EOD Download/ Convert from NSE and BSE

[pkjha30]

Hi pankaj,
Still Facing Problem With Delivery Data and Delete Key for mcx i am uploading image check out dear

Thanks DJ

ok. Here is another way. goto BIN folder and delete MCX.txt and NCDEX.txt

Program will download new key. Hope that works.If it doesn't, I have to check with MCX website and find another way .

Secondly, for delivery data following is the folder structure
\DATA\NSE\EQUITIES\Delivery

D is with caps, if you have typed delivery or any other variant it will get into trouble

so Folder name has to be "Delivery" without quotes. This you can check.
It has to work as it is thoroughly tested.


To check you can manually Download EOD data and delivery Data for same day and place EOD data in \DATA\NSE\EQUITIES\
and DeliveryData in \DATA\NSE\EQUITIES\Delivery. Ensure that no other data file is present. Run converter with Database option unchecked. There should be no message.

pk

 

[pkjha30]

Ok Pankaj. I can try something on my own. If it's an mdb database can be done thru Access, else VB.

Please carry on with your good work.

Regards,
Kalyan.

You can use ODBC viewer from http://www.slik.co.nz/

Select data sources>> Machine Data sources>>EODDlc

The type Select * from LISTEDEQUITY_NSE click execute . You will see table data.

All indices are Numbered from 1-22. Table columns are also IndexID_1 etc and data entered in that is 1 or 0
for IndexID_2 it is 2 or 0

If you want to know what is indexID for respective index use
Select * INDICES where Exchange='NSE'
check data in IndexID Column.

You can use
this is for adding symbol to Index NIFTY

Update LISTEDEQUITY_NSE SET IndexID_1=1 where SERIES='EQ' and SYMBOL='Your Symbol in Indices'

this is for removing symbol to Index NIFTY
Update LISTEDEQUITY_NSE SET IndexID_1=0 where SERIES='EQ' and
SYMBOL='Your Symbol in Indices'

You can use IndexID_X=x where x is an integer from 1-22 depending on number assigned to each Index.

One stock can belong to multiple indices.

However I have to warn other not to mess with master DB as it might render data inaccurate.If it happens , copy the backup mdb from Backup folder else you have to download empty database which means all data lost.

pk

 

[DJ123143]

HI pankaj,
okie i will check out in eveing , one more thing when i give check mark in conveRT database it say no file to convert....please download file and then convert


Thanks DJ

 

[kkseal]

You can use ODBC viewer from http://www.slik.co.nz/

Select data sources>> Machine Data sources>>EODDlc

The type Select * from LISTEDEQUITY_NSE click execute . You will see table data.

All indices are Numbered from 1-22. Table columns are also IndexID_1 etc and data entered in that is 1 or 0
for IndexID_2 it is 2 or 0

If you want to know what is indexID for respective index use
Select * INDICES where Exchange='NSE'
check data in IndexID Column.

You can use
this is for adding symbol to Index NIFTY

Update LISTEDEQUITY_NSE SET IndexID_1=1 where SERIES='EQ' and SYMBOL='Your Symbol in Indices'

this is for removing symbol to Index NIFTY
Update LISTEDEQUITY_NSE SET IndexID_1=0 where SERIES='EQ' and
SYMBOL='Your Symbol in Indices'

You can use IndexID_X=x where x is an integer from 1-22 depending on number assigned to each Index.

One stock can belong to multiple indices.

However I have to warn other not to mess with master DB as it might render data inaccurate.If it happens , copy the backup mdb from Backup folder else you have to download empty database which means all data lost.

pk

Thanks Pankaj I'll give it a try when i find the time (Lots of pending stuff actually)

BTW, don't you think being able to update the Index Master/s is essential if Index volumes is to have any meaning? 'Coz if & when the constituents of an Index changes (& if you consider all NSE & BSE indices, some change or the other happens almost every month) & the same is not updated in the s/w, then the volume continues to be calculated on the basis of the old(constituent) stock list & will consequently be inaccurate.

One easy way out is to use Y_ahoo data for the indices, but then i doubt if the volume fig will be accurate.

Regards,
Kalyan.

