Tradetron · Backtesting · Data coverage
Backtest data coverage: what history the backtester has.
Tradetron backtests replay 1-minute bars. NIFTY and BANKNIFTY options go back to 1 January 2020, NSE stock options to 1 June 2024 and SENSEX options to 7 August 2023. NSE and BSE backtests end 35 days before today (today that is 24 Sep 2026); MCX, crypto and US backtests can end yesterday.
1-minute barsNIFTY from Jan 2020NSE ends 24 Sep 2026
Facts checked 30 Oct 2026 · end dates as of 29 Oct 2026
01 · Coverage
Start and end dates, by segment.
"From" is the first day with data. "Latest end" is the last day a backtest can end on today: 35 days before today on NSE, NFO and BFO (SEBI's 30-day lag on price data, plus a margin), yesterday everywhere else. One backtest can cover any window inside these dates, up to the longest window your plan allows.
India: NSE and BSE
| Segment | Underlyings | From | Latest end | Resolution | Notes |
|---|---|---|---|---|---|
| NSE index optionsNFO | NIFTY, BANKNIFTY | 1 Jan 2020 | 24 Sep 202635 days back | 1-minute OHLC + OI | Weekly and monthly expiries. FINNIFTY and MIDCPNIFTY options run too, from later dates (NSE listed them after 2020). NSE stopped BANKNIFTY weekly expiries in November 2024, so there are none after that. |
| NSE index futuresNFO | NIFTY, BANKNIFTY | 1 Jan 2020 | 24 Sep 202635 days back | 1-minute OHLC + OI | |
| NSE indicesNSE | NIFTY 50, NIFTY BANK | 1 Jan 2020 | 24 Sep 202635 days back | 1-minute OHLC | Used for spot conditions and ATM strike selection. Other index series start later. |
| NSE stock optionsNFO | Stocks in the NSE F&O list | 1 Jun 2024 | 24 Sep 202635 days back | 1-minute OHLC + OI | Before June 2024 most stock option contracts are missing from the data, so a window that starts earlier is refused. |
| NSE stock futuresNFO | Stocks in the NSE F&O list | 1 Jan 2020 | 24 Sep 202635 days back | 1-minute OHLC + OI | |
| NSE cash equityNSE | NSE-listed stocks | 1 Jan 2020 | 24 Sep 202635 days back | 1-minute OHLC | History depth varies by stock: some stocks start later than 2020 in the data. |
| BSE index optionsBFO | SENSEX | 7 Aug 2023 | 24 Sep 202635 days back | 1-minute OHLC + OI | No SENSEX contract before 7 August 2023. |
| BSE index optionsBFO | BANKEX | 11 Aug 2023 | 24 Sep 202635 days back | 1-minute OHLC + OI | Thin through August 2023. |
India: MCX commodities
| Segment | Underlyings | From | Latest end | Resolution | Notes |
|---|---|---|---|---|---|
| MCX futures and optionsMCX | MCX commodities, for example CRUDEOIL and NATURALGAS | Not published | 28 Oct 2026yesterday | 1-minute bars | Runs on FastBT. Checked on crude oil futures and ATM options with every trading day filled. A start date per commodity is not published yet; fill prices on thinly traded contracts are not separately audited. |
Crypto: Delta Exchange India
| Segment | Underlyings | From | Latest end | Resolution | Notes |
|---|---|---|---|---|---|
| BTC options and perpetualDELTAINDIA | BTCUSD | 1 Jan 2024 | 28 Oct 2026yesterday | 1-minute bars | Daily options. |
| ETH options and perpetualDELTAINDIA | ETHUSD | 5 Feb 2024 | 28 Oct 2026yesterday | 1-minute bars | Daily options. |
US options
| Segment | Underlyings | From | Latest end | Resolution | Notes |
|---|---|---|---|---|---|
| US index optionsOPRA | SPX, XSP, NDX, VIX | 15 Feb 2023 | 28 Oct 2026yesterday | 1-minute bars | PM-settled weeklies. AM-settled SPX and NDX monthlies are not included. |
| US stock and ETF optionsOPRA | SPY, QQQ, IWM, GLD, DIA, TQQQ, AAPL, TSLA, NVDA, GOOGL, GOOG, AMZN, META, MSFT, AMD, PLTR, NFLX, INTC | 16 Aug 2021 | 28 Oct 2026yesterday | 1-minute bars | Other US symbols are refused until their data is loaded. |
02 · Gaps
Missing days and segments not covered.
Known missing trading days
- 20 Feb 2024: No NSE data for the session. Trades that day are skipped.
Not covered
- Currency derivatives (CDS): not checked in the backtest data.
- BSE cash equity: not checked in the backtest data.
- Crypto venues other than Delta Exchange India (Binance, CoinDCX, Delta global and others): no history.
- Crypto other than BTC and ETH.
03 · Limits
What a backtest on this data cannot reproduce.
No bid/ask fills
The data has 1-minute bars, not the order book. Each fill uses the bar's price plus your slippage setting, so the spread you would have paid is an estimate.
Greeks are computed
The data has no stored Greeks or implied volatility. The engine computes delta and the other Greeks from the option and underlying prices.
Exits read on the bar close
Stop losses and targets are checked on each 1-minute bar's close, not on every tick inside it, so the exit price can be past the level you set.
Nothing inside a minute
There is no tick path, so the order of events inside one minute is not known.
No outside signals
Signals pushed in from outside (webhooks, APIs) and live account data such as margin and funds do not replay.
What each number in the report means: the backtest glossary. A worked example: backtest Nifty options on 1-minute data.
04 · Questions
Backtest data, answered.
How far back does Tradetron's backtest data go?
NIFTY and BANKNIFTY options, index futures, NSE stock futures and NSE cash go back to 1 January 2020 at 1-minute resolution. NSE stock options start on 1 June 2024, SENSEX options on 7 August 2023 and BANKEX options on 11 August 2023. US stock and ETF options start on 16 August 2021, US index options on 15 February 2023, BTC on 1 January 2024 and ETH on 5 February 2024.
What is the latest date a backtest can end on?
On NSE, NFO and BFO, 35 days before today (24 Sep 2026 today). SEBI's norms for price data used for education (circular dated 8 May 2026, effective 1 July 2026) require a 30-day lag, and Tradetron keeps a few days more. MCX, crypto and US backtests can end yesterday.
Why does a stock options backtest start in June 2024?
Before June 2024 most stock option contracts are missing from the data, so a backtest would leave most legs unpriced and quietly trade less. The backtester refuses a stock options window that starts earlier. Stock futures and cash go back to January 2020.
Are any trading days missing?
Yes: 20 Feb 2024. Trades on a missing day are skipped.
Does the backtest use bid and ask prices?
No. The data has 1-minute bars (open, high, low, close and, for India F&O, open interest), not the order book. Each fill uses the bar's price plus the slippage you set, and stop losses and targets are checked on the bar's close.
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Risk disclosure. For education and research only. Back-test results are hypothetical, simulated on historical data, and are not a claim, indication or assurance of returns or future performance. Not investment advice or a recommendation to buy or sell any security. Trading in securities and derivatives carries a substantial risk of loss. Tradetron is a software platform, not an investment adviser.