Historical availability & retrieval limit per query for expired options contract

Developer API
1

Hi Upstox team,

The info is provided on the page (Historical Candle Data V3 | Upstox Developer API) for Historical Candle Data
Kindly provide similar info related to historical data for expired options contract.

1] What is “Historical Availability” for each expired options contract?
is it available since each contract was first traded to the expiry date?
it could go back upto a couple of years for some contracts

2] What is the “Max retrieval record limit” per query for each contract?

3] Also, if data is available for last six months of historical expiries, then what is going to happen the older data? what is your plan, are going to discard it?

2

@Pramod_100001

1] What is “Historical Availability” for each expired options contract?
is it available since each contract was first traded to the expiry date?
it could go back upto a couple of years for some contracts

Yes, OHLC data for expired contracts is available from the date the first trade occurred for that contract up to its expiry date.

2] What is the “Max retrieval record limit” per query for each contract?

There’s no strict limit. It works similarly to the Historical Candle Data V2 API. However, for minute-level intervals, we recommend keeping the from_date and to_date range within one month to optimize performance.

3] Also, if data is available for last six months of historical expiries, then what is going to happen the older data? what is your plan, are going to discard it?

As of now, we provide historical expiry data for the last six months (up to October 2024). However, we plan to retain and make available up to 2 years of data for expired contracts in the future.

Thanks

1 Like
3

Sir,
For retrieving expired option’s OHLC historical data I need the instrument id, but when i am checking the instrument list,I am not getting expired instrument ids, please help thanks

4

Hi @RAJ_KUMAR_4402841,

Please review all four APIs related to expired instruments.

To fetch expired OHLC data, you need to first use the Get Expiries and Get Option/Futures Contracts APIs to retrieve the relevant expired_instrument_key

Please revisit Expired Instruments API for more details.

Thanks