 

[pkjha30]

Thanks Pankaj I'll give it a try when i find the time (Lots of pending stuff actually)

BTW, don't you think being able to update the Index Master/s is essential if Index volumes is to have any meaning? 'Coz if & when the constituents of an Index changes (& if you consider all NSE & BSE indices, some change or the other happens almost every month) & the same is not updated in the s/w, then the volume continues to be calculated on the basis of the old(constituent) stock list & will consequently be inaccurate.

One easy way out is to use Y_ahoo data for the indices, but then i doubt if the volume fig will be accurate.

Regards,
Kalyan.

hi kalyan

In some important indices Changes are available from NIFTY. As and when that gets updated I can reflect that data for whatever indices it is available.

User can also be provided with such facility.

The problem is that this programme also downloads historical data. So changes in indices would have to be rfeflected in a manner which takes care of dynamic nature of indices over a period of time without affecting accuracy of data.

This is what I have to think about and change in such a way that details for indices are computed without much user intervention.It will ease the pain of updating master database.

let me release this one and then work on your idea.

pk

 

[kkseal]

Better left to the user i think. Like say i want to reload the NIFTY & CNX100 volume data from Feb onwards. I'll simply check with the NSE archives for the changes in the 2 indices for month of Feb, modify the Master file accordingly & re-download the data for the month. The same process can be repeated for the subsequent months till date. Trying to automate this process (with an infinite no. of possible user requirements) can lead to a big mess.

Rather, what can be done & would be more useful, is to provide an option for the user regarding what kind of volume calculation he wants i) the normal summation method or ii) volume by weights of the constituent stocks. (The daily weightage data is available from NSE You'll find the link in the PM i sent you). The s/w can then calculate the volume for the period according to the option chosen by the user.

And no hurry. Do it in increments (with minor releases) otherwise a whole lot of bugs creep in bogging down things.

Another request. Ones you finish the current fixes, do reload the entire s/w once instead of just the patches.

Regards,
Kalyan.

 

[ramash]

Hi

It will download all stocks that you have selected as portfolio. All BSE indices are selected by default. 3IINFOTECH is scrip symbol included by default in portfolio and it gets downloaded first. Sensex is called BSE30 which is internal name of SENSEX by which it gets downloaded. Now Indices constituents are updated.Will be available as update statements in patch.

It will download one year data from last date/current date unless you increase from date to more than one year back. However files are written using database to avoid duplication.

Regarding last date, I get data up to latest date, so request you to check again.

Check boxes are used as when user makes selection other configuration choices are set. Radio buttons had some problem during initial coding period so switched to Check boxes. Event handling is better.

Your suggestion to have indices separately downloaded is implemented. It will take some time to debug and finalize code. May be completed today but not sure as delivery data and totaling for each indices is in progress. neen to look closely.

pk

hi pankaj

I too encounter the problem of getting the same dates though i give some specific date. Kindly give me more explanation on this as i couldn't follow this.

ramash

 

[RANJITSINGH66]

hello pkjha,
where are you? i am eagerly waiting for the next version of your wonderful utility.
thanks and regards
RANJITSINGH66

 

[pkjha30]

hi pankaj

I too encounter the problem of getting the same dates though i give some specific date. Kindly give me more explanation on this as i couldn't follow this.

ramash

hello pkjha,
where are you? i am eagerly waiting for the next version of your wonderful utility.
thanks and regards
RANJITSINGH66

Hi Ramesh and Ranjit

Got some work to finish so could not concentrate on it, though almost over.
Hopefully I will try this weekend.

pk

 

[pkjha30]

Hi pankaj,
Still Facing Problem With Delivery Data and Delete Key for mcx i am uploading image check out dear

Thanks DJ

Hi DJ

This is with reference to your problem with NCDEX download.
I was checking today again to make sure if it is working or giving some trouble, I found that NCDEX website has changed the code and incorporated some new values. So with existing version NCDEX will not be downloaded. this is from21.06.2008 as I was able to download upto 20.06.2008

It is being corrected.

As for MCX, it still appears to be fine.

BSE/NSE indices and delivery data has been made as per suggestions of some users.

There was some problem with Indices constituents in NSE so volume calculation was off the mark. Reason being New scrip Reliance Infra was not added to Master databse. Presently it will give correct figure as reported by NSE website.

kkseal, I may be able to incorporate your idea of different constituent scrips for index for different date range, solution will be simple and visual.

pk