1 Sec Intraday Data for all NSE cash

#1
Hi All,
I have gone through the data feeds thread and found very intresting and whole world of RT feed information. And thanks alot to all the members who made such a knowledgeably place.

I have a little tweaked requirement. I hope members would help regarding this. It would be great help for me.


I need 1 - Sec Intraday day data at the EOD for all the NSE cash scripts..

I am an individual and developing my own software application for TA. As part of that I have the following requirements:

1. I need tick by tick (say 1 - Sec) data in a CSV format at EOD
2. The format should be like SYMBOL, DATE, TIME, OPEN , LOW, CLOSE, HIGH, VOLUME
OR any other sequence but I need these values.
3. I need this data for all the NSE Cash Securities (appx 1200).
4. I do not need this LIVE.

Pls provide any useful suggestion, I am ready to shell out few hundred rupees as well.

Pls suggest where can I get or any provider and how much they charge.

Thanks & Rgds,
BN
 
#2
I do not think data at this granularity is available with even profesional data services. Your only option is to go for NSE CD's available for NSE and mine through terabytes of data. I do not know if BSE offers anything similar.

These CD's will cost you bit more than few hundred rupees, more like a few lac rupees :)
 
#3
Yes, U pointed out correctly. Simple calculation 1 Sec - 1 Row means, total one day NSE cash trading is coming at around 2.41 crores rows which commands need of mid-range or main frame computer.:confused:

So i dropped that.

Now can I have a 1 - Min data of all the NSE Cash Securities.

Thanks for the reply & awaiting for suggestions.

Thx & Rgds,
BN
 
#4
Yes, U pointed out correctly. Simple calculation 1 Sec - 1 Row means, total one day NSE cash trading is coming at around 2.41 crores rows which commands need of mid-range or main frame computer.:confused:

So i dropped that.

Now can I have a 1 - Min data of all the NSE Cash Securities.
Not really 1 sec data but very near. Try The Chart Reader for data from 23rd April 2009.

Soumya diligently uploads 1 min cash data at this 4shared location.
 
#5
Yes, I do follow Soumya's Cash & Future data which is really helpful. But they are primarily constrained to the stocks which are future complaint. I need the 1 Min intraday data for all the NSE Cash (i.e. Appx 1200 stocks) stocks.

I haven't seen the chartreader. Actually I downloaded one file which got corrupted. Lets me and reply that.

Thanks for your suggestion.

-BN
 
#6
Yes, I do follow Soumya's Cash & Future data which is really helpful. But they are primarily constrained to the stocks which are future complaint. I need the 1 Min intraday data for all the NSE Cash (i.e. Appx 1200 stocks) stocks.

I haven't seen the chartreader. Actually I downloaded one file which got corrupted. Lets me and reply that.
1 min data provided by Soumya & investbulls are the only (free) ones that one is aware of. Both have the limitation that you mention.

It seems that you may not find TheChartReader data appropriate as well. It appears to catch broadcast data at the trading terminal. As a consequence, data may have gaps ranging from 2 secs to many secs (how many indicator formulae account for non-regular periods?), scripts may be missing, etc. and you would really need to validate that data. I had wanted the Nifty index values at high resolution and found it useful.

Let us know what you find. Thanks.
 

rkgoyal_98

Well-Known Member
#7
Intraday Data for all NSE cash

I can forward you the 1 Min data i have,
But files size is big, so can not be uploaded here
will try 4 shared and tell u
rajeev
 
#8
dear sir,
i have gone through the forum.
if i sec data is not possible will anybody plz provide me the
FUTURE RT DATA FOR 18/09/2008 OF ONLY THREE SCRIPS
NAMELY 1. RELIANCE 2. SBIN 3. REL INFRA
regards
nimade
 
#9
Yes, U pointed out correctly. Simple calculation 1 Sec - 1 Row means, total one day NSE cash trading is coming at around 2.41 crores rows which commands need of mid-range or main frame computer.:confused:

So i dropped that.

Now can I have a 1 - Min data of all the NSE Cash Securities.

Thanks for the reply & awaiting for suggestions.

Thx & Rgds,
BN
Could you please share, how you came to 2.41 crores ?
 
#10
Hi RKglobal,

You have complied the post of SAINTS for thread "teach a man fish"....i am unable to download it from the link u gave in ur post ....can u plz provide me the link now,,,,

Br Gaurav