breeze-historical-options provides traders with second-level historic options data using the ICICI Breeze API. Data can be used for backtesting, analysis and simulation purposes.
Hello there,
Great work with making it easy to download historical data for options. Although ICICI Breeze API provides good historical data for options and futures, this isn't found almost anywhere, but there are some errors in this API for historical data download.
For BANKNIFTY the expiry for weekly Options for Sep, 2023 it should be 27-09-2023 for the last week as there was holiday on 28 Sep. but they didn't update this but they have (I think from NSE) changed the expiry for almost every other week's expiry from Sep 2023 to Latest to Wednesday for BANKNIFTY.
And this particular function Breezy.fetch_data... for options is not working correctly for those expiries.
I think you should update your code for this particular issue.
Hello there, Great work with making it easy to download historical data for options. Although ICICI Breeze API provides good historical data for options and futures, this isn't found almost anywhere, but there are some errors in this API for historical data download. For BANKNIFTY the expiry for weekly Options for Sep, 2023 it should be 27-09-2023 for the last week as there was holiday on 28 Sep. but they didn't update this but they have (I think from NSE) changed the expiry for almost every other week's expiry from Sep 2023 to Latest to Wednesday for BANKNIFTY. And this particular function Breezy.fetch_data... for options is not working correctly for those expiries. I think you should update your code for this particular issue.