Historical Contract-wise Price Volume Data

General
1

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Hi, I am trying to download Historical Contract-wise Price Volume Data from the NSE website.

I can pull the CSV file individually from the website for each scrip that I need. However, I am interested in knowing if there is a way to automate this whereby I could link excel query to refresh the report for ALL scrips in derivatives segment each day.

The parameters would remain nearly the same (except for the expiry date, of course). So basically, it will be something like -
Select Instrument : Stock Futures
Select Symbol : Symbol Name
Select Year : Current Year
Select Expiry: Current Expiry
Select Option Type: Select Option Type
Enter Strike Price:
For past: 24 Months

I have in mind one sheet per Symbol Name. So, each sheet will have a link for that Symbol which will refresh the report.

Is there any way of achieving this ?

2

This is not hard to do, but what is the end use of extracting this data? What analysis do you have in mind, and what trading strategy?

3

Well, never mind.

My issue is resolved.

Thanks.

4

Well, I am a technically-challenged person.:slight_smile: So it is a bit hard for me.

I am still trying to form a strategy for now. It will be a mathematical model to check the movement of price. But, I need data to even start on that.

So, I’d appreciate if you could share some solution for the same.

5

I don’t think it’s possible to pull data from nseindia symbol-wise. If you try to download historical data symbol-wise like you mentioned in the above screenshot, it gets downloaded as data.csv for any symbol you try.

You may try pulling

F&O bhavcopy
https://www.nseindia.com/content/historical/DERIVATIVES/2019/AUG/fo16AUG2019bhav.csv.zip

, released every day EOD, from Python, R or Excel(i’m not sure whether excel is capable of doing this) and construct the series for the Symbols you want

6

There is. Or rather there was one way previously, it seems. But now, if that method is followed NSE throws up 405 Error intermittently.

I picked up the data individually. But later on when I refreshed the same, it gave me 405 Error. NSE does not want us scraping the data that way.

I’m looking at another method now. Through python. But, I’m a code noob. So, it will take some time to figure that out for me.

7

@Paper_Trader I was also trying to backtest some strategy and I’ve resolved that 405 Error which you mentioned. But I’m facing a new problem.

So, the problem is whenever I query the nseindia.com endpoints through code on my local, I don’t get any response. Have you also faced the same issue?

8

Hi,

If I want to get contract wise prices Volume data for Next month, in this case is Sep Expiry. How do I get this data from NSE website.

9

USE Python to download NSEPY or Yahoo Finance

Python and historical data both free

10

@Harshit_Maheshwari hey how did you got around with the error 405?