MetaStock NSE Data downloader with VIX

#82
Re: MetaStock/AmiBroker/FChart NSE EOD Data downloader with Index Futures & VIX

It's a one click NSE data downloader and it can also download India VIX data in metastock format.


Looking forward to your feedback!

Thanks.

P.S.: Attached updated version. You'd be able download now other major BSE indices as well. Enjoy!



P.S (07July). Updated another fix. Pls note BSE data usually updated after 6-6.30pm.
---------------------

NEW VERSION
P.S. (30Aug): Attached find another updated version that downloads Futures EOD data (of current, next and far series) for NIFTY, MINIFTY and BANKNIFTY.



You'd get the data in following format and it's fully compatible to MetaStock 9 & 10. AmiBroker also support that format.

Code:
NIFTY-I,20080829,4291.00,4379.90,4283.00,4370.55,625862,30503800
NIFTY-II,20080829,4270.00,4375.00,4270.00,4370.10,5077,211400
NIFTY-III,20080829,4290.00,4370.00,4280.15,4365.10,299,4700
MINIFTY-I,20080829,4276.00,4378.90,4265.00,4370.35,69301,456400
MINIFTY-II,20080829,4275.00,4373.95,4275.00,4366.80,2394,28460
MINIFTY-III,20080829,4295.00,4370.00,4285.00,4361.45,178,1060
BANKNIFTY-I,20080829,5851.00,6163.00,5851.00,6138.40,41434,394275
BANKNIFTY-II,20080829,5988.00,6181.00,5901.00,6150.05,149,1250
BANKNIFTY-III,20080829,0.00,0.00,0.00,5882.75,0,0
So, as you can see that EOD No. of Contracts (Volumes) and Open Int. also available. Hopefully, you'll like this.

----------------------
How to import data to MetaStock?

Use MetaStock's 'The Downloader' application to import the data.

Step 1: Start the 'The Downloader' app and then click Tools->Convert.

Step 2: In Source box..Select the file (say, 04AUG2008.txt) and in Destination box select File type as MetaStock. You need to mention Destination folder (usually C:\MetaStock Data\NSE Data\).

Step 3: Click Options; in the Source Tab, select Use today's range (or mention other date ranges as per the file selected in Step 2). Click Destination tab and Select "Append data to end of file" and also select "Replace matching dates". Select "Include Open & Open Interest" and "Create new file". Click OK.

Step 4: Back in Convert Securities box click OK. Data import would start now.

How to adjust data for stock split?

1. Start the The Downloader utility in MetaStock.

2. Click the File Menu -> Open the stock for which you want to adjust the data.

3. Click Adjust Menu->Split

In Split box:

* First Date: It'll be autofilled, we don't need to do anything.
* Last Date: This is the last trading day before ex-date
* Ratio: The split ratio. For bonus, if the ratio is A:B you should enter A+B:B
---------------------
Please Note: If you get 404 error, then it may be possible that NSE server is too busy or data not available at that moment. Please retry after sometime.

Looking forward to your valuable feedback!

Thank you!

P.S.: The older version will be discontinued if the new one works without any problem.

---------------
Update 02/09/08
An updated version is now available to download. Some of the bug fixed:
- "Holiday" bug fixed; (Thanks to member : darsh_goswami)
- "404 error in NSE futures data server" fixed to some extent. NSE "futures data" server is dog slow. Oftentimes, user may experience 404 (when downloading monthly/weekly data. Please retry after some time.
- Old versions are discontinued.

Thanks!
------------------------------

Update 17/09/08

Another update is available to download with following fixes/new futures
- Occasional "404 error" is now fixed
- EOD Stock Futures (all series with Vol and OI) will also be downloaded along with Index futures data, and equity data. For example,

Code:
NIFTY-I,20080917,4094.7,4099,3980.1,4009.75,830750,32677200
NIFTY-II,20080917,4101,4101,3984.25,4010.8,46719,4083950
NIFTY-III,20080917,4088,4088,3981.5,4006.95,820,70850
MINIFTY-I,20080917,4120,4125,3981,4009.8,67865,815300
MINIFTY-II,20080917,4121,4121,3984,4009.25,8637,180580
MINIFTY-III,20080917,4100,4100,3984,4007,475,18120
....

