When it comes to derivatives, we have multiple contracts for the same underlying due to different expiry, strike price, option type, etc.
I think investbulls offers something called as "continuous futures" where future contracts are classified as near, next and far or may be F_1, F_2 and F_3. Check it out with them.
Other thing you can do is use the OHLC values of the underlying, and volume/oi data of all the contracts for that underlying(cumulative volume).
Else you will have too many record which will be of little use.