TimescaleDB (data tier)
RDS-hosted hypertable for option chains + tags
Phase B-7.3. Lands after vendor data decision; provisioning runbook ready in docs/B7_BACKTEST_INFRA.md.
Data
Historical + live data feeds powering the backtester. A backtest is only as good as its data — what you see here is what the engine actually uses today.
Live coverage
Own-capture option chain
Minute-tick captures of NIFTY / BANKNIFTY / FINNIFTY / SENSEX / BANKEX (ATM ± 80 strikes, top-5 bid/ask depth)
Kite Connect session
Provides spot history + live quotes + Black-Scholes inputs for the v0.1 option-price simulation
Vendor data
Storage + reconciliation
planned
S3 Parquet cold tier
Glacier lifecycle for deep history
Phase B-7.4. ~$2-5/mo for the storage; Glacier lifecycle keeps 90+ day data cheap.
NSE Bhavcopy reconciliation
EOD sanity check against vendor data
Daily worker compares vendor data against NSE bhavcopy + flags discrepancies.