Hey, i have nifty and banknifty options 1 minute data from 2016 to 2022
Hi @rajnivp
actually I checked your data. it has very less number of strike prices, and also it do not have consistent strike prices. I mean if on 12:00 there are 30 strikes available then on very next minute the number of strikes gets decreased or gets increased.
I need consistent strikes thorugh out the trading session at least. if there are 30 strikes then all the 30 strikes should be available till the entire trading day