Continuous Future Tick Data History

nandlal m. shared this question 5 years ago

Continuous Futures Symbols do not show continuous charts for Tick. The continuous future symbol does not give you merged continuous history but same as contract.

Comments (1)

  • Continuous Futures Symbols show merged (spliced) historical data on the charts in case of all time frames (1,5,15,60 & EOD) except for Tick. In case of Tick data, this does not happen and the continuous future symbol does not give you the continuous history but that of the contract.
  • This is happening, because, for Tick Data History (only), we are not generating and therefore do not provide continuous backfilled futures. So, currently the data is provided 'as is' received from the exchange (contract data), without any adjustments in history.
  • So, whether you enter the continuous future symbol or the contract future symbol (in case of Tick only) you will get the historical data for that particular contract only and not the back adjusted and spliced / merged history as in the case of continuous futures for other time frames.
  • For eg. in case of NIFTY-I & NIFTY16JANFUT / NIFTYJ6 the Tick history would be the same and that of the contract (NIFTYJ6) and not continuous. However they would be different in the case of other time frames.
  • Please contact our support team for more clarifications.

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