Derivatives BhavCopy - Since 1st January 2001

[findvikas]

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.

You Bet... after Indexing on TimeStamp (Date) and Expiry_Date.. the 6gb database (in sql) shoot upto 18gb... but you bet the speed of execution.. lightning fast... I still know how to handle SQL

As it gives me Futures' data as well as options data on a particular date with OI , Vol, & Change in OI. I am planning to run few Volume Spread along with PCR, for current month and near month to predict the price movement in near future... I am no expert in this, but basically I want to run multiple back tests to see if I can predict the price movement... may be I can find something which can give us a formula to predect the price change for next day or coming week or month

I am very excited and my lappie is burning a hole in my pants with all the heat... I think I might need some liquid nitrogen

 

[phukkad]

Hi Vikas,

How can i download the bhavcopy for the cash market from the nse website. I am looking to download a historical time series from as far back as possible.

About your derivatives bhavcopy....so is it ready to be downloaded...and if yes...where from (rapidshare link?)

thanks for your help...

 

[findvikas]

What format you looking for, I have Imported entire data into MS SQL 2005. If you prefer SQL format I can upload it to Premium RS.com but just so that you know, its 9gigs of DB and after RAR it may be somewhere around 900MB basically its the Indexes which shoot up the size to 3-4 times of the original size.

For NSE Cash market data, this is the URL (for CSV files)

http://www.nseindia.com/content/historical/EQUITIES/2001/JAN/cm01JAN2001bhav.csv

now lets learn about the URL format...

www.nseindia.com/content/historical/EQUITIES - Initial Path
/YYYY - Year in YYYY format (eg. 2001)
/MON - First three initials of the month (all in caps, eg. JAN)
/cmDDMONYYYYbhav.csv - File name in DDMONYYYY format (eg. 01JAN2001)


I have created a tool to generate the list which can be imported to any Download Manager to download all the seperate CSV files...

Here is the link
http://vikasverma.com/bhavdown.asp

Enjoy!!!

 

[phukkad]

Thanks Vikas,

I prefer a .csv file...will it work...i mean will such a huge data come in a .csv file? But I guess if the file is as huge as 18gb then a db file should do.

One more question. I am downloading the Cash market csv files, how can I combine them as one big file...i.e. how do i merge and which would be the best software/platform to merge?

 

[kriyamaisu]

Thanks it is wonderful

 

[findvikas]

Thanks Vikas,

I prefer a .csv file...will it work...i mean will such a huge data come in a .csv file? But I guess if the file is as huge as 18gb then a db file should do.

One more question. I am downloading the Cash market csv files, how can I combine them as one big file...i.e. how do i merge and which would be the best software/platform to merge?

Little tricky, as you need to write a tiny tool to omit the first line of every file and take the rest of content and keep on writing to a big file. but what is your purpose of creating a huge CSV file... you won't be able to open that in Excel as excel has limit in number of rows it can show from a single file.. and even if somehow you manage to show 3-6months data the analysis will be very poor due to heavy data... can you believe it even SQL was taking more than 45 mins to perform a simple query with a single where clause on date... so forget about using CSV for your analysis.

If someone can tell me the format of database for MetaStock,AMIBroker or your any other favorite TA tool's then I could write a tool to everyday download the bhavcopy automatically/manually and update the database seamlessly

 

[00fnotrade]

Vikas ji thank you for your great contribution to this forum. You have made an excellent tool.

I have got one request. Could you please make a similar tool which could download the PR.zip files from the NSE server, as shown at Second place "Bhav copy - PR.zip "in the following link -

http://www.nseindia.com/content/equities/eq_markettoday.htm

The benefit of downloading this PR.zip file is that it has got much additional information then the simple fo BHAV copy that you have uploaded.

If someone has got the collection of PR.zip files of last few months, then Please Please upload them and share the link with us. We well be very thankful to that person.

Wish you all the very best and success in your trading.

 

[stocknakshtra]

Hi vikas,
I too am keen to do a little research on the spot vs future prices of nifty and other stocks. I have downloaded the nifty since Sept,1994 in Excel .
In case it is possible to get the future data, since jan 2001 in excel format, even if only the closing price is available , please guide.
Thanks

 

[findvikas]

Hi vikas,
I too am keen to do a little research on the spot vs future prices of nifty and other stocks. I have downloaded the nifty since Sept,1994 in Excel .
In case it is possible to get the future data, since jan 2001 in excel format, even if only the closing price is available , please guide.
Thanks

interval? daily , weekly or monthly?

 

[stocknakshtra]

Thanks.
Daily end of day