MCX Data

#1
Hi Guys! I am looking for MCX EOD data preferably since inception in 2003. However, all the data files I have come across do not have complete data or outdated.

The downloaders posted here tend to download only the first month contract price and disregard the fact that same commodities several contracts trading on any given day. This makes any analysis rather difficult.

Can someone post the MCX (and if possible NCDEX) till date that includes information for all contracts including Open Interest?

Thanks.
 

sr114

Well-Known Member
#2
Hi Guys! I am looking for MCX EOD data preferably since inception in 2003. However, all the data files I have come across do not have complete data or outdated.

The downloaders posted here tend to download only the first month contract price and disregard the fact that same commodities several contracts trading on any given day. This makes any analysis rather difficult.

Can someone post the MCX (and if possible NCDEX) till date that includes information for all contracts including Open Interest?

Thanks.
3 possibilities are there :

1.try to find out the commercial mcx data provider for ur requirements. (which will cost u hefty amount)

2.if u go for the free route then (mcx eod data from inception) search the forum , there are some mcx data from inception uploaded. look whether it fulfills ur requirements

3.or try to download from MCX site - in datewise, format the data according to ur charting software requirement and u r done.

btw , eod data are costly (specially which are adjusted and updated) and u cant get it free.

regards
sr
 
#3
Well, it took some work but I downloaded all the data off of MCX website, adjusted it so that it clearly shows both near and far month for each commodity, and imported it into Amibroker.

The data is from Nov-2003 till date (17-Sep). Here is the database if anyone else needs it.
MCX Data.rar

Password: mcxdata
 
Last edited:

summasumma

Well-Known Member
#4
Well, it took some work but I downloaded all the data off of MCX website, adjusted it so that it clearly shows both near and far month for each commodity, and imported it into Amibroker.

The data is from Nov-2003 till date (17-Sep). Here is the database if anyone else needs it.
MCX Data.rar
Is it password protected? Can you pls let us knw the password?
 

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