NSE Data Parsing...

Dear All

I have made a software which read the LIVE Broadcast Data from NSE. NSE send data as packets and I have able to get packets but all packets received as compress mode (as buffer).So I have use LZO to Decompress the data.

But not sure those packets data have some particular process of Parsing.Can any one help me "How I will able to Parse those packets".

Please send me details about parsing of LIVE NSE Data....

Thanks to all

Regards
Arnab

Dear Arnab


I'm Also trying...
when i try to decompress the received data, lzo throwing error "Access violation". I can't understand because i have little knowledge of c/c++.

plz help me how can i decompress the data.


and ur prob is data parsing...

In received Packet ist 2 byte denote market type,5th and 6th byte denote the received packet is compressed or not.




Thanks to all

Regards
Sujit

Hi there,

Could you please PM Traderji and ask him to change your user id.
Yours is in violation of forum rules which attracts a ban. Not supposed to use email id etc, or post it either.
Else just abandon this one and create another.

Am informing Traderji of the same, so I suggest you take action ASAP.

AMITBE.

Please if anyone know more on this please do tell as i am also having the same problem
And Sujit and amit if you get any solution on this please share I will really appreciate your help

from where ure reading live broadcast data

Dear Sir/mam,
Myself Anuj Jain. I am capturing the broadcasted data from NSE. I which I have some queries which are as below:

1. I captured the packet as below:

Packet received:

4 20 0 1 0 0 4 59 5A 2A 2A 31 32 33 0 0 0 0 3B D2 F6 D4 20 20 1C 27 0 0 0 2 AF 1D 28 7F 36 AF 0 0 3B D2 F6 D4 E9 6B 31 20 20 20 20 20 20 20 1 DA 0 6 53 26 50 20 43 4E 58 20 4E 69 66 74 79 20 20 20 20 20 20 20 20 0 0 7 B4 A3 0 7 D0 4B 0 7 AF F3 0 7 CA C4 0 7 B4 A3 FF FF FF AE 0 9 AB FA 0 7 33 C0 0 1 FD 6E 0 2 1 A4 43 15 CC 74 88 F8 71 8F 20 0 43 4E 58 20 49 54 20 20 20 20 20 20 20 20 20 20 20 20 20 20 20 0 0 9 13 9D 0 9 24 4B 9 D 53 0 9 24 4B 0 9 13 9D FF FF FF D4 0 B 95 96 0 7 A5 76 0 0 7 15 0 0 6 C1 42 EA 7B 93 4B 72 33 60 20 0 43 4E 58 20 4E 69 66 74 79 20 75 6E 69 6F 72 20 20 20 20 20 0 0 E C6 49 0 F 2 B7 0 E C0 6D 0 E ED 72 0 E C6 49 FF FF FF 9A 0 14 C9 EA 0 E 46 9C 0 0 6 D9 0 0 7 2E 42 F0 64 C0 D8 97 C0 30 20 0 53 26 50 20 43 4E 58 20 44 65 66 74 79 20 20 20 20 20 20 20 20 0 0 5 55 AF 0 5 6A 9A 0 5 52 3 0 5 62 ED 0 5 55 AF FF FF 4D 0 7 94 5A 0 5 F 5F 0 1 93 1D 0 1 95 D8 42 BB DF EE 83 12 FF 33 20 0 42 41 4E 4B 20 4E 69 66 74 79 20 20 20 20 20 20 20 20 20 20 20 0 0 E 3F 0 E F8 8F 0 E C4 A0 0 E E7 64 0 E CB 3F FF FF FF CC 0 14 4C B8 0 D 29 B5 0 0 7 2B 0 0 6 F7 42 F3 C3 A3 38 D7 C C0 20 0 43 4E 58 20 4D 69 64 63 61 70 20 20 20 20 20 20 20 20 20 20 20 0 0A B1 85 0 A D5 6B 0 A AF 5F 0 A C7 33 0 A B1 85 FF FF FF B2 0 F 9 1 0 A 66 DA 0 0 0 B4 0 0 0 B7 F0 5F C CA 69 74 40 20 0 4C 0 A6 0 10 FA 12 0 8 FC 12 0 60 30 40 0 0 0 0 0 98 F5 14 0




2. I am not sure is that, it is the compressed data or not. although I applied LZO decompression method on it. So I received the packet as below:


Packet after decompression:

