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[nithin]

@Anon_A

I want to get historical data on second by second
stock price,
20 deep market depth data,
option chain details vol price including the Greeks
As a parsable database.
How can download it for my machine learning side project for the cheapest cost.
I see this data is very expensive to buy from NSE. Is there a cheap way? I don’t know. Why is NSE not opening up this data.
Is it to help institutional investors with deep pockets or to hide system errors in NSEs side from public.
Don’t you think it’s the interest of market to open source these data.

The way to get this data is to subscribe to NSE tick by tick data feeds and then create your own historical database. Check this

How do I get tick by tick data directly via NSE

Hi , Right now I am using kite api , Is there anyway I can get tick by tick data directly from NSE from their datacenters , even 100 ms faster data for me is useful for my algorithm, @nithin Kindly advice how do i get it and what will be the price , I need stocks, futures & options and indexes. Should I become advisory or broker to get the licence ?This is for my future use after 6 or 7 months after I earn 1 lakh per day.

I can’t think of any data vendor who is selling historical tick by tick or second by second data.

Firstly tick by tick is large amounts of data, I don’t know technologically how NSE can give this data publicly to everyone. I know a lot of institutional investors, I can’t think of many who care for tick by tick or second by second data. The only ones who really care for this is high frequency trading desks who are involved in arbitrage or market making strategies.