Getting 15 min or 30 min candle data for F&O stocks for last 5 years

Developer API
1

Hi,

I am trying to create trading strategies for F&O stocks, for which I need 15 min or 30 min candles for all F & O (or for a subset of say, 100 stocks) for last 5 years. The data is needed for both the stock price, as well as for various Option instruments linked to the underlying stock.

Please advise :
a) if this is possible using the developer API in Upstox,
b) if there’s some templated python code available to demonstrate this for 1 instrument, please post it, and
c) for a stock, say LT as an example, is there a way to know the top 10 liquid option instruments for a particular month, say June 2023 ?

Thanks in advance.

2

Hi @U_Bags, Please review the API documentation below and verify the supported intervals as well as the available data timeframes for each interval.

3

Thanks, Anand. Got the information for questions a) and b).

Re question c), please let me know how to go about it.