Zerodha F&O historical data

Historical data for expired F&O on Kite

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Historical data for expired F&O on Zerodha Kite is partially available. For each specific monthly / weekly expiry contract, data exists up to and including the expiry date; post-expiry, the contract chart is no longer accessible from Kite’s standard chart interface but data may be retrievable via Kite Connect API.

This article details availability across Kite’s interfaces.

Kite UI: standard charts

Once an F&O contract expires, the standard chart UI of Kite typically doesn’t surface that contract. Selecting an expired contract from the marketwatch shows historical (typically last available) values; charting is limited.

Kite Connect API

Kite Connect API (kite.trade) supports historical data queries by instrument token. For expired contracts:

  • Instrument tokens persist post-expiry.
  • Historical data can be queried using the instrument token.
  • 60-day default retention for intraday data; longer for daily.

This is the primary route for serious back-testing of expired contracts.

Continuous chart

Continuous F&O chart (the spliced multi-contract series) on Kite preserves a long history through the continuous-chart mechanism. See Continuous-chart data for futures .

This is suitable for trend analysis but not for analysing specific expired contract behaviour.

Implications

For traders analysing:

  • Multi-year trends: use continuous F&O chart on Kite.
  • Specific expired contract: use Kite Connect API or third-party data sources.
  • Current and recent expiries: use Kite UI with the specific contract.

Data retention rules

Indian exchange data retention is typically:

  • Live and recent: real-time.
  • Daily OHLC: 5-10+ years.
  • Intraday tick: 30-60 days.

Older intraday data for expired contracts may require purchasing from data vendors.

See also

External references

References

  1. Zerodha support documentation on F&O data.
  2. Kite Connect API documentation.
  3. NSE F&O contract documentation.

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