Need intraday data for backtesting?

#1
Can some one share five or six scripts of intraday data(1min) for backtesting (CSV format preferable). I am currently carrying out some backtesting and I require intraday data. I need for scripts in indexes and companies.
Any help will be appreciated :)
 

TracerBullet

Well-Known Member
#2

amitrandive

Well-Known Member
#5
I Use bhavcopy for EOD data ( only for NSE stocks but it has everything). ABCD works very well + i have some ahk script on top of it to push to Amibroker as i do it regularly.
Bhavcopy does not have Spot Nifty index, please check.

Also not able to download BSE data, hangs up and gives error.
 

mudraatrader

Well-Known Member
#6
Hi

I need EOD data for NF (NIFTY-I) and BNF (BANKNIFTY-I) upto 31.3.16
from (any date from 2010/2005/2000 )

Ticker, date, open, high, low, close, volume

Thanks.
 

TracerBullet

Well-Known Member
#7
Bhavcopy does not have Spot Nifty index, please check.

Also not able to download BSE data, hangs up and gives error.
There doesn't seem to be any option for BSE indices in ABCD version that i use - only Equity/Futures/Currency, you can check with josh whether he didnt add it yet or whether there is no data source. I tried BSE Equity - that worked.

NSE Indices are there and supported.
Ex "2016-05-24NSE-NDX.txt"
Nifty50, 20160524, 7738.05, 7761.55, 7715.8, 7748.85, 151538169,
NiftyNext50, 20160524, 19082.3, 19086.8, 18915.85, 19008.75, 104913512,
Nifty100, 20160524, 7852.35, 7868.9, 7825.5, 7857, 256451681,
Nifty200, 20160524, 4067.75, 4073.3, 4050.3, 4067.6, 410340456,
Nifty500, 20160524, 6502.65, 6507, 6472.35, 6498.6, 636460922,
NiftyMidcap50, 20160524, 3251.3, 3251.3, 3203.3, 3229.9, 118279482,
NiftyFreeFloatMidcap100, 20160524, 12954.35, 12954.35, 12811.3, 12865.9, 203643147,
NiftyFreeFloatSmallcap100, 20160524, 5134.35, 5135.1, 5056.2, 5081.45, 183586581,
Nifty50DividendPoints, 20160524, -, -, -, .93, -,
NiftyAuto, 20160524, 8021.85, 8065.7, 8005, 8051.75, 29859051,
NiftyBank, 20160524, 16422.35, 16501.05, 16368.6, 16456.65, 60212588,
NiftyEnergy, 20160524, 8106, 8161.45, 8096.85, 8118, 25946804,
NiftyFinancialServices, 20160524, 6734.65, 6783.3, 6716.25, 6765.55, 44486848,
NiftyFMCG, 20160524, 20214.6, 20297.75, 20138.7, 20225.4, 27323442,
NiftyIT, 20160524, 10946.5, 10946.5, 10868.15, 10924.8, 14221089,
NiftyMedia, 20160524, 2479.65, 2479.65, 2448.3, 2467.75, 31185597,
NiftyMetal, 20160524, 1903.1, 1903.5, 1871.95, 1899.4, 41259225,
NiftyMNC, 20160524, 8840.1, 8873.6, 8768.5, 8857.5, 23025072,
NiftyPharma, 20160524, 10961.65, 10986.4, 10819.9, 10851.15, 11056086,
NiftyPSUBank, 20160524, 2140.2, 2148.05, 2113.15, 2140.4, 50021423,
NiftyRealty, 20160524, 174.1, 174.9, 170.95, 173.8, 72840477,
NiftyIndiaConsumption, 20160524, 3489.2, 3492, 3470.7, 3486.8, 83654898,
NiftyCommodities, 20160524, 2453.4, 2461.9, 2441.55, 2455.15, 81648341,
NiftyDividendOpportunities50, 20160524, 1808.95, 1813.3, 1797.45, 1803.5, 90409171,
NiftyInfrastructure, 20160524, 2569.05, 2569.05, 2548.45, 2562.25, 107894440,
NiftyPSE, 20160524, 2877.9, 2878.85, 2856.55, 2863.5, 46364133,
NiftyServicesSector, 20160524, 10042.3, 10070.5, 10002.75, 10050.2, 129357691,
Nifty50Shariah, 20160524, -, -, -, 1759.34, 30286966,
Nifty500Shariah, 20160524, -, -, -, 2091.49, 105503947,
NiftyLowVolatility50, 20160524, -, -, -, 7405.6, 71213138,
NiftyAlpha50, 20160524, -, -, -, 8369.22, 36862820,
NiftyHighBeta50, 20160524, -, -, -, 1307.01, 251924816,
