NodeJS script to download historical candle data from kite.trade API. The idea is to build a local (personal) copy of all the data as CSV files which can later be consumed for analysis.
When running for the first time
$ npm install
Auth token is generated as per the documentation at https://kite.trade/docs/connect/v3/user/.
$ KITE_AUTH="<authToken>" ./index.js --maxDays 1000
Ideally you can change the maxDays to a more real number like 30 for the seed run and then keep running it with just 7 to sync all the data locally. Make sure Kite API doesn't provide access to expired instruments (which are very common for Weekly Expires), so have that in mind when you're caching the data locally.
- Ability to build a database of 1minute options data for 3 broad indices that are traded on Indian Market - NIFTY, BANKNIFTY and FINNIFTY.
- We want to get both weekly and monthly expiry data.
- Write the output in a CSV which is universally consumable for any kind of analysis that we would want to do in the future.
- We write a CSV file in a folder even if there isn't any data to write. We would write an empty CSV file with just headers. That is by design. We would like to know if a particular instrument is not being traded on a given day is good to know.
- The output is written in a
data/folder in the current folder. - These scripts in this folder are shared as is without any warranty. I'll probably not accept PRs unless things are broken. Please feel free to fork for any custom modifications.
MIT