Historical Data FAQs¶
Below are the most common questions related to Nubra’s historical data availability, adjusted candles, lookback limits, intervals, OI/Greeks, and troubleshooting missing or misaligned candles. Click any question to expand the detailed answer.
Data Coverage & Adjustments¶
Are corporate actions such as splits and bonuses adjusted in the data?
Yes, historical data for equities is corporate-action adjusted to maintain price continuity after stock splits, bonuses, or dividends.
This ensures your historical charts and backtests are aligned with real post-adjustment market values.
Is there a delay in historical data compared to live market feeds?
No — historical data is near real-time and exchange-synced at source.
Once a candle closes (e.g., 1-minute or 1-day), it becomes immediately available via the API.
For live feeds, use the WebSocket APIs instead of historical endpoints, as those provide real-time tick streaming.
How does Nubra handle holidays and non-trading days in historical data?
Non-trading days (weekends and exchange holidays) are automatically excluded from historical data responses.
This means:
- Candles are only generated for active trading sessions.
- Date ranges that include holidays will show gaps, not zero-volume candles — keeping your charts cleaner and true to market conditions.
Intervals & Lookback Limits¶
What historical data intervals are available (1m, 5m, 1D, etc.)?
Nubra supports a wide range of candle intervals for historical data retrieval.
You can request the following intervals through the API:
| Interval | Description |
|---|---|
1s |
1-second tick data |
1m, 2m, 3m, 5m, 15m, 30m |
Minute-level candles |
1h |
Hourly candles |
1d |
Daily candles |
1w |
Weekly candles |
1mt |
Monthly candles |
This allows flexible use cases from high-frequency backtesting to long-term portfolio analysis.
How far back can I fetch historical data for each interval type?
- Intraday intervals (< 1 day): up to 3 months of historical data (at 1-second or minute resolution).
- Daily and higher intervals (≥ 1 day): up to 10 years of data (for stocks and indices, in the PROD environment).
This ensures comprehensive coverage for both short-term trading and long-term backtesting.
Can I access 1-second resolution data for more than 3 months?
By default, the API provides 1-second resolution data for the past 3 months, which covers most backtesting and analytics use cases.
However, Nubra maintains a full tick-level historical archive internally.
If you require extended tick data (for model training, HFT simulation, or quant research), reach out to:
support@nubra.io — include your use case and data range, and the team can enable or share a custom dataset.
Analytics & Troubleshooting¶
Are Open Interest and Greeks available for historical analysis?
Nubra provides both Open Interest (OI) and Greeks as part of its historical options data.
This allows you to run backtests, study trend shifts, compare intraday vs. multi-day OI changes, and perform volatility-based strategy research using historical datasets.
Why might certain candles appear missing or misaligned?
Missing or misaligned candles usually occur when:
- The selected symbol or expiry has low/no trading volume for that time frame.
- The market was closed during that period (weekend, holiday, circuit halt, etc.).
- The request spans a rollover or expiry date for derivatives.
- Your local time zone formatting differs from the exchange time zone (always use UTC for consistency).
If needed, you can forward such discrepancies to support@nubra.io with the instrument symbol and time range.
Continue exploring related FAQs¶
Market Data & WebSocket
Snapshot vs streaming, tick frequency, depth, and subscriptions.
Historical Data & Analytics
Intervals, corporate actions, adjustments, gaps, candle logic.
Orders & Execution
Order types, flexi & basket orders, modify/cancel, common errors.
Margins & Risk
Margin checks, aggressor limits, live updates, and risk rules.
Positions & Holdings
Day vs net, conversions, holding logic, and reconciliation.
Options Greeks & Strategy APIs
Real-time Greeks, IV/Delta strategies, multi-leg logic.
