girishg4t/bhavCopy-downloader

Need Index data

Opened this issue · 8 comments

LRagji commented

I think nifty 50 historical index data is missing ,5min etc
Also the git which hosts the data cannot be cloned it says fatal: BUG: initial ref transaction called with existing refs

girishg4t commented

Thanks Laukik for the issue

  1. We are downloading only EOD data for NSE and BSE, however we can also include 5min etc data if you want, could you please give us the link from NSE to show which data you want
  2. It is public repo so any one can clone that, if you facing any issue give me the steps so that i can try to reproduce.
    only thing is it is a large repo so downloading takes time
LRagji commented

@girishg4t

  1. EOD data is fine i am doing backtesting so not an issue, for the source of data i got it from kaggle not sure how to get that on NSE.
  2. For the repo error i just did
    git clone https://github.com/girishg4t/nse-bse-bhavcopy.git and got the error stated above..
girishg4t commented

Yes there is this api though which we can download that data, Please let me know this is what you want?
banknifty.json.zip

API:
curl --location --request GET 'https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY' \ --header 'Cookie: ak_bmsc=E26E3B324A2A6745BFCDFABCCB261ABC~000000000000000000000000000000~YAAQlidzaFuNBYGJAQAAp4lIgxRNM3RTnt3e9zUIWHJ/qHkvpG19CgRjVB7Tb7eaIfpHMJe4P/3f/efD1SHk/ZoS10jKDRb6gc8USDXzmi+AUzyxdOzqgutQu5V7cojWD12cTthbmmMs9TcStgQRNTbxcppUF6atvuOhunKQOu6ndHKnp5G//KjNKnDNVWUIGqLWV9pqQgm37No1cfXU1r+w9evCAgBlKbOlQ0Ro7FsRp30EcH/Fe5HVrWS0WH3M4EV6+8IL4EZpNz5GiYs2FRF89bbxFUr/UGNDa0ZpaFt1DFS30uW0iVD7ONvURAU5EwPjo+RTO30Ov7zzPkeQg69SeN8Lw7a7t9/RnseoeKYmJpZEeu0j3eBEtDyTfdl1'

LRagji commented

Seems correct

girishg4t commented

@LRagji i am thinking of storing this data in github same as we do for EQ https://github.com/girishg4t/nse-bse-bhavcopy
for that i want to understand how the option data changes i.e. if i downloaded the data today how long i can use that ?
do we need to downolad it every week, day, month ? i think it is week i.e. every thursday or friday morning ?

could you please guide me on this, i don't have much knowledge on options

i want to download the data and store that in csv or any other format for a week(or utill it get change).

LRagji commented
  1. Perfect, please store the data in the same repo but under different folder "derivatives" just giving a name, I would further like to partition the data according to weeks into different folders for easy searching.
  2. This should be daily data downloaded by EOD, what you are downloading is called option chain, Each option(Instruments named as Call & Put) has an weekly expiry for a given strike price., They change every time as market moves, but this daily file should be good enough..
girishg4t commented

Hey @LRagji ,
I have now added the options data, it is currently in json format, we can format it later into csv
Below is the location
https://github.com/girishg4t/nse-bse-bhavcopy/tree/master/OPTIONS/NSE

Steps to download are same
Select action as - NSE
Select fund as - Options (from dropdown)
then download