for future backtesting.
Historical data is available as an add-on subscription at ₹500/month per API key.
A static IP is not required for downloading historical data or performing backtesting. The static-IP requirement applies to API order execution.
You may refer to documentation.