How can we fetch index future historical data for 5 years with 5 min or 15 min tick

Options & Futures
1

Hello Friends 

How can we fetch index future historical data for 5 years with 5 min or 15 min tick

I tried using NSEpy, but I can not find any option where i can get data for 5 min or 15 min. For example



stock_fut = get_history(symbol="NIFTY",

                        start=date(2015,1,1),

                        end=date(2015,1,10),

                        index=True,

                        futures=True,

                        expiry_date=date(2015,1,29))



On the other hand, In case alpha-vantage, I can not find the option where in I can put where in i can enter start date or end date



data, meta_data = ts.get_intraday(symbol='^NSEI',interval='15min', outputsize='full')



Please guide

2

The minute level data from free sources such as alpha vantage might be restricted to a few months. And nsepy doesn't have functionality to get the minute level data.



You can check free to use quantra blueshift platform. This platform will allow you to work with minute level data in it. Alternatively, you can go for some paid source such as GDFL or quandl to get the minute level data for 5 years.