Python Library to get publicly available data on NSE website ie. stock quotes, historical data, live indices
Release Notes
- Added support for derivative data. (Probably only API for indian derivative and India VIX data as Yahoo API has no support for derivatives)
- Unified and simplified API for all (Equity, Index, Derivative, Volatility Indexes-INDIAVIX)
- Compatible and Tested with Python 2.7 and 3.4
##Libraries Required
- requests
- beautifulsoup
- numpy
- scipy
- pandas
For Windows systems you can install Anaconda, this will cover many dependancies (You'll have to install requests and beautifulsoup additionally though)
##Installation
$pip install nsepy
##Usage
Get the price history of stocks and NSE indices directly in pandas dataframe-
from nsepy import get_history, get_index_pe_history
from datetime import date
"""
get_history argument list
symbol (str): Symbol for stock (SBIN, RELIANCE etc.), index (NIFTY, BANKNIFTY etc) or any security (Index names "NIFTY 50", "INDIAVIX" etc.
start (datetime.date): start date
end (datetime.date): end date
index (boolean): False by default, True if its an index, index futures or options and also for INDIAVIX
futures (boolean): False by default, True for index and stock futures only (should not be set to True with option_type specified)
expiry_date (datetime.date): Expiry date for derivatives, Compulsory parameter for futures and options
option_type (str): It takes "CE", "PE", "CA", "PA" for European and American calls and puts
strike_price (int): Strike price, Compulsory parameter for options
series (str): Defaults to "EQ", but can be "BE" etc (refer NSE website for details)
"""
#Stock history
sbin = get_history(symbol='SBIN',
start=date(2015,1,1),
end=date(2015,1,10))
sbin[[ 'VWAP', 'Turnover']].plot(secondary_y='Turnover')
""" Index price history
symbol can take these values (These indexes have derivatives as well)
"NIFTY" or "NIFTY 50",
"BANKNIFTY" or "NIFTY BANK",
"NIFTYINFRA" or "NIFTY INFRA",
"NIFTYIT" or "NIFTY IT",
"NIFTYMID50" or "NIFTY MIDCAP 50",
"NIFTYPSE" or "NIFTY PSE"
In addition to these there are many indices
For full list refer- http://www.nseindia.com/products/content/equities/indices/historical_index_data.htm
"""
nifty = get_history(symbol="NIFTY",
start=date(2015,1,1),
end=date(2015,1,10),
index=True)
nifty[['Close', 'Turnover']].plot(secondary_y='Turnover')
#Futures and Options historical data
nifty_fut = get_history(symbol="NIFTY",
start=date(2015,1,1),
end=date(2015,1,10),
index=True,
futures=True, expiry_date=date(2015,1,29))
stock_opt = get_history(symbol="SBIN",
start=date(2015,1,1),
end=date(2015,1,10),
option_type="CE",
strike_price=300,
expiry_date=date(2015,1,29))
#Index P/E ratio history
nifty_pe = get_index_pe_history(symbol="NIFTY",
start=date(2015,1,1),
end=date(2015,1,10))Sample contents of the one of the dataframe (I'm using Anaconda and Spyder)-
In[6]: nifty_fut
Out[6]:
Symbol Expiry Open High Low Close Last
Date
2015-01-01 NIFTY 2015-01-29 8320.00 8356.0 8295.20 8343.80 8347.05
2015-01-02 NIFTY 2015-01-29 8352.25 8470.9 8352.25 8458.40 8468.00
2015-01-05 NIFTY 2015-01-29 8452.35 8492.0 8406.00 8422.85 8423.85
2015-01-06 NIFTY 2015-01-29 8422.00 8422.0 8000.00 8157.90 8150.30
2015-01-07 NIFTY 2015-01-29 8150.00 8184.0 8096.00 8141.85 8154.00
2015-01-08 NIFTY 2015-01-29 8209.00 8274.9 8193.10 8257.25 8255.00
2015-01-09 NIFTY 2015-01-29 8306.35 8334.0 8205.00 8315.50 8311.60
Settle Price Number of Contracts Turnover Open Interest
Date
2015-01-01 8343.80 152053 3.165350e+10 21140550
2015-01-02 8458.40 384440 8.105711e+10 21427925
2015-01-05 8422.85 362889 7.661895e+10 20698500
2015-01-06 8157.90 807830 1.663583e+11 19157775
2015-01-07 8141.85 513814 1.046381e+11 18716025
2015-01-08 8257.25 409705 8.433153e+10 17798500
2015-01-09 8315.50 596384 1.234251e+11 17111350
Change in OI Underlying
Date
2015-01-01 -28675 8284.00
2015-01-02 287375 8395.45
2015-01-05 -729425 8378.40
2015-01-06 -1540725 8127.35
2015-01-07 -441750 8102.10
2015-01-08 -917525 8234.60
2015-01-09 -687150 8284.50
Below functions still work but these will be depricated soon
from nsepy.archives import get_price_history
from nsepy import indices
from datetime import date
#Stock price history
sbin = get_price_history(stock = 'SBIN',
start = date(2015,1,1),
end = date(2015,1,10))
sbin[[ 'VWAP', 'Turnover']].plot(secondary_y='Turnover')
#Index price history
nifty = indices.archives.get_price_history(index = "NIFTY 50",
start = date(2015,9,1),
end = date(2015,9,24))
nifty[['Close', 'Turnover']].plot(secondary_y='Turnover')
#Index P/E ratio history
nifty_pe = indices.archives.get_pe_history(index = "NIFTY 50",
start = date(2015,9,1),
end = date(2015,9,24))
nifty_pe['Index'] = nifty['Close']
nifty_pe[['Index', 'P/E']].plot(secondary_y='P/E')To do-
- Support for live data