derivatives

Derivative daily bars

End-of-day OHLC, settlement, volume and open interest for every contract of one underlying and expiry. NSE history from 2001, BSE from 2024. expiry is required (see /expiries); narrow with instrument, strike, option_type, exchange. Window defaults to the 90 days before to (max 400 days). Untraded sessions publish null open/high/low/close with traded: false; use settle_price as the mark. Pages by date, then contract.

get/v1/derivatives/{underlying}/bars/daily

Request

  • Base URL: https://api.tapetide.com
  • URL: https://api.tapetide.com/v1/derivatives/{underlying}/bars/daily
  • Auth: HTTP bearer

Path parameters

underlyingstring required

Underlying symbol as listed for derivatives, e.g. "NIFTY", "BANKNIFTY", "SENSEX", "RELIANCE". Percent-encode "&" (M%26M).

Query parameters

expirystring required

Contract expiry (required).

instrument'future' | 'option'

Restrict to futures or options.

strikenumber

Option strike in INR / index points.

option_type'CE' | 'PE'

CE (call) or PE (put).

exchange'NSE' | 'BSE'

Restrict to one exchange. Many stock underlyings trade on both, with different expiry dates.

fromstring

First session (inclusive).

tostring

Last session (inclusive). Default: the expiry date or today, whichever is earlier.

limitinteger

Items per page (default 200, max 1000). Values over the max are rejected, never clamped.

cursorstring

Opaque cursor from meta.next_cursor of the previous page.

Response

OK. Costs one request unit.

Example response

{
  "data": [
    {
      "date": "2026-10-14",
      "exchange": "NSE",
      "instrument": "option",
      "expiry": "2026-10-27",
      "strike": 22600,
      "option_type": "CE",
      "open": 240.1,
      "high": 268.4,
      "low": 228.15,
      "close": 250.25,
      "settle_price": 250.25,
      "underlying_settlement_price": null,
      "traded": true,
      "volume_contracts": 99205,
      "volume_units": 6448325,
      "open_interest_units": 3041740,
      "open_interest_contracts": 46796,
      "change_in_open_interest_units": 412360,
      "lot_size": 65
    }
  ]
}

Changes

No recorded changes to this operation across all 1 revision of this API.