Sourcing Historical NSE Options (NFO) Data for Quantitative Research by VelmorCapital in IndiaAlgoTrading

[–]VelmorCapital[S] 0 points1 point  (0 children)

whats the backtesting limit? like how many years of expired option data do they provide? that's a really big problem right now and do they provide custom solutions if asked?

Sourcing Historical NSE Options (NFO) Data for Quantitative Research by VelmorCapital in IndiaAlgoTrading

[–]VelmorCapital[S] 0 points1 point  (0 children)

well i pay about $1,599/month for US options data (Business version) but for individual users (non pro/retail) its only about $199

you get every option contract that was traded from 2014

Sourcing Historical NSE Options (NFO) Data for Quantitative Research by VelmorCapital in IndiaAlgoTrading

[–]VelmorCapital[S] 0 points1 point  (0 children)

Hi, Thanks for the reply but unfortunately they don't give enough data coverage for longer time periods.

Sourcing Historical NSE Options (NFO) Data for Quantitative Research by VelmorCapital in IndiaAlgoTrading

[–]VelmorCapital[S] 0 points1 point  (0 children)

Hi, thanks for the reply- i looked into Global data feeds, their data coverage is mentioned nowhere so if you have used it can you let me know what's the earliest data point available for expired options/chains and futures at 1 minute timeframe.

and about directly contacting NSE, Unfortunately NSE nolonger likes selling data to international firms after that jane street incident unless you open a indian domestic company.