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| Discuss EOD Download/ Convert from NSE and BSE at the Software within the Traderji.com - Discussion forum for Stocks Commodities & Forex; Originally Posted by pkjha30 Ho Mr Iyer Do you have any idea when MCX EOD ... |
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#331
22nd January 2008, 07:33 PM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
Sorry. I have no idea. So far I have been downloading data from BSE NSE group of ya.... I am extremely sorry that I could not help you in this regard. But please note MCX and NCDEX are open for trading up to 11.00 P. M. in night. So any EOD data file will be available only after 11.00 P. M. night. This is because, commodities like metal and crude oil will become active when American markets open and trade. That is why they are trading upto 11.00 P. M. in metals and crude. Agricultural commodities will close by evening. In any way, EOD data file can be generated only after 11.00 P. M. after closure of trading in all commodities. Hope this helps R. S. Iyer 
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#332
22nd January 2008, 10:09 PM
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Re: EOD Download/ Convert from NSE and BSE
Pankaj,
I have been enquiring with my friends as whether they have any idea about the time of uploading MCX EOD Bhavcopy. Unfortunately none of them any idea with regard to this. However, one of them told me that he has somewhere read that MCX is providing the EOD Bhavcopy on the next working day in between 8.00 A. M. and 8.30 A. M. He said he is not sure. He stressed the point next working day. That means 22/01/2008 EOD Bhavcopy will be available on 23/01/2008. He also told me that EOD file of Saturday will be available on Monday morning. We will have check this out. My suggestion is can the programme be so modified that it downloads previous day's data? For example if today is 22/01/2008, can the programme be modified to download the data of 21/01/2008? That will not make huge difference because, trading time is up to 11.00 P. M. So after one hour of closure of trade for the day, it will be the next day. So even if MCX provides EOD bhavcopy before 11.59 P. M., one can download it from 00.00 hours. I sincerely hope this helps. Thanks and regards R. S. Iyer P. S.: If any member has got any information on this, kindly post it here. It is urgent.
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#333
22nd January 2008, 10:47 PM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
Yes it saves some time, as I am now clear that data for 22nd Jan will be available only on 23rd January.I will check by what time it becomes available. No need to worry about date logic I will work it out . Here is the sample data downloaded from MCX. Now I notice that Symbols are repeated with different Expiry dates mentioned. How do you want to format the output file. Date,Commodity Symbol,Contract/Expiry Month,Open(Rs.),High(Rs.),Low(Rs.),Close(Rs.),PCP( Rs.),Volume(In 000's),Value(In Lakhs),OI(In Lots) 21/Jan/2008,ALUMINIUM,31JAN2008,95.10,95.40,94.60,94.70,9 5.10,362.00 KGS ,343.42,759 21/Jan/2008,ALUMINIUM,29FEB2008,96.90,97.00,95.85,96.15,9 6.95,1040.00 KGS ,1004.17,245 21/Jan/2008,ALUMINIUM,31MAR2008,97.15,98.40,97.00,97.15,9 8.00,1040.00 KGS ,1011.35,200 21/Jan/2008,ARECAJHAJI,15FEB2008,0,0,0,9764.00,9764.00,0. 00 KGS ,0,0 21/Jan/2008,ARECAJHAJI,15MAR2008,0,0,0,9788.00,9788.00,0. 00 KGS ,0,0 21/Jan/2008,ARECAJHAJI,15APR2008,0,0,0,9800.00,9800.00,0. 00 KGS ,0,0 21/Jan/2008,ARECAJHAJI,15MAY2008,0,0,0,9000.00,9000.00,0. 