RELIANCE-I,20080917,1947,1954,1856.5,1881.4,80499,8050500
RELIANCE-II,20080917,1953,1953,1870,1894.55,3038,454500
RELIANCE-III,20080917,1947,1947,1875.9,1875.9,10,5175
RELINFRA-I,20080917,857,858.7,825,832,26869,3934518
RELINFRA-II,20080917,860,861,830.15,836.4,1306,333960
RELINFRA-III,20080917,0,0,0,960,0,138
RENUKA-I,20080917,107.9,108.4,102.85,104.35,7491,14080000
RENUKA-II,20080917,108,109.2,103.5,105,192,975000
RENUKA-III,20080917,0,0,0,117.2,0,0
- SPOT NSENIFTY and NIFTYJUNIOR are now renamed as NIFTY and JUNIOR respectively. So, you need to rename that in MS.

Thanks!
hi
For last for day's i am facing the problem thisa utility is not working can you please check it what is the problem

thanks
Ali
 
#83
I downloaded data using this utility. Its great and simple. 1 Question. It does download only a few of the BSE indexes. Can you try to add all the indexes? Find below the comprehensive list:
BSE SENSEX
BSE DOLL-30
BSE NATIONAL
BSE DOLL -10
BSE-200
BSE DOLL-200
BSE-500
BSE MIDCAP
BSE SMALLCAP
BSE TECk
BSE PSU
BSE AUTO
BSE BANKEX
BSE CGS
BSE CDS
BSE FMCG
BSE HEALTH
BSE IT
BSE METAL
BSE OIL&GAS
BSE REALTY
BSE POWER
SENSEX P/E
BSE 100 P/E
BSE 200 P/E
SENSEX BVR
BSE 100 BVR
BSE 200 BVR
SENSEX YIELD
BSE 100 YIEL
BSE 200 YIEL
 
#84
Thnx for the utlility man..
Have a small query for u....


Code:

NIFTY-I,20080829,4291.00,4379.90,4283.00,4370.55,625862,30503800
NIFTY-II,20080829,4270.00,4375.00,4270.00,4370.10,5077,211400
NIFTY-III,20080829,4290.00,4370.00,4280.15,4365.10,299,4700
MINIFTY-I,20080829,4276.00,4378.90,4265.00,4370.35,69301,456400
MINIFTY-II,20080829,4275.00,4373.95,4275.00,4366.80,2394,28460
MINIFTY-III,20080829,4295.00,4370.00,4285.00,4361.45,178,1060
BANKNIFTY-I,20080829,5851.00,6163.00,5851.00,6138.40,41434,394275
BANKNIFTY-II,20080829,5988.00,6181.00,5901.00,6150.05,149,1250
BANKNIFTY-III,20080829,0.00,0.00,0.00,5882.75,0,0



why do we have nifty-i ,nifty-ii ,and nifty -iii.... ? :confused:
 

xtalk

Active Member
#85
Thnx for the utlility man..
Have a small query for u....

why do we have nifty-i ,nifty-ii ,and nifty -iii.... ? :confused:
The symbols NIFTY-I, NIFTY-II and NIFTY-III denotes futures data, whereas NIFTY is spot data.

Thanks!
 
#88
since the NSE has changed the querry module for Indices data......

this utility hangs while downloading Nifty and other indices....data.....

does anybody else is also getting such errors....????

this includes the NEW Version....17th july.....
 

xtalk

Active Member
#89
since the NSE has changed the querry module for Indices data......

this utility hangs while downloading Nifty and other indices....data.....

does anybody else is also getting such errors....????

this includes the NEW Version....17th july.....
Naren,

I don't face any problem while downloading NSE data. Yes, it may hang for a min or so, if you have slower connection. The utility downloads tens of thousands of records and then filter it according to our requirement. Next version, I'll try to fix for users with slower bandwidth.
 

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