Free NSE Futures data downloader

[totalbankrupt]

Getbhavcopy, one of the best FREE EOD data downloader for NSE and BSE stocks now downloads NSE Futures data too.

Read more : Getbhavcopy version 2.1.0a now downloads Futures data

With this now Getbhavcopy downloads the following for FREE

1. NSE EOD stock data (OLHC + Volume + Delivery Quantity)
2. NSE EOD Indices data + VIX (OLHC + Volume)
3. BSE EOD stock data (OLHC + Volume)
4. BSE EOD Indices data (OLHC + Volume)
5. NSE EOD Futures data FUTIDX and FUTSTX (OLHC + Volume + OI)

Hope this helps everyone.

 

[murthymsr]

Thanks, hemen for the update, I will try & give feedback on problems if any.

Please confirm that

1) I can run this and the earlier version simultaneously without any registry clashes.

2) The data formats of the new and old versions are identical and input into AB and charting will be seamless.

murthymsr

 

[Phani333]

Thanks Heman.. the New one is working perfectly Well.. :thumb:

 

[Raju]

Hi Hemen/MurthySir,

I know you both are from software . I am in software testing.I had a query/request.
Presently I am using sharekhan.
Query - I want to automate creation of csv file from sharekhan and then exporting it to amibroker.

Currently I am doing it manually-Right click on screen , save as csv , convert columns in csv to whatever columns I want(Eg. I want to change date format),Then import file in amibroker.

Can u please suggest a automation tool for the above . I will try myself.Have tried autoit.But autoit reliability is very poor.

Mod-Please delete my message if I have put in wrong thread.

Thanks,
Raju

 

[murthymsr]

Hi hemen,

The new version is working fine, with just one observation.

1) My screen resolution is 1440x900 with DPI setting at 120 and NOT the standard 96 DPI. With this DPI, I find that the
'Download futures data' checkbox and 'Enable output header' overlap, making it impossible to select the 'Download futures data' option. I have changed the resolution, selected the option and reverted to my own DPI setting. This may need some attention.

2) I very much liked the option to choose the 'Trading cycle symbol suffixes'. This will help easy migration and better charting convenience.

I wish we have the same facility for the NSE & BSE indices also for renaming the indices to user friendly names and for uniformitty.

3) The futures data now consists of about 550 records and about 30% of them are with ZERO volume. (not traded on that day). An option to exclude the zero volume stocks will be very much helpful to get a cleaner database.

Thanks.

murthymsr

 

[murthymsr]

Hi Hemen/MurthySir,

I know you both are from software . I am in software testing.I had a query/request.
Presently I am using sharekhan.
..................
Thanks,
Raju

Hi Raju,

I am NOT from software. Using software and commenting is just my hobby for more than a decade.

As I do not use sharekhan, I cannot make any suggestion, sorry.

Regards.

murthymsr

 

[totalbankrupt]

Hi hemen,

The new version is working fine, with just one observation.

1) My screen resolution is 1440x900 with DPI setting at 120 and NOT the standard 96 DPI. With this DPI, I find that the
'Download futures data' checkbox and 'Enable output header' overlap, making it impossible to select the 'Download futures data' option. I have changed the resolution, selected the option and reverted to my own DPI setting. This may need some attention.

2) I very much liked the option to choose the 'Trading cycle symbol suffixes'. This will help easy migration and better charting convenience.

I wish we have the same facility for the NSE & BSE indices also for renaming the indices to user friendly names and for uniformitty.

3) The futures data now consists of about 550 records and about 30% of them are with ZERO volume. (not traded on that day). An option to exclude the zero volume stocks will be very much helpful to get a cleaner database.

Thanks.

murthymsr

Hello,

Your comments have always been valuable.

I will come out with a new build of the alpha soon and plan to address these issues

1. Fixing the DPI resolution issue (not sure how i missed that)
2. Allowing an option to have BSE stock full names in the output too, in case once in a while one needs to update the names and symbols database.
3. Can you elaborate on point 3 by taking an example. i am not a functional expert in Futures and need guidance of seasoned traders like you.

 

[bunny]

3. Can you elaborate on point 3 by taking an example. i am not a functional expert in Futures and need guidance of seasoned traders like you.

HI Hemen, in futures, we have "contracts" of certain expiry unlike equity shares. For ex: at this moment, 3 "RELIANCE" future contracts expiring in Feb, Mar and Apr are available for trading. While they may be available for trading, they may not have been traded today for any reasons like no buyer sellers, etc. Thus, the volume of these contracts will be zero.

He is asking if it is possible for you to filter out these records.

 

[totalbankrupt]

HI Hemen, in futures, we have "contracts" of certain expiry unlike equity shares. For ex: at this moment, 3 "RELIANCE" future contracts expiring in Feb, Mar and Apr are available for trading. While they may be available for trading, they may not have been traded today for any reasons like no buyer sellers, etc. Thus, the volume of these contracts will be zero.

He is asking if it is possible for you to filter out these records.

While I do understand what you are saying, a practical example will help in having a clear understanding...so that we can nail it down...

 

[murthymsr]

Hello,
............
3. Can you elaborate on point 3 by taking an example. .................

I present an abstract of today's FNO bhav copy, SORTED on the <volume> cilumn.

<ticker> <date> <open> <high> <low> <close> <volume> <o/i>

WELGUJ3 20100218 0 0 0 245 0 1600
WIPRO3 20100218 0 0 0 681.15 0 0
YESBANK3 20100218 0 0 0 248.3 0 0
ZEEL3 20100218 0 0 0 258.9 0 2800

AMBUJACEM3 20100218 106.3 106.3 106.3 106.3 1 24744
BALRAMCHIN3 20100218 114.5 114.5 114.5 114.5 1 2400
BHARATFORG3 20100218 250 250 250 250 1 4000
CENTURYTEX3 20100218 495 495 495 495 1 848

The first 4 stocks are not traded today (volume=0) and the next 4 stocks only are traded. Like this about 30% of FNO stocks are not traded, but they will have close price, which is the close of the last traded day or some calculated price.

If such zero volume stocks are also included, the Price volume chart in TA software will look very ugly as the open, high, low and volume is zero for all those stocks

In view of this, I requested to give the option not to output such stocks. Still, there may be some purists, who may like to have them also, so I have not proposed to delete those records, but give the option to user whether to have them or not to have them.

i am not a functional expert in Futures and need guidance of seasoned traders like you.

Nor I am !



murthymsr