Expiries, lots & sessions
The contract calendar as it was on each day
For every trading day: which expiries were listed, how far away each was, the lot size that applied that day, and when the session opened and closed - including holidays and special sessions.
Expiriesweekly & monthly
Lot sizesas in force each day
Sessionsholidays & special sessions
Data points
8 fieldsFieldWhat it meansTypeExpiryEvery expiry date listed that day, nearest first.dateWeekly / MonthlyWeekly = any listed expiry. Monthly = the month's main expiry (the one its futures contract expires on).textDTEDays to expiry, counted in calendar days (0 = expiry day).numberLot sizeContract size on that date. It changes over the years (NIFTY was 75, later 65), and the backtest always uses the one in force on the day.numberSession closeThe day's closing time - 15:30, and 15:40 from 3 Aug 2026 - and the last second that actually traded.timeTrading daysHolidays are skipped; special sessions (a Saturday or Budget-day session) are included.datesDay flagsExpiry day (weekly or monthly), the day before or after a holiday, special sessions.yes / noSettlementWhere the underlying settled on each expiry, and whether an option finished in the money - for positions held to expiry.₹
What you can do with it
tap a request to copy it, then paste it into the chatChoose expiries by type or distance.
Trade only on expiry day, or exit a set time before the close.
Change behaviour around holidays.