Dear Preston,
Wish you a very happy and prosperous new year 2010 at the market and everywhere else.
As you know, Indices give an indication of the pulse of the particular segment of the market. SimpleNSEDownloader provides all the indices provided by NSE alongwith the stock bhav copy.
There are two other indicators which will give an indication of the market sentiment. I request that you may consider providing these two also along with the other indices.
1) ATR (Advances to Total ratio). This is the ratio of advancing (compared to the previous day's closing price) stocks to total stocks . As NSE Bhav copy provides previous close also in the BhavCopy, calculating and providing such information may not be difficult.
If
advances = 600
decclines = 300 &
unchanged = 100,
The ATR may be expressed as a percent.
ATR = 100 * Advances / (Advances + Declines + Unchanged) = 60.00
and a data line may be added to the bhav copy like:
Ticker,Date,Open,High,Low,Close,Vol
~S&PCNXNIFTY,20091130,4942.25,5066.35,4942.25,5032.70,299569170
~S&PCNXDEFTY,20091130,3694.30,3783.55,3694.30,3753.20,0
~ADVPERCENT,20091130,60.00,60.00,60.00,60.00,0
ADR - advances/declines is another format of presenting the same information and can also be used if it is not likely to result in 0/0 error in abnormal situations.
2) The second parameter is the VIX, the volatility Index. This can be obtained from NSE web site (Link at home page).
Typical data for today (abstracted from NSE site is):
India VIX for 04-Jan-2010
Prev_Close,Open,High,High_Time,Low, Low_Time,Close,Change,%_Change
23.34, 23.79,24.97,09:09,23.60,15:26,23.64,0.30,1.29
and may be converted to:
~VIX,20100104,23.79,24.97,23.60,23.64,0
Preston may please consider to add these two sets of data, as convenient.
murthymsr
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PS: I face a problem with NSEDD.
My data in AB for ACC is corrupted and I want to replace by downloading the stock historic data for ACC alone (tried with other stocks also) for the last 2 years. I am not able to do it. (I am using the latest version.) I am not sure if I am following the correct procedure or not. you may please check this from your side and if working, may kindly give a few line write-up of doing it.
Thanks for the downloader and your ready offer to help in need.
murthymsr