Is there a tool available to backtest Nifty and Banknifty contracts (including expired contracts)? I am aware that, Zerodha supports only Expired Futures, not Options.
To Precise, I need an opening candle price for every day of the weekly and monthly options including expired.
I developed a program using kite connect historical data. But, the limitation is expired options price data.
Any suggestions would be highly appreciated?
-V