00 KGS ,0,0 21/Jan/2008,BRCRUDEOIL,08FEB2008,0,0,0,3678.00,3678.00,0. 00 BBL ,0,0 21/Jan/2008,BRCRUDEOIL,10MAR2008,0,0,0,3617.00,3617.00,0. 00 BBL ,0,0 21/Jan/2008,BRCRUDEOIL,10APR2008,0,0,0,3640.00,3640.00,0. 00 BBL ,0,0 21/Jan/2008,CARDAMOM,15FEB2008,715.00,716.00,704.50,706.0 0,713.50,287.00 KGS ,2038.66,406 21/Jan/2008,CARDAMOM,15MAR2008,713.00,717.00,708.00,711.0 0,717.00,45.00 KGS ,320.58,123 21/Jan/2008,CARDAMOM,15APR2008,711.00,716.00,708.00,710.5 0,716.00,10.00 KGS ,71.13,52 21/Jan/2008,CARDAMOM,15MAY2008,715.00,735.00,715.00,725.0 0,725.00,1.00 KGS ,7.25,2 21/Jan/2008,CASHEWKERN,15FEB2008,0,0,0,240.00,240.00,0.00 KGS ,0,0 21/Jan/2008,CASHEWKERN,15MAR2008,0,0,0,245.00,245.00,0.00 KGS ,0,0 21/Jan/2008,CASTOROIL,15FEB2008,0,0,0,470.90,470.90,0.00 KGS ,0,0 21/Jan/2008,CASTOROIL,15APR2008,0,0,0,474.40,474.40,0.00 KGS ,0,0 21/Jan/2008,CFI,15DEC2008,1280.00,1333.00,1280.00,1330.00 ,1281.50,29.80 MT ,392.12,60 21/Jan/2008,CFI,15DEC2009,1361.50,1361.50,1256.50,1309.00 ,1309.00,0.40 MT ,5.24,0 21/Jan/2008,CFI,15DEC2010,0,0,0,1340.50,1340.50,0.00 MT ,0,0 21/Jan/2008,CFI,15DEC2011,0,0,0,1377.00,1377.00,0.00 MT ,0,0 21/Jan/2008,CFI,14DEC2012,0,0,0,1429.50,1429.50,0.00 MT ,0,0 21/Jan/2008,CHANA,20FEB2008,2205.00,2224.00,2204.00,2214. 00,2210.00,3050.00 KGS ,675.60,349 21/Jan/2008,CHANA,20MAR2008,2279.00,2298.00,2269.00,2291. 00,2278.00,8850.00 KGS ,2019.56,423 21/Jan/2008,CHANA,18APR2008,2318.00,2333.00,2309.00,2328. 00,2311.00,4270.00 KGS ,990.18,210 21/Jan/2008,CHANA,20MAY2008,2377.00,2377.00,2365.00,2370. 00,2365.00,100.00 KGS ,23.70,2 21/Jan/2008,CHANA,20JUN2008,2415.00,2422.00,2415.00,2419. 00,2410.00,20.00 KGS ,4.84,0 some feedback on output format is needed. Pankaj 
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#334
22nd January 2008, 11:02 PM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
Output format is simple. Key point to note is expiry date. Assuming that this is month of January, if we have one Aluminium Contract expiring on 31/01/2008, its ticker symbol can be ALUMINIUM-I. If another Aluminium contract expires on 29/02/2008, its ticker symbol can be ALUMINIUM-II so on and so forth. Always, near month contract can have symbol <name of commodity either in full or in short>-I, next month contract can have symbol <name of commodity either in full or in short>-II etc. This will provide for continuous charting. So out put line will be <ticker> <name> <date> <open> <high> <low> <close> <volume> <open interest> As OI data is given in lots, volume figure is preferred over PCP and value figures. Hope this helps Thanks and regards R. S. Iyer
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#335
22nd January 2008, 11:38 PM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
Its like FNO symbols. No problem This one may be finished. Thanks pankaj
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#336
23rd January 2008, 09:52 AM
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Re: EOD Download/ Convert from NSE and BSE
Pankaj,
Please download one sample Bhavcopy EOD file and study. For example, contract expiry date is quite messy. In case of commodities near month contracts are expiring on 31/01/2008, in case of others expiry is on 15/02/2008 and in case of newly incorporated carbon credit contacts near month expiry date is as farther as 15/12/2008. In my opinion, while converting, the software should search the name of the commodity from the downloaded Bhavcopy csv file and after finding all contracts for that name, it should find out which contract is expiring at the earliest date and then it should assign ticker symbol to it such as <name of commodity long or short>-I etc.