20 0 1 0 0 4 59 6 C1 42 2A 31 0 20 0 1 0 0 4 59 6 C1 42 2A 31 0 20 0 1 0 0 4 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 D4 20 0 0 0 0 0 0 0 0 D4 20 0 0 0 0 0 0 0 0 D4 20 0 0 0 0 0 0 0 0D 4 20 0 0 0 0 0 0 0 0 D4 20 0 0 0 0 0 0 0 0 D4 20 0 0 0 0 0 0 0 0 D4 20 0 0 0 2 58 20 4D 69 64 63 28 7F 36 63 28 7F 36 63 28 0 3B D2 0 0 0 0 0 0 0 0 E9 6B 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 6 53 0 0 0 0 0 0 0 0 15 0 0 58 20 4E 2 0 0 4 74 0 0 0 0 20 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 B4 A3 0 7 D0 4B 0 7 AF F3 0 0 0 D 53 C4 0 7 0 0 0 80 AC F9 0 0 0 0 0 0 0 0 FF AE 0 52 3 FA F3 0 0 0 0 0 0 0 0 0 0 B4 A3 0 7 D0 4B 0 7 AF F3 0 0 FD 6E 0 2 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0


3. So in both, I can's recognize that from where message is started. Or how can I recognize the fields in the packets above. If you can, Please provide me some help by highlighting the some basic fields in it, or tell any other idea to recognize it.

hi Anuj,
i'm also trying to get the NSE broadcast through UDP but i cant, can you please help me to get the broadcast. I'm getting the broadcast through sniffer which is not a relevant data. Please help me

Nishant Rana
[email protected]

What do you mean by capturing data from NSE? Are you capturing data from some software which is connected to NSE?

Also, have you tried converting hex to ascii before and after compression? Data looks encrypted.

Thanks to all for the reply

but the data provided from NSE received in hex form, which will be decompressed b using LZO, then it will be in hex form also. but when we take it in ASCII char form after decompression, I got some symbol names and instrument name also.. but problem is that I can not recognize the other fields. I could not found the message header starting point. After decompresion , i got the data as below:

20 00 01 00 00 30 20 25 20 20 2A 45 00 17 01 65 00 18 01 45 00 19 01 33 33 33 35 00 00 00 0E 1B 35 4E 70 70 6C 00 00 3B F5 42 B1 21 F6 31 20 20 20 20 20 20 20 00 A2 00 00 00 0F 43 4D 45 47 53 50 35 30 30 4D 20 20 20 20 20 20 46 55 54 49 44 58 00 10 00 0C 07 DB 20 20 00 00 00 00 00 01 E5 0F 00 01 E5 28 00 00 00 00 00 00 00 37 00 00 00 00 00 00 00 27 00 01 EA 0A 00 01 EB B3 00 01 E3 B1 00 01 E5 28 00 01 E9 D8 00 01 E9 D8 00 01 FF 54 00 01 D4 75 00 00 00 00 00 05 39 D6 00 00 00 00 00 2C AB 83 53 26 50 35 30 30 20 20 20 20 00 00 E0 50 88 7C 30 00 A6 00 10 F2 14 00 00 00 00 00 00 00 00 00 08 F2 14 00 78 01 14 00 D8 48 14 00 10 F2 14 00 00 00 00 00 F0 25 AE 00 00 00 00 00 78 01 14 00 00 00 3B F5 C8 18 15 00 31 20 A0 02 00 4A 40 4A 1C 00 E0 03 F0 B7 12 00 BC 01 44 49 01 00 00 00 0E 00 02 00 D0 18 15 00 10 02 00 00 00 00 00 00 00 00 59 5A 2A 2A 31 32 33 00 01
and so on....

The ASCII char equivalent of this packet using Excel is as below:



0 % * E 
e 
E 
3 3 3 5   5 N p p l ; ? B ! 1  C M E G S P 5 0 0 M F U T I D X  ?

( 7 '
" " ?
?
(
?
?
T
? u  9 , S & P 5 0 0 P ? | 0 ?     x
 ? H   ? % ? x
 ; ? ?   1  J @ J   ? 
D I
  ?     Y Z * *
and so on...
in this field I Coloured the field which are symbol name and instrument names. but I dont recognize the message header, and transaction codes etc.. so plz do any help as possible regardign this.. Just tell me the some fields of message header in this data..

Thanks again to all concern person for help...

Regards
Anuj Jain

are u moderator, why are u trying to be social police. Traderji himself has approved the name when he created the username. So plz mind ur own business