EOD Download/ Convert from NSE and BSE

[pkjha30]

Hi Pankaj,

Thanks for your quick reply.
I thing what you mention gives me BhavCopy for BSE.
But I am looking for Indices like BSE30, BSE100.

Did this procedure mention here gives me Indices ?
Please correct me if wrong.

Dhaval

Ok

Now you would have noticed that there are other four options below EOD_Bhav Copy. They are EOD_Daily, EOD-Weekly, EOD-Monthly and Intraraday. They are as their name implies.

Now you click the menu called 'MY Watchlist'. First option is edit my watch list.You have to enter stock symbols there. Don't enter too many.
All of the BSE indices available for download are entered there. Don't do anything with them. Once you are satisfied that your stocksare there then select the watch list by clicking on the dropdown menu of My Watchlist>Options>BSE Watchlist>MyWatchlist1 or Mywatchlist2. Once desired watchlist is selected. check any of the last four options in EOD. Select the date range. Some data are available from very long period. Click download. Data will be saved in the relevant folder under BSE.. NSE watch list is not yet implimented.

The data is stored in the format which is useful for import in metastock or AMI or such other chart softwares which permit ascii imports esp. metastock.
There is no need to convert it any further.

Hope this helps you.

Pankaj

 

[ravi_s_ghosh]

I am given to understand that in AMI as well as Metastock you can do this manually once split or bonus ratios are given. And data adjustment is for technical chart softwares. I am sure they would be providing these facilities.
Pankaj

Dont u think thats a painstakingly lengthy process to adjust for all the stock split and bonuses. Also, how do u adjust symbol change? is it by changing symbol from old to new of all the previous bhavcopies.

 

[dhavalpatel03]

Hi Pankanj,

I have followed the steps you have given, that give me EOD in BhavCopy,
Daily, Weekly, Montly & Intraday for all BSE Scripts.

But Exactly I want Sensex Chart for BSE. BSE BhavCopy doesn’t have any Sensex related information.

I have tried BSE30 & BSE40 with BSE Watchlist option in MyWatchlist menu.
that gives me blank CSV file. Does EOD tool unable to fetch Sensex data or BSE is not offering Sensex data at all.

is there any other way to get it?

Please help me.

Thanks
Dhaval

 

[pkjha30]

Hi Pankanj,

I have tried BSE30 & BSE40 with BSE Watchlist option in MyWatchlist menu.
that gives me blank CSV file. Does EOD tool unable to fetch Sensex data or BSE is not offering Sensex data at all.

Dhaval

I will check this problem. It should download sensex (BSE30) data. Will tell you by sunday

Pankaj

 

[pkjha30]

Dont u think thats a painstakingly lengthy process to adjust for all the stock split and bonuses. Also, how do u adjust symbol change? is it by changing symbol from old to new of all the previous bhavcopies.

Hi ravi

Myself never tried that. But sure it sounds like laborious job. manually adjusting all records. But there are too many issues here before it is implemented here as data integrity and authenticity is important. As of now I am just converting bhav copy without processing it in anyway. Main reason being I may not be very familiar with how adjustments are actually done and what is margin of errors.
If you could throw detailed light on this and requirement certainly this could be done.

As regards symbol change, again no. You get what NSE or BSE is giving. As it is downloading mostly current bhav copies no further adjustment is done as it would require some more manipulation by fetching old symbols and new symbols and then matching it. Probably all of this could be implemented as a separate module and output could be maintained separately.

But then users have to guide me here as market mechanism are not very familiar to me except that it should result in profit whatever data and system is used.

And I have no grudges from market since 2004. EOD is something I wanted to give to members in recognition of spirit of sharing and caring for each other. That is why it is free and will be. So you have to help me also where I don't know like pasha and ajit among others helped me in FNO part.

Pankaj

 

[ravi_s_ghosh]

there are many programs which fetch data from sources like yahoo. Also, 2 programs which had been discussed in traderji do the same. First is a freeware from Hemen called getbhavcopy and another is shareware from investbulls.com called DE Pro. DE Pro claims to do the adjustments but I could not get it done as it was giving some errors. Just check them out.

 

[pkjha30]

there are many programs which fetch data from sources like yahoo. Also, 2 programs which had been discussed in traderji do the same. First is a freeware from Hemen called getbhavcopy and another is shareware from investbulls.com called DE Pro. DE Pro claims to do the adjustments but I could not get it done as it was giving some errors. Just check them out.

Thanks for info. Iam aware of the programs you mentioned. Yahoo is something I have not taken as I prefer NSE BSE. Moreover I was talking about method and not the programs. If you could shed light on this it would be helpful.
pankaj

 

[pkjha30]

I will check this problem. It should download sensex (BSE30) data. Will tell you by sunday

Pankaj

Hi

I have checked up . Latest version downloads all BSE indices available for download. This includes SENSEX i.e. BSE 30 and few other indices such as BSE 500, BSE 200, BSE 100, BSE Auto , BSE OilGAS, BSE MIDCAP, BSE Consumer Goods, BSE IT. That covers all, I suppose.

In addition you will get options and future data,

May be you should first download main setup files and then use the patch to update exe.

If you come across any problem do get back to me . Will try to rectify that based on specific input.

If program stops due to error do attach log file.
Pankaj

 

[ravi_s_ghosh]

Symbol change: Some softwares have this built in them. What they do is change the symbol of all the previus quotes. You need to input that stock A has become B and all the quotes of A are renamed as B.

Stock Split/Bonus: In both cases a certain number of shares are replaced by a higher number of stocks. If a Rs 10 stock is split into Rs 5 stock, then 1 share is replaced by 2 shares. If a bonus is decleared of 2 shares for each 3 shares held, then 3 shares are replaced by 5 (3+2) shares.

To the best of my knowledge, quotes before the ex date (the date on which it came into effect) are multiplied by the split ratio which is equal to (no of shares before split) divided by (no of shares after split). In most commercial softwares, this feature is there to manually adjust splits/bonus which asks you to enter the split ratio. Senior members need to correct me if i'm wrong. Also, all previus volume quotes are multiplied by reverse ratio.

Also pankaj, the software you are developing is basically for windows. Is there any plan to make it run on linux too.

Here u will find a clear picture. http://www.traderji.com/51289-post9.html

 

[pkjha30]

Hi Ravi

Thanks a lot.I will certainly look into this.
Symbol changes may not be too difficult to do, provided one has all changes available.

Adjustments are different story altogether. It has to be for a different periods as companies keep announcing bonuses and splits. and all back data has to be adjusted accordingly.
For example , if a company has declared two bonuses in five years
for data from 1.1.2000 to 31.12.2005. One on 1.1.2002(ex-date) and another on 1.12.2005(ex-date)

Then first adjustment factor for 1.1.2000 to 31.12.2001=X
once data is adjusted for that then you have to adjust it again for second adjustment factor for 1.1.2000 to 30.11.2005=y
then data for whole period ill be adjusted for both bonuses.

Now if you extend the period to 10 years then few more adjustments have to be made.

So adjusted data is not the actual traded prices but relative valuations.
Hence technical softwares don't do it automatically. If it has to be done automatically then only as a separate data keeping original safe.

Correct me if I am wrong in my understanding of this as it is very limited.

Pankaj