EOD Nifty Fut & Options data for 08-09

D

dourediff

Member
#1
#1
is it possible to download all daily traded future and options data for a single script / index with minimal clicks.

all i want is EOD data [ list of columns as mention below ] of all traded contracts of nifty on daily basis from apr08 to mar09 [ financial year 08-09 ]

Instrument Type
Underlying
Expiry Date
Option Type
Strike Price
High Price
Low Price
Prev Close
Last Price
Number of contracts traded

let me know how to download them / any tool is available for the same.

thanks
 
D

dourediff

Member
#2
#2
it would also help me if someone can refer link to yearly / monthly compiled zip file of nse eod data of derivatives segment. i can filter data as per my requirement.

thanks
 
A

AW10

Well-Known Member
#3
#3
The data is available on NSE site. (go to following subsection - Home > F&O > Market Information > Historical Data > Contract-wise Data)

But it is painful to download as at a time the key used to download is Scrip+Strike+Expirydate . You can easily calculate the number of combinations that are possible.

Suggestion - write some tool which can for the key and download it in background.
Or be very specific with your request and download the data manually.

Happy Trading
 
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