NSE Futures - 1min IEOD Data

#11
Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
Hi Josh

Did you check NIFTY15FEBFUT, maybe it holds the back data of NIFTY15JANFUT :)


Cheers

Happy :)
 

VJAY

Well-Known Member
#12
Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
Dear josh,
always use current month contract for your trading method if you are not using any paid data vendor who gives 3 month contracts data.Othervise always go with current month data ...as NEST/NOW giving us contineous data....
 

josh1

Well-Known Member
#14
Dear josh,
always use current month contract for your trading method if you are not using any paid data vendor who gives 3 month contracts data.Othervise always go with current month data ...as NEST/NOW giving us contineous data....
Dear Vijay,
I do use current month contract. I am using my own utilities for Real Time data and backfill.
However, there were gaps in JAN15 data due to network disturbances. I used NSENOW Data table to backfill. They have replaced NIFTY15JANFUT data for Dec.14 with that of NIFTY14DECFUT data for reasons best known to them. So is the case with NIFTY15FEBFUT data
:gun2::gun2:
 
#15
Anybody having NIFTY15JANFUT 1 min data for december14? NSENOW data table is giving data for DEC14FUT. I backfilled from it. The chart is showing 100 point gap up. All my calculations are going haywire.
I have that data, Will post in the evening.
You want 1 min ieod data of Jan series, in Dec series.
 
#16
Indeed.... it holds. Marketwatch shows Previous close (24-12-2014) of NIFTY15JANFUT as 8277. While DataTable shows 8176. :(:mad::gun2::gun2:

But you made me Happy :)
I thought so . . .

what Vijay is saying also holds true :)

Seems they are modifying the series wise data to implement the concept of continuous contract i.e. current month data as per F1, next ones as F2, F3 etc

Anyway as long as we get what we want :thumb:


Happy :)
 

Raghuveer

Well-Known Member
#19
can anybody provide stock futures data for last two months..???

thanks
See :
Code:
Stocks+Futures data by RM: 
http :// www. 4shared . com /folder/jv3Qbfbp/_online.html?detailView=1&sortAsc=true&sortsMode=NAME
 

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