Nifty Futures Historical Intraday data - 2008 to 2013

Cubt

Well-Known Member
#1
Guys,

There are couple of people who sell intraday historical data, however if we had put little more effort in searching, we could get these data for free of cost.

I have spent a lot of time and gathered Nifty futures Intraday data.

I have uploaded the Nifty Futures 5 mins Historical Intraday data from 2008 to 2013.

http://goo.gl/ceXTjs

Happy Back testing !!:thumb::thumb:
 

sparun

Active Member
#2
Guys,

There are couple of people who sell intraday historical data, however if we had put little more effort in searching, we could get these data for free of cost.

I have spent a lot of time and gathered Nifty futures Intraday data.

I have uploaded the Nifty Futures 5 mins Historical Intraday data from 2008 to 2013.

http://goo.gl/ceXTjs

Happy Back testing !!:thumb::thumb:
Thank u sir :clap::clap::clap:
 
#3
Hi All,

I have downloaded historic data from above link, i need help importing into AmiBroker,

Amibroker --> File --> Import Wizard --> point to the downloaded file ..

i am struck with mapping

ex :

StockName,YearMonthDate,? , ? , ? , ? , ?
NIFTY,20150803,09:16,8529.95,8543.75,8529.25,8542.90,0,0

what are the other values..??

below is screenshot for ref..:
 

Attachments

vijkris

Learner and Follower
#4
Hi All,

I have downloaded historic data from above link, i need help importing into AmiBroker,

Amibroker --> File --> Import Wizard --> point to the downloaded file ..

i am struck with mapping

ex :

StockName,YearMonthDate,? , ? , ? , ? , ?
NIFTY,20150803,09:16,8529.95,8543.75,8529.25,8542.90,0,0

what are the other values..??

below is screenshot for ref..:
StockName,YearMonthDate,time,open,high,low,close,volume,openinterest
NIFTY,20150803,09:16,8529.95,8543.75,8529.25,8542.90,0,0

tick mark the " more columns" , column8=volume,
column9= OI

hope I understood ur question.
 

iTrade

Well-Known Member
#5
Thanks.
Requesting members to share download link of futures data for stocks other than Nifty only.
 

Fundootrader

Well-Known Member
#6
StockName,YearMonthDate,time,open,high,low,close,volume,openinterest
NIFTY,20150803,09:16,8529.95,8543.75,8529.25,8542.90,0,0

tick mark the " more columns" , column8=volume,
column9= OI

hope I understood ur question.
While setting up Amibroker - your this column recommendation worked and helped save lot of time

But I'm still getting a long green bar at EOD -



The data is IEOD data from google link i got from forum

Data looks fine - there is nuthing peculiar

Here is database setting

 
Last edited:
#7
Hi FT

Open quote editor and go to the OHLC of that time stamp

Correct the OHLC of that time duration and your candle will appear normal
 

Fundootrader

Well-Known Member
#8
Hi FT

Open quote editor and go to the OHLC of that time stamp

Correct the OHLC of that time duration and your candle will appear normal
Seems Ami is picking up an extra tick - the last valid tick [email protected] 15.30.59 with first bar being [email protected]

In the data - first tick has time stamp of 09:16 and last one has 15:30

And this is problem with every EOD - See 30 minute chart and sample data snapshot

 

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