Historical option chain dump every 5 minutes for backtesting

F&O
1

Hi,

I am trying to backtest my nifty50 options strategy (something similar to iron butterfly) on historical nifty50 option chain dump. I had downloaded nifty50 spot historical data , nifty50 options call and put historical data for past 70 months from nse website . But the data is available as 4 values per day (open ,high ,low and close per day) . But what I am looking for is nifty50 option chain dump every 5 /10 minutes (120/60 option chain dumps per day) which will be helpful to backtest my strategy more confidently.

Is there any way I can get the data I am looking for ?

Thanks
Srinidhi

1 Like
2

I don’t know if my answer is still relevant for you, but I would like to take a minute and let you know about my website. the website contains 2 weeks of data for index options (5 minute timeframe) and 2 months data for stock options (1 hour timeframe). You can download the data, view it in the table and plot different graphs for strike prices. the site is free. I am mentioning the link if it helps . Use the guide on homepage to know about features. https://hioptionchain.herokuapp.com/