/NSEDownload

Python Library to get historical, adjusted data and generate trailing returns of stocks and indices on the NSE

Primary LanguagePython

NSEDownload

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A python Library to download publicly available data on NSE website for stocks and indices. Get the price history, adjusted prices and generate trailing returns of stocks and indices directly as a pandas dataframe.

For a detailed usage : Documentation

Change Log

  1. Removed checking of name in stocks. check_stockSymbol is removed. Closest alternative suggestion is also removed. fuzzywuzzy package no longer required.
  2. Code cleanup: variable nomenclature, static variables and multithreaded code in scraper
  3. Change in requests: more resilient by adding backoff and retries.
  4. Specify Series as argument like 'ALL', 'BE' and 'EQ'. (By default set to 'EQ')

Installation

git clone -b '4.0' https://github.com/NSEDownload/NSEDownload
pip3 install NSEDownload/dist/*

Usage

from NSEDownload import stocks

# Gets data without adjustment for events
df = stocks.get_data(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')

# Adjusts the given stock data for events
df = stocks.get_adjusted_data('RELIANCE', df)

# Do above step in one line to get adjusted data
df = stocks.get_adjusted_stock(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')

# Download data for series BE
df = stocks.get_data(symbol = 'JSWENERGY', full_data=True, series="BE")

Sample Output as a pandas dataframe :

Date Symbol Series Prev Close Open Price High Price Low Price Last Price Close Price Average Price Total Traded Quantity Turnover No. of Trades Deliverable Qty % Dly Qt to Traded Qty
2021-09-15 RELIANCE EQ 2368.45 2368.5 2395.75 2368.5 2379.4 2378.3 2380.39 4186300 9.96505e+09 168130 2310144 55.18
2021-09-16 RELIANCE EQ 2378.3 2381.55 2436.75 2367 2424 2428.2 2408.55 6206657 1.49491e+10 214010 2473588 39.85
2021-09-17 RELIANCE EQ 2428.2 2446 2455.85 2375.6 2387 2390.55 2410.13 16098099 3.87986e+10 278098 9460717 58.77
2021-09-20 RELIANCE EQ 2390.55 2372.1 2418.35 2370 2391.85 2394.35 2398.57 5436385 1.30396e+10 171011 3042705 55.97
2021-09-21 RELIANCE EQ 2394.35 2405 2416.6 2384 2400 2404.7 2401.93 4576111 1.09915e+10 149803 2365643 51.7
2021-09-22 RELIANCE EQ 2404.7 2408 2442 2398.25 2430.8 2430.5 2426.47 5074612 1.23134e+10 179090 2811116 55.4 
from NSEDownload import indices

# Getting historical data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019")

# Getting TRI data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019", indextype='TRI')

Output

Date Open High Low Close Shares Traded Turnover (Rs. Cr)
2017-01-09 8259.35 8263 8227.75 8236.05 102211190 5197.62
2017-01-10 8262.7 8293.8 8261 8288.6 147312927 6904.57
2017-01-11 8327.8 8389 8322.25 8380.65 192285417 8938.68
2017-01-12 8391.05 8417.2 8382.3 8407.2 177948383 7359.24
2017-01-13 8457.65 8461.05 8373.15 8400.35 190949616 9156.16
2017-01-16 8390.95 8426.7 8374.4 8412.8 127938836 6043.67
2017-01-17 8415.05 8440.9 8378.3 8398 125781216 6389.21
2017-01-18 8403.85 8460.3 8397.4 8417 168867039 7411.23
2017-01-19 8418.4 8445.15 8404.05 8435.1 170956149 7324.14

Contributing

If you find any bugs or issue, please raise an issue for the same. You can also contribute by suggesting new features.

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