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#337
26th January 2008, 07:59 PM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
here is the original downloaded file and converted file. Attached(both zipped) sample of converted file is shown below. in original file 740 records were downloaded. After eliminating those records for which volume /value of trade was zero only 339 remained. I hope this is fine. original commodity name is retained and a new name is generated as Symbol for each commodity with different expiry. May be we need some more refinement here. ************************* sample file with proposed meta headers ************************* <scripname>,<symbol>,<trdDate>,<expDate>,<open>,<h igh>,<low>,<close>,<prevClose>,<vol>,<oi> ALUMINIUM,ALUMINIUM-1,1/25/2008,1/31/2008,95.75,97.5,95.3,97,95.2,1496,667 ALUMINIUM,ALUMINIUM-2,1/25/2008,2/29/2008,96.35,98.5,96.35,98.2,96.2,500,117 ALUMINIUM,ALUMINIUM-3,1/25/2008,3/31/2008,97.1,98.9,97.1,98.7,97.15,475,27 CARDAMOM,CARDAMOM-1,1/25/2008,2/15/2008,705.5,708,702,703,702,115.5,398 CARDAMOM,CARDAMOM-2,1/25/2008,3/15/2008,706,712.5,705,707,704.5,16.5,132 CARDAMOM,CARDAMOM-3,1/25/2008,4/15/2008,710.5,714.5,707,713,703.5,7,59 CFI,CFI-1,1/25/2008,12/15/2008,1151,1210,1151,1190,1187.5,8.6,6 CFI,CFI-2,1/25/2008,12/15/2009,1206.5,1220,1194,1205.5,1257,2.2,0 CHANA,CHANA-1,1/25/2008,2/20/2008,2250,2263,2249,2251,2254,15590,329 CHANA,CHANA-2,1/25/2008,3/20/2008,2354,2360,2345,2348,2346,11690,421 CHANA,CHANA-3,1/25/2008,4/18/2008,2390,2402,2389,2391,2389,6610,318 CHANA,CHANA-4,1/25/2008,5/20/2008,2430,2445,2430,2439,2430,8750,101 CHANA,CHANA-5,1/25/2008,6/20/2008,2470,2482,2470,2480,2466,630,29 COPPER,COPPER-1,1/25/2008,2/29/2008,277.8,283.2,276.5,278.65,277.35,44052,12975 COPPER,COPPER-2,1/25/2008,4/30/2008,280.55,285.3,279.25,281.2,279.6,3046,1887 COPPER,COPPER-3,1/25/2008,6/30/2008,284,287,273.3,281.55,281.95,65,103 CRUDEOIL,CRUDEOIL-1,1/25/2008,2/15/2008,3502,3590,3502,3549,3491,3590.8,7351 CRUDEOIL,CRUDEOIL-2,1/25/2008,3/14/2008,3499,3585,3499,3550,3483,226.4,979 CRUDEOIL,CRUDEOIL-3,1/25/2008,4/15/2008,3533,3570,3530,3559,3433,5.7,526 CRUDEOIL,CRUDEOIL-4,1/25/2008,5/15/2008,3514,3570,3510,3543,3457,21.5,385 CRUDEOIL,CRUDEOIL-5,1/25/2008,6/13/2008,3555,3581,3549,3562,3443,4.7,968 GOLD,GOLD-1,1/25/2008,2/5/2008,11510,11654,11491,11532,11484,64692,9396 GOLD,GOLD-2,1/25/2008,4/5/2008,11581,11719,11554,11609,11552,6644,4079 GOLD,GOLD-3,1/25/2008,6/5/2008,11616,11780,11616,11688,11589,47,106 GOLD,GOLD-4,1/25/2008,8/5/2008,11799,11819,11771,11801,11630,5,32 GOLD,GOLD-5,1/25/2008,10/4/2008,11701,11875,11701,11810,11739,6,35 GOLD,GOLD-6,1/25/2008,12/5/2008,11880,11967,11851,11909,11733,18,38 GOLDM,GOLDM-1,1/25/2008,2/5/2008,11485,11645,11481,11529,11474,2366.1,6215 GOLDM,GOLDM-2,1/25/2008,3/5/2008,11525,11662,11507,11548,11497,577.8,3778 GOLDM,GOLDM-3,1/25/2008,4/5/2008,11567,11701,11552,11606,11526,107.9,545 GUARSEED,GUARSEED-1,1/25/2008,3/20/2008,1850,1850,1790,1815,1779,2000,10 JUTE,JUTE-1,1/25/2008,1/31/2008,1310,1311.5,1306.5,1307,1308,520,674 JUTE,JUTE-2,1/25/2008,2/29/2008,1337,1337.5,1327,1329.5,1331,690,605 JUTE,JUTE-3,1/25/2008,3/31/2008,1358.5,1358.5,1348,1350,1353,340,476 KAPAS,KAPAS-1,1/25/2008,4/30/2008,478.2,480.6,477.2,479.2,477.8,1596,2348 KAPASKHALI,KAPASKHALI-1,1/25/2008,1/31/2008,380.1,392,380.1,385.5,381.9,615,596 KAPASKHALI,KAPASKHALI-2,1/25/2008,2/29/2008,392,396.5,392,394.2,390,2655,1143 KAPASKHALI,KAPASKHALI-3,1/25/2008,3/31/2008,404.6,407,402,404.2,400,1000,1130 KAPASKHALI,KAPASKHALI-4,1/25/2008,4/30/2008,413,418,413,415.2,410,245,497 ************************* Comments are requested. Before release this will be included as beta till further specification is firmed up and frozen. other members who may be using commodities eod may also comment. for wider acceptance and appropriate formats. pankaj ps:- Looks like I am in a village talking of Potato prices etc though hope someday villagers use eoddlc to download latest prices on their $100 laptop. India will grow with their growth.
