Where can I find proper historical lot sizes for NSE F&O? I have found makeshift solutions by dividing volume traded by contracts traded, but it doesn’t work when the volume traded is 0.
Its such an important piece of information, and it isn’t even memory intensive, why does NSE have to hide this from the retailers? On one side they keep bombarding you with warnings about how dangerous F&O trading is, and when a person tries to be analytical in his approach and tries to backtest, there is absolutely no support from NSE. Time and time again, us retailers have to get makeshift solutions for tasks that should have never been that complex. In US, even the tick by tick historical data is available to the public free of cost. I know its due to the monopoly of exchange business in India, but what’s the point of SEBI then? Is SEBI just to satisfy the big players in the market?
All my attempts to contact SEBI and NSE previously (they were obviously not rants like this), were in vain.
So can anyone help me out with this? I am even ready to pay for this data too!