Hi team,
I’ve been trying to download historical intraday OHLCV data for expired options contracts via the Kite Connect API for backtesting purposes.
The core problem: kite.instruments() only returns tokens for currently live contracts. Once a contract expires, its instrument_token is no longer available — making it impossible to call kite.historical_data() for that contract retroactively.
This completely blocks options backtesting via the API. Every open-source project I found on GitHub hits the same wall — they all work only with live contracts.
Questions:
- Is there any official way to retrieve instrument tokens for expired options contracts?
- Is Zerodha planning to provide a historical instrument token archive or an expired options data endpoint?
Options trading is one of the most active segments on your platform — intraday historical data for expired contracts is essential for serious backtesting. Would love a clear roadmap or workaround from the team.
Thanks.