Last edited by pkjha30; 2nd June 2008 at 01:58 PM.
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#338
26th January 2008, 11:55 PM
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Re: EOD Download/ Convert from NSE and BSE
Pankaj,
I am extremely happy to see the converted file. It is just perfect. A few suggestions 1. Kindly modify the software in such a menner that it remove the colums <expDate> and <prevClose> at the time of convertion of file. These are unnecessary colums while importing it in to database. If these columns are present in the converted file, it will create problems in importing in to charting software database. 2. Can the software be modified in such a manner that it gives the following colums of data in the following order of headers in the row? <symbol> <name> <date> <open> <high> <low> <close> <volume> <open interest> Why I am saying is many of us may be using Amibroker or Metastock or Fcharts or Fibotrader. In Ami you can suitably modify the column header at the time of importing. But I am not sure about Metastock. If the column headers are given in the order specified by me, there will not be any problem in importing the price file in to Meta Database. I am not an expert on Metastock. But better check out the importing procedure. Thanks once again and regards R. S. Iyer
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#339
26th January 2008, 11:55 PM
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Re: EOD Download/ Convert from NSE and BSE
Pankaj,
As far as zero volume or zero value of traded prices are concerned, please note that there is no trading interest among traders in respect of some commodities. Some other commodities are banned from future markets by the government whenever some political parties raise hue and cry about inflation or price rise in that particular commodity. I sincerely hope this feedback helps Thanks once again and regards R. S. Iyer
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#340
27th January 2008, 12:47 AM
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Re: EOD Download/ Convert from NSE and BSE
Quote:
Ok , looks like this is what you want. <symbol>,<date>,<open>,<high>,<low>,<close>,<vol>, <oi> ALUMINIUM-1,1/25/2008,95.75,97.5,95.3,97,1496,667 ALUMINIUM-2,1/25/2008,96.35,98.5,96.35,98.2,500,117 ALUMINIUM-3,1/25/2008,97.1,98.9,97.1,98.7,475,27 CARDAMOM-1,1/25/2008,705.5,708,702,703,115.5,398 CARDAMOM-2,1/25/2008,706,712.5,705,707,16.5,132 CARDAMOM-3,1/25/2008,710.5,714.5,707,713,7,59 CFI-1,1/25/2008,1151,1210,1151,1190,8.6,6 CFI-2,1/25/2008,1206.5,1220,1194,1205.5,2.2,0 CHANA-1,1/25/2008,2250,2263,2249,2251,15590,329 or as your suggestion <symbol>,<name>,<date>,<open>,<high>,<low>,<close> ,<volume>,<open interest> ALUMINIUM-1,ALUMINIUM,1/25/2008,95.75,97.5,95.3,97,1496,667 ALUMINIUM-2,ALUMINIUM,1/25/2008,96.35,98.5,96.35,98.2,500,117 ALUMINIUM-3,ALUMINIUM,1/25/2008,97.1,98.9,97.1,98.7,475,27 CARDAMOM-1,CARDAMOM,1/25/2008,705.5,708,702,703,115.5,398 CARDAMOM-2,CARDAMOM,1/25/2008,706,712.5,705,707,16.5,132 CARDAMOM-3,CARDAMOM,1/25/2008,710.5,714.5,707,713,7,59 CFI-1,CFI,1/25/2008,1151,1210,1151,1190,8.6,6 is it ok for others?? No comma in between headers?? Name is also needed in addition to symbol?? Any comments on date format?? Present one is in m/d/yyyy Any comments on eliminating zero volume data. Do you need commodities wise EOD data as well?? Is it really needed? Pankaj
Last edited by pkjha30; 27th January 2008 at 12:59 AM.
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