Click here to Login








NSE Derivatives

by QuantShare, 5145 days ago
Share |






The National Stock Exchange of India allows traders and investors to download bhavcopy equities data (NSE Stock Quotes), as well as bhavcopy derivatives data. The Derivatives data contains futures and options non-continuous contracts historical data.

The current downloader gets these quotes data from the NSE website, decompresses the ZIP archive file, parses the data, creates the futures and options symbols, and finally fills your database. The data is downloaded by date; you can choose the start and end date in the downloader form.

No specific futures or options symbol names are reported. However, the company symbols and the expiration dates are available, so I have created the symbol names using the following format: [Symbol name]_[Expiration Date]. For example, the contracts for ABAN (Aban Offshore Ltd.) are:
ABAN_26-FEB-2009
ABAN_26-MAR-2009
ABAN_29-JAN-2009
ABAN_30-APR-2009
...
If you want, you can change this in the Pre-Script code.

For options, the symbol format is as follows: [Symbol name]_[Expiration Date]_[Strike Price]_[Put or Call]
PA for Put and CA for call.

Example: CROMPGREAV_29-Jan-2009_110_PA
This is a put option for the security "CROMPGREAV". The put option expires in 29 Jan 2009 and it has a strike price of 110.

Sometimes the open, high and low fields reported by the NSE are set to zero. In that particular case, I have used a Pre-Script that changes these values and sets them to the close price value.

This NSE derivatives source is http://www.nseindia.com/archives/archives.htm


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Download Script

Object ID: 296


Country:
India

Market: Options Market

Style:
All

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects

Empty

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

How to simulate options strategies

Organizing Trading Objects

Creating a download item: Initial Jobless Claims

How to search for a download item

Trading orders - Part 2

Trading Orders - Part 1

The average maximum drawdown metric

Introduction to the trading rules analyzer

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright © 2024 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.