How do I get the security ID csv for expired contracts? I intend to get historical intraday data for FNO, Currency. I don’t find any way to get the security ID list for the expired contracts. Please help me find that.
Thank you!
Hello @NachiketJoshi23
Welcome to Dhan Community! Great to have you explore Dhan APIs.
On Historical Data, we do not maintain data in our system for any of the expired contracts, and hence you won’t be able to fetch the same.
On Security ID list, it comes directly from exchange which is synced everyday. We cannot keep expired contracts there as it will lead to duplicacy in security ID.
Awesome! Thanks, Hardik! Can you put this in your feature list? I know the dataset is huge! But it’ll be immensely helpful if you could maintain this data and provide us with a backtesting engine for all instrument types. I know there are lots of them in the market but consistency matters hence requesting.
Hey @NachiketJoshi23
Like you said yourself, the dataset is huge and we will have to asses the feasibility of the same, as this is just static data that we will have to maintain in our system. Also, currently all mappings on Dhan work primarily on Security ID. For this, we will have to figure out indexing of data as well.