Derivatives BhavCopy - Since 1st January 2001

[findvikas]

I have downloaded Derivatives BhavCopy from www.NSEINDIA.com from January 01, 2001 to till date September 18, 2009

They are over 1.5Gb after extraction, I archived them in RAR (get WinRAR from www.rarlabs.com) to only 140MB and uploaded them to Premium account of RapidShare if you care about it.

http://rapidshare.com/files/282805159/BhavCopy.rar

Basically I extracted all these bhavcopy for a tiny software that I am working on, I will be converting all these seperate CSV files into a Access or SQL database for my queries & analysis. If I made some progress in the tool and found it worthy then I will certainly share it over here..

Happy Trading!!!

 

[phukkad]

Hi Vikas....Its a great initiative... It would be wonderful if the final file in its Excel/Access or any Db format could also have a feature to upload/update from the nseindia website. In fact, I would even not hesitate to pay for your labour.

Waiting to hear from you.

 

[findvikas]

Alright.. I am able to convert over 3000 separate CSV's into a SQL 2005 Database with over 44602662 rows. Following is the table structure...

ID (Primary Key)
INSTRUMENT
SYMBOL
EXPIRY_DT
STRIKE_PR
OPTION_TYP
OPEN
HIGH
LOW
CLOSE
SETTLE_PR
CONTRACTS
VAL_INLAKH
OPEN_INT
CHG_IN_OI
TIMESTAMP


I will create a small tool to download end of day bhavcopy everyday around 5pm from nseindia.com and update the database. Next stop is to performance tune this database as with this much records its veryyy slow now without any proper indexing.

 

[phukkad]

wonderful job....simply superb...hopefully now the next stage of performance tuning should go smooth....and then....YOU ARE THE ROCKSTAR!
:thumb:

 

[lazytrader]

Alright.. I am able to convert over 3000 separate CSV's into a SQL 2005 Database with over 44602662 rows. Following is the table structure...

ID (Primary Key)
INSTRUMENT
SYMBOL
EXPIRY_DT
STRIKE_PR
OPTION_TYP
OPEN
HIGH
LOW
CLOSE
SETTLE_PR
CONTRACTS
VAL_INLAKH
OPEN_INT
CHG_IN_OI
TIMESTAMP


I will create a small tool to download end of day bhavcopy everyday around 5pm from nseindia.com and update the database. Next stop is to performance tune this database as with this much records its veryyy slow now without any proper indexing.

Great, now all that you need to do after setting up the DB is connect it to some frontend chart drawing scripts/tools like Chartdirector http://www.advsofteng.com/product.html or amStock from http://www.amcharts.com/stock/ and you have your own charting software. :thumb:

 

[findvikas]

I am planning to do that but in not so short time... would you prefer ONLINE tool or OFFLINE... for offline... YOU need to have the database and update it... ONLINE I will update my server

 

[phukkad]

Hi Vikas...

Offline works for me....

 

[lazytrader]

I am planning to do that but in not so short time... would you prefer ONLINE tool or OFFLINE... for offline... YOU need to have the database and update it... ONLINE I will update my server

Shouldn't take too long. I guess it's just a matter of connecting the db to the software. Bunny has done it. I haven't checked it buy the software seems to quite developer friendly. Most of the work is already done.

I don't really need derivatives data. What kind of testing can you do on it that you can't do on the cash data for the same scrips. I guess getting the prem disc could be one but I don't really know how would that be of any use in terms of trading.

If you find some interesting let us know.

 

[columbus]

www.nseindia.com, archives is a source.

 

[findvikas]

www.nseindia.com, archives is a source.

Yep... thats where I got this all.