Nifty Options Data

Algos, strategies, code
1

If I want to store Options Data via broker’s API, can I do that?
timeframe- 15min

can someone guide me upon this; or does anybody have any suggestion.!

I want to do it, to run back tests on them in future also. So that I won’t be much reliable on data service providers.

2

Absolutely, you can store options data using your broker’s API (like Zerodha’s Kite Connect or others) on a 15-minute timeframe. I’ve actually started doing the same recently.

Here’s a quick overview of how to approach it:

  1. Use WebSocket or REST API to fetch live option prices (CE/PE of your strikes + expiry).
  2. Store the data locally in a database (e.g., SQLite, PostgreSQL) or even in CSV/Parquet files.
  3. Aggregate to 15-min candles if your API only gives tick or 1-min data.
  4. Automate with a script that runs during market hours and ensures zero data gaps.
  5. Backup regularly – you’ll thank yourself later during backtests.

Happy to share a basic starter script if anyone’s interested.

This way, you’re building your own options data warehouse and won’t have to rely heavily on paid data providers in the long run.

2 Likes
3

Thank you!
But can you share some proper guided steps on working with websocket.

I’m pretty new to python and I’m at initial stage.

1 Like
4

You can check 1.https://www.youtube.com/c/sentdex
2. https://www.youtube.com/@coreyms
3. https://www.youtube.com/c/TechWithTim
4. https://www.youtube.com/c/Freecodecamp
5. https://www.youtube.com/c/Codingentrepreneurs

5

Sir Documentation please…
Youtube is a time-waste resource.

6

bro don’t call me sir, I’m also an aspiring quant, just give me some time i will share soon.

1 Like
7

check this out https://youtu.be/x07JVy6DyYk?si=6h2faGDm2ecyCR07 I hope this clarifies things, as the process is the same when it comes to getting data.