How to set nginx max open files?

On CentOS (tested on 7.x):

Create file /etc/systemd/system/nginx.service.d/override.conf with the following contents:

[Service]
LimitNOFILE=65536

Reload systemd daemon with:

systemctl daemon-reload

Add this to Nginx config file:

worker_rlimit_nofile 16384; (has to be smaller or equal to LimitNOFILE set above)

And finally restart Nginx:

systemctl restart nginx

You can verify that it works with cat /proc/<nginx-pid>/limits.

I found the answer in few minutes after posting this question...

# cat /etc/default/nginx
# Note: You may want to look at the following page before setting the ULIMIT.
#  http://wiki.nginx.org/CoreModule#worker_rlimit_nofile
# Set the ulimit variable if you need defaults to change.
#  Example: ULIMIT="-n 4096"
ULIMIT="-n 15000"

/etc/security/limit.conf is used by PAM, so it shoud be nothing to do with www-data (it's nologin user).