Pre-Open Historical Data

Algos, strategies, code
1

I have a strategy that works on Gappers. I want to practise my strategy. Is it possible for me to get data of gappers of previous days? Thank you.

2

Does gappers mean gap up stocks if yes then
You can find previous day’s (T-1 day) gap up and gap down stock as follows

  1. Download bhavcopy from nse of previous trading session(T-1 day)
  2. Download bhavcopy from nse of the day before previous trading session (T-2 day)
  3. Calculate gap up gap down by using T-2 days close and T-1 days open

You can pretty much automate this all steps. The end output will be list of gap up and gap down stocks