Need Help for new features: Getbhavcopy (Free NSE BSE Data downloader)

#1
Hi,

I am Hemen Kapadia, the developer of Getbhavcopy (Free NSE BSE Data Downloader).

I am looking for help for users to add new features in the next version. I have the following on my mind.

1. NSE Futures.
I need to know how to parse the data in the file http://www.nseindia.com/content/historical/DERIVATIVES/2008/AUG/fo12AUG2008bhav.csv such that it can be imported into leading technical analysis softwares like metastock and amibroker.

Example of such data is

Code:
INSTRUMENT	SYMBOL	EXPIRY_DT	STRIKE_PR	OPTION_TYP	OPEN	HIGH	LOW	CLOSE	SETTLE_PR	CONTRACTS	VAL_INLAKH	OPEN_INT	CHG_IN_OI	TIMESTAMP
FUTIDX	BANKNIFTY	28-Aug-08	0	XX	6385	6508.9	6341	6398.1	6398.1	21910	35169.36	300475	-15450	13-Aug-08
FUTIDX	BANKNIFTY	25-Sep-08	0	XX	6387.6	6600	6350	6415	6450	108	174.14	1975	400	13-Aug-08
FUTIDX	BANKNIFTY	29-Oct-08	0	XX	0	0	0	6460	6513.3	0	0	50	0	13-Aug-08
FUTIDX	CNX100	28-Aug-08	0	XX	0	0	0	4470	4343.85	0	0	50	0	13-Aug-08
FUTIDX	CNX100	25-Sep-08	0	XX	0	0	0	4197.6	4379.95	0	0	0	0	13-Aug-08
FUTIDX	CNX100	29-Oct-08	0	XX	0	0	0	4231	4422.95	0	0	0	0	13-Aug-08
FUTIDX	CNXIT	28-Aug-08	0	XX	3806.5	3888	3805.05	3874.35	3874.35	262	506.3	27900	-1050	13-Aug-08
FUTIDX	CNXIT	25-Sep-08	0	XX	0	0	0	4298.25	3902.8	0	0	0	0	13-Aug-08
FUTIDX	CNXIT	29-Oct-08	0	XX	0	0	0	3850.25	3941.15	0	0	0	0	13-Aug-08
FUTIDX	JUNIOR	28-Aug-08	0	XX	7450	7450	7450	7450	7470.25	3	5.58	225	50	13-Aug-08
FUTIDX	JUNIOR	25-Sep-08	0	XX	0	0	0	6930.45	7532.35	0	0	0	0	13-Aug-08
FUTIDX	JUNIOR	29-Oct-08	0	XX	0	0	0	7116.85	7606.3	0	0	0	0	13-Aug-08
How do i parse it ? What should the output file look like so that it can be imported into Metastock/Amibroker?

2. BSE Futures.

I have the same question as above for the BSE data obtained from http://www.bseindia.com/deri/HotLinks/DerBhavCopy.aspx?L=2&id=hd0&Lid=6.

Regards,
Hemen
 
#2
Thanks Adheer. This helped a lot.

I will be implementing points 1 and 2.

I will not be implementing point 3 as you mentioned but along with point 1 and 2 wherby OI will be the last column in the data (as expected by Metastock and Amibroker).

I did not understand anything about 4 so that is no on my radar for now :)

Thanks and Regards,
Hemen
 
#3
2) The three series (current, next and far month) can be represented with subscripts (e.g. BANKNIFTY.F0, BANKNIFTY.F1 and BANKNIFTY.F2).
Using this methodology, at any given time, there will be always be only three series.
After rollover, F1 becomes F0, F2 becomes F1 and the new series becomes F2.
May I suggest that you maintain this as symbol.dd-mmm-yy e.g. BANKNIFTY.28-Aug-08. This would help maintain it historically as separate entities without the rollover confusion.

Adheer, any downside in this?
 
#4

murthymsr

Well-Known Member
#5
Hi,

Firstly thanks for the very simple application that does the job very neatly!

I have a few observations, which you may please look into.

1) I have used on my system (OS : Vista) with the resolution 1280 X 800. In the options tab, I do not see the check box for the 'Download Open Interest'. Even at 1280 X 720 resolution, it is the same case. Screen shot attached. I would like to add that my display text size is large scale (120 DPI) and NOT the default 96 DPI.

2) I have unchecked BSE option, as I am not interested in it and not cared to specify the folder for BSE. But the program insists that I should enter some thing in that text box also! One may be interested in the BSE indice (particularly the sectorial indice data even if he is not trading on BSE. If possible, you may look into providing a separate sub-option for BSE indice. Same may be the case for NSE and NSE indice.