Nifty50USD, 20160524, -, -, -, 3965.64, -11.85,
Nifty100EqualWeight, 20160524, -, -, -, 9781.35, 256451681,
Nifty100Liquid15, 20160524, 2906.6, 2922, 2896.4, 2912.2, 96278564,
NiftyCPSE, 20160524, 1836.1, 1836.1, 1819.1, 1826.4, 13755948,
Nifty50Value20, 20160524, 3416.2, 3428.35, 3406.3, 3423.65, 72331363,
NiftyMidcapLiquid15, 20160524, 2683, 2689.1, 2660.2, 2679.25, 26364125,
NiftyShariah25, 20160524, -, -, -, 3100.49, 26209700,
IndiaVIX, 20160524, 16.16, 16.8875, 15.6875, 16.22, -06,
NiftyGrowthSectors15, 20160524, 5146.15, 5148.35, 5124.15, 5134, 23432730,
Nifty50TR1xInverse, 20160524, 474, 475.3, 472.55, 473.3, -1,
Nifty50TR2xLeverage, 20160524, 3288.25, 3307.9, 3269.75, 3297.45, -4.5,
Nifty50PR1xInverse, 20160524, 513.95, 515.4, 512.4, 513.2, -1.1,
Nifty50PR2xLeverage, 20160524, 2797.3, 2814, 2781.55, 2805.1, -2.35,
NiftyQuality30, 20160524, 2028.8, 2028.8, 2019.8, 2024.65, 55515961,
NiftyMahindraGroup, 20160524, -, -, -, 9117.21, 4633055,
NiftyPrivateBank, 20160524, 9431.1, 9476, 9404.15, 9452.75, 29752188,
NiftyMidcap150, 20160524, -, -, -, 4276.91, 160984176,
NiftyFullMidcap100, 20160524, -, -, -, 3962.86, 153888775,
NiftyAdityaBirlaGroup, 20160524, -, -, -, 3162.93, 15625579,
NiftySmallcap50, 20160524, -, -, -, 2776.06, 113298037,
NiftyTataGroup, 20160524, -, -, -, 4491.76, 33964716,
NiftySmallcap250, 20160524, -, -, -, 4146.89, 219025065,
NiftyMidSmallcap400, 20160524, -, -, -, 4228.52, 380009241,
NiftyTataGroup25%Cap, 20160524, -, -, -, 3645.86, 30525998,
NiftyFullSmallcap100, 20160524, -, -, -, 2683.73, 167399580,
Nifty8-13yrG-Sec, 20160524, 1506.84, 1515.83, 1506.31, 1515.83, -16,
Nifty10yrBenchmarkG-Sec, 20160524, 1453.28, 1454.48, 1453.14, 1453.15, -16,
Nifty10yrBenchmarkG-Sec(CleanPrice), 20160524, 944.21, 945.01, 944.12, 944.12, -.1,
Nifty4-8yrG-SecIndex, 20160524, 1578.99, 1579.51, 1578.7, 1578.8, -14,
Nifty11-15yrG-SecIndex, 20160524, 1572.65, 1573.46, 1572.17, 1572.24, -.08,
Nifty15yrandaboveG-SecIndex, 20160524, 1648.43, 1649.59, 1647.52, 1647.52, -.57,
NiftyCompositeG-secIndex, 20160524, 1556.75, 1557.26, 1556.36, 1556.36, -.07,
 

amitrandive

Well-Known Member
#8
There doesn't seem to be any option for BSE indices in ABCD version that i use - only Equity/Futures/Currency, you can check with josh whether he didnt add it yet or whether there is no data source. I tried BSE Equity - that worked.

NSE Indices are there and supported.
Ex "2016-05-24NSE-NDX.txt"
Thanks , NSE has added many Indices which are not useful.

Can we merge the older Indices with the New Indices?

Example CNX Nifty name was changed to Nifty50, same applies to other main Indices like Bank,Auto,Pharma.

My question is whether we can have the merged data for all such Indices at one place using ABCD.
 

TracerBullet

Well-Known Member
#9
Thanks , NSE has added many Indices which are not useful.

Can we merge the older Indices with the New Indices?

Example CNX Nifty name was changed to Nifty50, same applies to other main Indices like Bank,Auto,Pharma.

My question is whether we can have the merged data for all such Indices at one place using ABCD.
I dont know, havent seen such feature so maybe not, but once you have all data, you can simply replace old name with new name. And can we not rename symbol in AB?
For rename, there maybe other tools too, but i use grep to put them in one file and then just replaceAll. This would be one time work.
 

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