In pre-open, the first 7 minutes orders are collected. Then they are matched for a min to get equilibrium price for the opening. Collecting this data isn’t really of any help, cause it is just random ticks. I can’t think of anyone who is collecting this.
Sorry to bother you again.
I do agree that the first 7 minutes of action will help the system to decide on equilibrium price.
But still, as I am planning (learning) to trade only at the first hour and also while I was doing “live testing” on this strategy for the last two days and I really got a little hope to decide the direction of the particular stock though NIFTY travels on its way.
As a result of this, I thought it would be better to dive deep on this learning if I could fetch the historical data of pre-open market.
From your reply I understood clearly that no one will maintain/store the data. But still for my satisfaction, I am posting a further query on the same; Will NSE maintain those data on their server and provides us a link, if none of the broker maintain that…?
Seriously, I couldn’t find it.
Hope this time I might get a favourable reply. If not, then really no problem as I have an alternate method to do a live testing on forthcoming days.
Pre-open is just a one tick value that gets updated on the terminal at 9:08 AM. And most importantly pre-open value is nothing but the actual open value of the stock.
Take for example: 23-5-18 - In Pre- open - TATA MOTORS was the top gainer in Nifty. check the pre-open price , its 311.10
Now lets look at TATA MOTORS value - the open value is same 311.10
So to download the historical pre-open value , you just have to download the EOD data directly from NSE historical data and use the open value of the stock, which is nothing but the pre-open value.
Hello - I am interested to get pre market data from you if it meets my expectation. Can you share more details (samples) so that we can proceed further?
This data is updated at 0912AM on every trading day morning.
If you open this url today at 0912AM, you will get todays Pre_Open, before 0912AM you will get last days Pre_Open.
Hi there - I am looking to buy historic pre open volume (volume traded in nse pre open session) data for all NSE cash scrips for 2017 and before (i could only procure this data for last 1 year, so far) for my analysis. Would appreciate any help/leads on this from senior traders/ experts of this forum.