3) I feel the utility of this application gets enhanced by making it portable. One may like to download data through one PC with .net into his pen drive and use the data into the TA software on another PC,with or without .net.

To achieve this, the default download folders may be the sub-folders to the application folder. The delivered zip file for the program may include the default sub-folders also. The user may still have the option to change the folders, in which case he may lose the portability.

I am not sure if this can bring portability, but you may think it over.

4) The check box 'Ignore Weekend' may go better into the 'Download' tab where the dates are being entered rather than the 'Options' tab.

But, by the way, does this program make any changes to the registry?

Thanks.
murthymsr
 
Last edited:
#6
Sounds reasonable. Also, Symbol.yymm would result in increase of the number of unique symbols over time.

Hemen: I use GetBhavCopy; thank you for making it available.
 
#7
Hi,

Firstly thanks for the very simple application that does the job very neatly!

I have a few observations, which you may please look into.

1) I have used on my system (OS : Vista) with the resolution 1280 X 800. In the options tab, I do not see the check box for the 'Download Open Interest'. Even at 1280 X 720 resolution, it is the same case. Screen shot attached.

2) I have unchecked BSE option, as I am not interested in it and not cared to specify the folder for BSE. But the program insists that I should enter some thing in that text box also! One may be interested in the BSE indice (particularly the sectorial indice data even if he is not trading on BSE. If possible, you may look into providing a separate sub-option for BSE indice. Same may be the case for NSE and NSE indice.

3) I feel the utility of this application gets enhanced by making it portable. One may like to download data through one PC with .net into his pen drive and use the data into the TA software on another PC,with or without .net.

To achieve this, the default download folders may be the sub-folders to the application folder. The delivered zip file for the program may include the default sub-folders also. The user may still have the option to change the folders, in which case he may lose the portability.

I am not sure if this can bring portability, but you may think it over.

But, by the way, does this program make any changes to the registry?

Thanks.
murthymsr
Hi,

My answers

1. I personally have vista at home and I tried to run Getbhavcopy with each screen resolution between 800x600 to 1600x1200 and it rendered with any issues any time. I do not deny that you are facing the issue, since it is evident from your screen shot but i believe there is something weird going on in your machine. If i cannot reproduce it then I dont know how to fix it.

2. I tried this and the only time it asks for something in the BSE download directory is when Download BSE data is checked. If i uncheck it then the settings get saved even if the directory field is blank. This makes me furthur believe that this is a lone issue as i have not seen this being reported by any one and seems to be because of something in your machine. I cannot reproduce this also.

3. I believe the current design is the most flexible one where i let the users decide where they want the data to be downloaded. If you have the pen drive in your machine then you can also provide a folder in the pen drive as the destination directory to be directly imported into your other machine.

May be I am not understand what you need to say but i have give some thought over it and could not understand what you are actually asking. May be some example will help.

4. Yes the Options settings are the only things that are stored in the registry, nothing else.

Regards,
Hemen
Getbhavcopy - Best Free NSE BSE data downloader (EOD, Indices, Daily & Historical, Open Interest, bhavcopy downloader)
 

murthymsr

Well-Known Member
#8
--------------------

1. I personally have vista at home and I tried to run Getbhavcopy with each screen resolution between 800x600 to 1600x1200 and it rendered with any issues any time. I do not deny that you are facing the issue, since it is evident from your screen shot but i believe there is something weird going on in your machine. If i cannot reproduce it then I dont know how to fix it.
Hi,

Thanks for the prompt response. I have edited my earlier post to add that more info. It appears to be connected with display font size and may not be with the resolution.

murthymsr
 
#9
Hi,

Yes. This is due to the high DPI setting on your machine.

Unfortunately there is no quick fix for this. And it seems this is a new setting in Vista and in Windows 7 (the next windows).

I will have to research this more before i decide on a resolution. This may be handled in the next version i would release.

Then then you may have to go to the default 96dpi setting for the time you want to use getbhavcopy.

I suggest if you are using a higher dpi for readability issues then try to use 96 DPI with a lower resolution to get somewhat same effect.

Regards,
Hemen
 
#10
Hi Mr. Murthy,

Can you try one more thing.

Right click Getbhavcopy.exe and select properties.

In the properties window clikc on the 'Compatibility' tab.

Out there select the check box that reads 'disable display scaling on high DPI settings'.

This should solve your problem.

Regards,
Hemen
 

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