Optionchain data for both NSE, BSE indices - Download past 1 year data & live data into EXCEL file

F&O
1

Could you please help me, to download Optionchain data for both NSE, BSE indices?

  1. I wanted to Download the data for the past 1 year for study purposes.

  2. Also, how to download live optionchain data into EXCEL file.

Help appreciated.

2

Live data is easy. Just go to the option chain page of NSE or any broker, open dev tools, there will be a JSON request for the option chain. For example, Banknifty option chain from NSE can be found at:

https://www.nseindia.com/api/option-chain-indices?symbol=BANKNIFTY

Use python to get the JSON and convert it to CSV for viewing in excel. Cookies/tokens not required, but supply a user-agent header.

Historical data is a different beast. I don’t know if historical option chain data is sold by anyone. You can buy ohlc options data a use it to create option chains at any instant, which is what I did.

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