seth

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seth
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  • Zerodha or other broker don't provide data for expired contracts. You should reach out to authorized like vendors trudata/gdfl or buy it from a fellow trader who collects it. I bought it from trudata but they are not very affordable and from what I'…
  • Apparently there was a reverse stock split of SHEKHAWATI: https://www.goodreturns.in/news/multibagger-penny-stock-28th-august-record-date-for-reverse-stock-split-buy-below-rs-10-1372759.html
  • Zerodha, and other brokers, remove data for futures/options contracts after they expire. For futures, you may be able to get expired contracts data by using continuous futures. But for options, you'd have to buy that data. Thats what I did. From now…
  • I am not sure why, but the NSE Bhavcopy data that I have shows a similar jump. You can refer to the same at https://github.com/chartiny.
  • NIFTYIT currently doesn't have options. It used to have options a few years ago, I know because my historical data has them. Although I am not sure if they were ever popular or why they were stopped.
  • @Option_master You'd have to buy the expired options data. There are vendors who specialise in that, like truedata/gdfl. From now on, you can start collecting data for options as they expire so you don't have to pay for it again. This is what I did.…
  • @amitbatra03 Checking instruments.csv to confirm if an option contract exists is a good idea. You can also get the latest data for the underlying stock/future to find the ATM strike price. I play extra safe and also get the 1-minute candles for the …
  • It should be INFY25FEB1840CE. Monthly contracts only contain the year and 3-letter month and not the date.
  • Get the relevant historical data, load it into proper classes in Python/C++ and try to find setups and strategies that have worked over time. Find the best places for entry/exit, and the potential upside/downside. Look for ways to identify the big p…
  • Zerodha Tick data can miss ticks in between but it should have shown up in the candle's low value. Plus the spread is too big to be ignored. Someone selling a higher quantity would potentially lose a lot of money because of such discrepancy. Very …
  • I have been collecting snapshots of the option chain for each of the 4 NSE indices since 2021. I have found it to be much more straightforward for backtesting option strats than ohlc options data. You can reach me over email if you need it.
  • You need to have the proper error handling logic built into your code. I write trading bots for a living and 80% of my time goes in writing code for error handling. And you aren't really explaining what the error was. Have you matched the executed …
  • I am mostly an option buyer. But I ran a few backtests with simple ironfly. I don't know what hedge based on ratios means, but I can code it if you can explain it.