Dear Members,
In every forum which I have had the privilege to be a member of, the most common lament I have come across is the lack of a split, bonus adjusted database. The importance of a clean database cannot be overemphasized as it is the datum on which to build upon your trading plan and data interpretation tools. An impure or incorrect database will lead you to incorrect deductions leading to very real and major losses in the markets.
Therefore it gives me real pleasure to contribute something which I consider very important and worthwhile to the Traderji community. I am uploading the NSE database. This database is adjusted for splits and bonuses, has been corrected for symbol change and mergers and also has OI data. (Took some work, I can tell you
The best part about this database is that it's in manageable chunks of one year each for the past five years till 25th July 08, which will be more than sufficient for any self respecting backtester. It's been uploaded in the text format after being exported from ami, therefore the total size is a mere 90 mb! You can also elect to download data only for a couple of years as suiting your requirements, each year's worth of data would only be ~ 15 mb or so.
The links are as shown and are self explanatory
http://www.ziddu.com/download/1882289/01Jul03-30Jun04.txt.html
http://www.ziddu.com/download/1882270/01Jul04-30Jun05.txt.html
http://www.ziddu.com/download/1882250/01Jul05-30Jun06.txt.html
http://www.ziddu.com/download/1882181/01Jul06-30Jun07.txt.html
http://www.ziddu.com/download/1767120/01Jul07-25Jul08.txt.html
Alternate Links - (For the past 2 years as a start)
01 Jul 06 - 30 Jun 07 http://uploads.bizhat.com/file/252455
01 Jul 07 - 18 Aug 08 (Corrected for KNL full name and updated tilll 18 Aug 08) http://uploads.bizhat.com/file/265675
You can ideally take it from here for further database maintenance or I would be amenable to upload further updates every three months - Depends upon member's choice and responses.
There will be companies like Bajaj-Auto RPG Life and Sundaram Clayton which will still indicate splits when analyzed with database purify, however this is due to the fact of trading being ceased in the companies and a new share price having been decided due to restructuring. You can opt to delete the data prior to the new share price for these companies as the price dynamics have changed, however I have chosen to upload the previous data for reference.
The procedure for import into ami is to pick up the database with import wizard and choose headers as,
TICKER, FULL NAME, DATE(YMD), SKIP, O, H, L, C, V, OI and most important Do not skip the first line ie put value of skip line as 0
and save the format file as ****.format (your choice of name!)
The values of OI are only for recent years (2 years back), which are all I could find.
No work is accomplished in isolation. In this regard I would like to place on record my regards to Karthik and Murthy who kickstarted this quest with their gem of a thread 'Amibroker Database For NSE Stocks'. For this reason I would urge all who have not referred to the thread as yet, to peruse it to learn further database mangement tenets. The link is,
http://www.traderji.com/amibroker/8686-amibroker-database-nse-stocks.html
I would also urge you to refer another nice thread by TaNewbie
http://www.traderji.com/fundamental-analysis/11898-basic-fundas-all-cos-1-excel-sheet.html
This will enable you to import funda data into your database.
The further structuring of database into sector and industries can be done in two ways, one is by Karthik's thread wherein he is working on the update for sectors and industries (follow the procedure as explained). Or another way is to use this nice thread by Adheer,
http://www.traderji.com/amibroker/16229-nse-indices-industry-watchlists-amibroker.html
And structure sectors and industries as decided by NSE on the watchlists, using the Add to Composite function for generation of synthetic sector/industry charts (Will explain it if anybody desires so).
The usage of OI data is nicely explained in this thread by TaTrader
http://www.traderji.com/technical-analysis/227-understanding-volume-open-interest.html
So, the convergence of all these threads will ensure that you have a pure database with Funda data and a sector/industry structure . And the means to build viable robust trading systems by using the priceless information right here in this forum.
So go and conquer the markets!!!!
Regards,
In every forum which I have had the privilege to be a member of, the most common lament I have come across is the lack of a split, bonus adjusted database. The importance of a clean database cannot be overemphasized as it is the datum on which to build upon your trading plan and data interpretation tools. An impure or incorrect database will lead you to incorrect deductions leading to very real and major losses in the markets.
Therefore it gives me real pleasure to contribute something which I consider very important and worthwhile to the Traderji community. I am uploading the NSE database. This database is adjusted for splits and bonuses, has been corrected for symbol change and mergers and also has OI data. (Took some work, I can tell you
The best part about this database is that it's in manageable chunks of one year each for the past five years till 25th July 08, which will be more than sufficient for any self respecting backtester. It's been uploaded in the text format after being exported from ami, therefore the total size is a mere 90 mb! You can also elect to download data only for a couple of years as suiting your requirements, each year's worth of data would only be ~ 15 mb or so.
The links are as shown and are self explanatory
http://www.ziddu.com/download/1882289/01Jul03-30Jun04.txt.html
http://www.ziddu.com/download/1882270/01Jul04-30Jun05.txt.html
http://www.ziddu.com/download/1882250/01Jul05-30Jun06.txt.html
http://www.ziddu.com/download/1882181/01Jul06-30Jun07.txt.html
http://www.ziddu.com/download/1767120/01Jul07-25Jul08.txt.html
Alternate Links - (For the past 2 years as a start)
01 Jul 06 - 30 Jun 07 http://uploads.bizhat.com/file/252455
01 Jul 07 - 18 Aug 08 (Corrected for KNL full name and updated tilll 18 Aug 08) http://uploads.bizhat.com/file/265675
You can ideally take it from here for further database maintenance or I would be amenable to upload further updates every three months - Depends upon member's choice and responses.
There will be companies like Bajaj-Auto RPG Life and Sundaram Clayton which will still indicate splits when analyzed with database purify, however this is due to the fact of trading being ceased in the companies and a new share price having been decided due to restructuring. You can opt to delete the data prior to the new share price for these companies as the price dynamics have changed, however I have chosen to upload the previous data for reference.
The procedure for import into ami is to pick up the database with import wizard and choose headers as,
TICKER, FULL NAME, DATE(YMD), SKIP, O, H, L, C, V, OI and most important Do not skip the first line ie put value of skip line as 0
and save the format file as ****.format (your choice of name!)
The values of OI are only for recent years (2 years back), which are all I could find.
No work is accomplished in isolation. In this regard I would like to place on record my regards to Karthik and Murthy who kickstarted this quest with their gem of a thread 'Amibroker Database For NSE Stocks'. For this reason I would urge all who have not referred to the thread as yet, to peruse it to learn further database mangement tenets. The link is,
http://www.traderji.com/amibroker/8686-amibroker-database-nse-stocks.html
I would also urge you to refer another nice thread by TaNewbie
http://www.traderji.com/fundamental-analysis/11898-basic-fundas-all-cos-1-excel-sheet.html
This will enable you to import funda data into your database.
The further structuring of database into sector and industries can be done in two ways, one is by Karthik's thread wherein he is working on the update for sectors and industries (follow the procedure as explained). Or another way is to use this nice thread by Adheer,
http://www.traderji.com/amibroker/16229-nse-indices-industry-watchlists-amibroker.html
And structure sectors and industries as decided by NSE on the watchlists, using the Add to Composite function for generation of synthetic sector/industry charts (Will explain it if anybody desires so).
The usage of OI data is nicely explained in this thread by TaTrader
http://www.traderji.com/technical-analysis/227-understanding-volume-open-interest.html
So, the convergence of all these threads will ensure that you have a pure database with Funda data and a sector/industry structure . And the means to build viable robust trading systems by using the priceless information right here in this forum.
So go and conquer the markets!!!!
Regards,
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