merge historical data for same series

[anandaanv]

Current DataLoader loads NFO data for only current month. say e.g. If you take INFY, there can be many option series expring every month say current price is 700, then there will be series like INFYOCT19700CE, INFYSEP19700CE, INFYNOV19700CE, all those series should be counted as single series. How to do that? Create a separate relationship table, that scans the instruments and finds out the relationships in Base script and derivatives and their Instruments. Upon data requestm we can fetch all derivatives from same script, and merge the hostorical data based on expiry. This will make it very easier to backtest the data for any script.