Historical Data API

The Historical Data API provides access to comprehensive historical market data, enabling backtesting, technical analysis, and chart visualization. The API supports various timeframes from 1-minute to monthly intervals and includes optional Open Interest data for derivatives.

Endpoint Reference

Get Historical Candle Data

Retrieve historical OHLCV data for a specific instrument across configurable time intervals.

Endpoint Details

Method: GET
URL: /candle/:exchange/:token/:interval
Header: Required (appID + token)

URL Parameters

Parameter	Type	Required	Description
`exchange`	string	✓	Exchange identifier (nse, nfo, bse, etc.)
`token`	string	✓	Unique instrument token (e.g., 3045 for SBIN)
`interval`	string	✓	Candle interval (see supported intervals below)

Supported Intervals

Interval	Description
`min`	1 minute
`3min`	3 minutes
`5min`	5 minutes
`10min`	10 minutes
`15min`	15 minutes
`30min`	30 minutes
`hour`	1 hour
`2hours`	2 hours
`3hours`	3 hours
`4hours`	4 hours
`day`	1 day
`week`	1 week
`month`	1 month

Query Parameters

Parameter	Type	Required	Description
`from`	string	✓	Start date/time in `yyyy-MM-ddTHH:mm:ss` format
`to`	string	✓	End date/time in `yyyy-MM-ddTHH:mm:ss` format
`oi`	integer	✗	Include Open Interest data (1=enabled, NFO only)

Request Headers

Header	Type	Required	Description
`appID`	string	✓	Your application identifier
`token`	string	✓	User authentication token

NSE Historical Data

Retrieve historical equity data from the National Stock Exchange.

Request Example

cURL

curl --location 'https://historical-api.arrow.trade/candle/nse/3045/day?from=2023-05-01T00:00:00&to=2023-06-29T20:00:00' \
--header 'appID: <YOUR_APP_ID>' \
--header 'token: <YOUR_TOKEN>'

Success Response

[
    [
        "2023-05-02T00:00:00+0530",
        58000,
        58085,
        57315,
        57530,
        13667511
    ],
    [
        "2023-05-03T00:00:00+0530",
        57065,
        57500,
        56900,
        57050,
        9699527
    ],
    [
        "2023-05-04T00:00:00+0530",
        57020,
        58080,
        56850,
        58000,
        12533761
    ],
    [
        "2023-05-05T00:00:00+0530",
        58020,
        58825,
        57504,
        57650,
        18163461
    ],
    [
        "2023-05-08T00:00:00+0530",
        57765,
        58760,
        57735,
        58360,
        12990869
    ],
    [
        "2023-05-09T00:00:00+0530",
        58500,
        58645,
        57210,
        57350,
        18959065
    ],
    [
        "2023-05-10T00:00:00+0530",
        57500,
        57500,
        56325,
        57220,
        18561315
    ]
]

Response Format (NSE)

Each candle is represented as an array with the following structure:

Index	Field	Type	Description
0	Timestamp	string	Date/time in ISO 8601 format with timezone
1	Open	integer	Opening price × 100
2	High	integer	Highest price × 100
3	Low	integer	Lowest price × 100
4	Close	integer	Closing price × 100
5	Volume	integer	Total traded volume

Price Scaling for NSE

IMPORTANT: Open, High, Low, and Close values are multiplied by 100. To get actual prices, divide by 100.

Example:

[
    "2023-05-02T00:00:00+0530",
    58000,
    58085,
    57315,
    57530,
    13667511
]

Actual Values:
    - Open: ₹580.00 (58000 ÷ 100)
    - High: ₹580.85 (58085 ÷ 100)
    - Low: ₹573.15 (57315 ÷ 100)
    - Close: ₹575.30 (57530 ÷ 100)
    - Volume: 13,667,511 shares

NFO Historical Data

Retrieve historical derivatives data from the National Stock Exchange Futures & Options segment, with optional Open Interest information.

Request Example

curl --location 'https://historical-api.arrow.trade/candle/nfo/41927/day?from=2024-03-05T00:00:00&to=2024-03-08T00:00:00&oi=1' \
--header 'appID: <YOUR_APP_ID>' \
--header 'token: <YOUR_TOKEN>'

Success Response (with Open Interest)

[
    [
        "2024-03-05T00:00:00+0530",
        26000,
        41505,
        21400,
        33330,
        2950530,
        487485
    ],
    [
        "2024-03-06T00:00:00+0530",
        28930,
        60000,
        25520,
        40705,
        13948425,
        1778205
    ],
    [
        "2024-03-07T00:00:00+0530",
        42400,
        44800,
        28810,
        32915,
        26726955,
        3863355
    ]
]

Response Format (NFO)

Each candle is represented as an array with the following structure:

Index	Field	Type	Description
0	Timestamp	string	Date/time in ISO 8601 format with timezone
1	Open	integer	Opening price × 100
2	High	integer	Highest price × 100
3	Low	integer	Lowest price × 100
4	Close	integer	Closing price × 100
5	Volume	integer	Total traded volume
6	Open Interest	integer	Open Interest (only when `oi=1`)

Price Scaling and Open Interest for NFO

IMPORTANT: Open, High, Low, and Close values are multiplied by 100. To get actual prices, divide by 100.

Open Interest data is only included when the oi=1 query parameter is added to the request.

Example:

[
    "2024-03-05T00:00:00+0530",
    26000,
    41505,
    21400,
    33330,
    2950530,
    487485
]

Actual Values:
    - Open: ₹260.00 (26000 ÷ 100)
    - High: ₹415.05 (41505 ÷ 100)
    - Low: ₹214.00 (21400 ÷ 100)
    - Close: ₹333.30 (33330 ÷ 100)
    - Volume: 2,950,530 contracts
    - Open Interest: 487,485 contracts

Error Handling

The API follows standard HTTP status codes and returns structured error responses:

{
  "status": "error",
  "message": "Invalid date range",
  "code": "INVALID_DATE_RANGE"
}

Common Issues

400 Bad Request: Invalid parameters (exchange, token, interval, or date format)
401 Unauthorized: Invalid or expired token
403 Forbidden: Insufficient permissions
404 Not Found: Invalid instrument token or exchange
422 Unprocessable Entity: Date range exceeds maximum allowed period
429 Too Many Requests: Rate limit exceeded
500 Internal Server Error: Server-side processing error

Integration Notes

Best Practices

Always divide price values (Open, High, Low, Close) by 100 to get actual prices
Use appropriate intervals based on your analysis needs (smaller intervals generate more data)
Request reasonable date ranges to avoid timeout or size limit issues
Cache historical data locally to minimize API calls for backtesting
Use the oi=1 parameter only when Open Interest data is needed (NFO only)
Implement proper error handling for missing data or date range issues
Validate date formats match yyyy-MM-ddTHH:mm:ss specification

Data Availability

Historical data availability varies by instrument and exchange. Some instruments may have limited historical data, especially for newly listed securities or derivatives contracts.

Date Range Limits

There may be maximum date range limits depending on the interval selected. For very large datasets, consider breaking requests into smaller time periods.