faq
Questions about expiry-day data
How do I pull out just the expiry sessions?
Files are split by trading day and by expiry, and both dates are in the file name (for example NIFTY_OPT_1min_2025-10-14_exp2025-10-14). Keep the files where the two dates match. Inside any file, the expiry column gives the same answer row by row.
Which columns are in the option files?
Timestamp, open, high, low, close, volume, open interest, strike, option type and expiry. Newer files call them datetime, strike_price, right, open_interest and expiry_date; older files use timestamp, strike, option_type, oi and expiry. The values mean the same thing in both.
What time zone and bar convention do you use?
Indian Standard Time, labelled at the start of the bar. The 09:15 bar covers 09:15:00 to 09:15:59, and the last regular bar of the day is 15:29.
Are volume and open interest in lots or units?
Units (contracts multiplied by the lot size that applied on that date). Divide by the lot size if you want lots.
Do I get every strike?
You get every strike that had a price that day, deep in-the-money and far out-of-the-money included. Filter on volume above zero when you want only bars that traded.
Do the files include Greeks?
The files hold traded prices aggregated into bars. Greeks are easy to compute yourself from option price, index level, strike and time to expiry, and the blog shows how.
What format do the downloads come in?
Parquet by default, readable with pandas, polars, DuckDB or Spark. Your order page also offers a CSV version.
How does payment and delivery work?
Choose a pack, enter your email at checkout and pay the shown amount by UPI from the QR code on your order page. Submit the UTR reference there. Once the payment is confirmed, the same page shows download buttons for each part of the pack.
What is in the free sample?
One full NIFTY expiry day, 14 October 2025: options for the expiring series and the next four expiries, three futures contracts and the index, all at 1 minute, plus a README and a data dictionary.
Is this investment advice?
No. Expiry Data sells historical market data for research and backtesting. Past prices do not predict future ones.
Still unsure? Send us a question or try the free expiry day first.