Historical Data for NSE (tick by tick and 1 minute)

#1
Hi Veteran traders,

Can some one give me some ideas as where i can get intraday ( 1 minute) and/or tick data for NSE exchange. Both futures and stocks.

Any help appreciated.

Cost is not an issue.

Thanks

Ragu
 

pkgmtnl

Well-Known Member
#2
Hi Veteran traders,

Can some one give me some ideas as where i can get intraday ( 1 minute) and/or tick data for NSE exchange. Both futures and stocks.

Any help appreciated.

Cost is not an issue.

Thanks

Ragu
add market-data-provider in ur yahoo messenger,
may be they cu help u in this regard,
 

rocky9281

Well-Known Member
#5
Please download the attached zip and extract the following 2 files:

1. TickData.csv (Reliance tick data from IIFL)
2. RELIANCE_NSE111114.csv (Reliance tick data from Indiabulls)
--------------------------------------------------------------------------

I am adding the all the individual tick volumes, hoping that it will be equal to be total day's trading volume.

1. IIFL adds to give 8110396
2. Indiabulls adds to give 5940182

Points of confusion-1:

1.None of the above confirms the total volume as provided by the Nifty - 6890857 (Please verify whether I have added the data correctly)

2. IIFL data not equal to Indiabulls data

Points of confusion-2:

In IIFL, it is seen that the data continued to be fetched even after 3:30 (upto 15:59!)

Please look into the above 2 points


link to download:http://www.4shared.com/file/MTMWk4e7/Reliance_14_Feb_2011.html
 
#9
NSE is charging (for individuals) Rs 15000 per year's data (tick by tick). 60000 is for commercial corporates.

so if you want all of FnO dataetc. which is about 10 years then pay 1.5 lakh. too much.


let me know if someone wants to share the cost. we can pool and get it for our personal uses.