Is NSE daily dataset dropped in Blueshift 2.0, Only NSE dataset from 2017 is available?
Yes, we have dropped the daily dataset with our new release this week. We found having a daily and a minute dataset for the same market was quite confusing for many users. Also, Blueshift (and esp the new 2.0 version) is an elaborate and precise simulation engine. Using daily data does not really do justice in many cases and infact can be misleading (any strategy that trades more frequently than once a month can be vulnerable).
We have done the same for the US markets as well. Unfortunately, for NSE, we could not find a reliable data source before 2017. So this is definitely a loss for someone looking for a long range backtest on very low frequency strategy. But, we hope we will be able to extend this backward once we can find a reliable source. On the brighter side - the dataset is now much richer. The futures are now treated more realistically (you can even refer to them by expiry), the number of assets are expanded significantly (from ~500 to ~1000) and includes ETFs. We also have a planned feature to add NSE options to the universe.