Historical Lot Size data

[sanjayub]

Hi,

Is there any source where I can find historical lot size of futures traded stocks in nse

[P.A.W]

Check out this link - under EQ derivatives archives - permitted lot sizes

https://www.nseindia.com/products/dynaContent/equities/equities/htms/HistoricalIndicesDerivatives.htm

[sanjayub]

Thank you for the prompt reply. Actually I was looking for historical lot sizes of the nifty 50 stocks. They keep on changing over a period of time and its difficult to perform backtesting of a strategy without the info. I would appreciate any other suggestion or source for the same. Again, thanks in advance…

[P.A.W]

Hey,

this post should help -

Nifty futures historical lot size information

ah… I think you are kind of right. In between it was at 50 for a while. Check this link, has historical bhavcopy in csv. Maybe pick one date for every year and download the bhavcopy and check the lot size. Do share your findings here. If you can’t, let me know, will try to get someone from our office do this.