You can download bhavcopies for stocks, indices and futures & Optios using jugaad-data. Below example shows how to download different bhavcopies for 1st Jan 2020 and saves to a directory in csv format.
from datetime import date
from jugaad_data.nse import bhavcopy_save, full_bhavcopy_save, bhavcopy_fo_save, bhavcopy_index_save
bhavcopy_save(date(2020,1,1), "/path/to/directory")
full_bhavcopy_save(date(2020,1,1), "/path/to/directory")
bhavcopy_fo_save(date(2020,1,1), "/path/to/directory")
bhavcopy_index_save(date(2020,1,1), "/path/to/directory")
Note
Difference between bhavcopy_save and full_bhavcopy_save is that in full bhavcopy you also get the percentage of volume which was in delivery.
from datetime import date
from jugaad_data.nse import stock_csv, stock_df
# Download as pandas dataframe
df = stock_df(symbol="SBIN", from_date=date(2020,1,1),
to_date=date(2020,1,30), series="EQ")
print(df.head())
DATE SERIES OPEN HIGH LOW PREV. CLOSE LTP CLOSE \
0 2020-01-30 EQ 316.75 316.75 305.65 316.45 310.00 310.70
1 2020-01-29 EQ 317.85 319.70 315.55 315.10 316.95 316.45
2 2020-01-28 EQ 317.95 320.00 311.05 316.20 316.40 315.10
3 2020-01-27 EQ 320.90 322.00 315.80 324.05 316.40 316.20
4 2020-01-24 EQ 323.50 327.30 321.15 323.20 324.30 324.05
VWAP 52W H 52W L VOLUME VALUE NO OF TRADES SYMBOL
0 311.18 373.8 244.35 35802330 1.114102e+10 227687 SBIN
1 317.75 373.8 244.35 23914114 7.598704e+09 143297 SBIN
2 316.67 373.8 244.35 26488426 8.388015e+09 173879 SBIN
3 318.82 373.8 244.35 23309355 7.431558e+09 148768 SBIN
4 325.15 373.8 244.35 22706879 7.383247e+09 146667 SBIN
# Download data and save to a csv file
stock_csv(symbol="SBIN", from_date=date(2020,1,1),
to_date=date(2020,1,30), series="EQ", output="/path/to/file.csv")
from jugaad_data.nse import index_csv, index_df
# Download as pandas dataframe
df = index_df(symbol="NIFTY 50", from_date=date(2020,1,1),
to_date=date(2020,1,30))
print(df.head())
Index Name INDEX_NAME HistoricalDate OPEN HIGH LOW CLOSE
0 Nifty 50 NIFTY 50 2020-01-30 12147.75 12150.30 12010.60 12035.80
1 Nifty 50 NIFTY 50 2020-01-29 12114.90 12169.60 12103.80 12129.50
2 Nifty 50 NIFTY 50 2020-01-28 12148.10 12163.55 12024.50 12055.80
3 Nifty 50 NIFTY 50 2020-01-27 12197.10 12216.60 12107.00 12119.00
4 Nifty 50 NIFTY 50 2020-01-24 12174.55 12272.15 12149.65 12248.25
# Download as csv file
index_csv(symbol="NIFTY 50", from_date=date(2020,1,1),
to_date=date(2020,1,30), output="/path/to/file.csv")
For a given day, fetch expiry dates of all active contracts.
from datetime import date
from jugaad_data.nse import expiry_dates
expiries = expiry_dates(date(2020,1,1))
print(expiries)
Output-
[datetime.date(2020, 1, 9),
datetime.date(2020, 3, 26),
datetime.date(2020, 1, 30),
datetime.date(2020, 2, 6),
datetime.date(2020, 1, 16),
datetime.date(2022, 12, 29),
datetime.date(2020, 1, 23),
datetime.date(2020, 6, 25),
datetime.date(2020, 1, 2),
datetime.date(2020, 2, 27),
datetime.date(2020, 12, 31),
datetime.date(2020, 9, 24)]
You can filter it further, based on the contract type eg. OPTIDX, FUTSTK etc.
from datetime import date
from jugaad_data.nse import expiry_dates
expiries = expiry_dates(date(2020,1,1), "FUTSTK")
print(expiries)
Output-
[datetime.date(2020, 3, 26),
datetime.date(2020, 1, 30),
datetime.date(2020, 2, 27)]
def derivatives_df(symbol, from_date, to_date, expiry_date, instrument_type, option_type. strike_price)
"""
Downloads the historical data for a given contract in a pandas dataframe
Arguments-
symbol - Stock symbol eg.SBIN or NIFTY
from_date - From date as datetime.date object
to_date - To date as datetime.date object
expiry_date - Expiry date as datetime.date object
instrument_type 1 - Can take values from “FUTSTK”, “FUTIDX”, “OPTSTK”, “OPTIDX”
option_type - “CE” for call option and “PE” for put option (Required only for instrument type OPTSTK and OPTIDX)
strike_price - Strike price as float
"""
In case you want to download it as csv file use below function where output is name of the output csv file you wish to save with complete path.
derivatives_csv(symbol, from_date, to_date, expiry_date, instrument_type, option_type. strike_price, output)
from jugaad_data.nse import derivatives_csv, derivatives_df
df = derivatives_df(symbol="SBIN", from_date=date(2020,1,1), to_date=date(2020,1,30),
expiry_date=date(2020,1,30), instrument_type="FUTSTK")
print(df.head())
DATE EXPIRY OPEN HIGH LOW CLOSE LTP SETTLE PRICE \
0 2020-01-30 2020-01-30 316.25 316.40 305.80 310.55 309.60 310.70
1 2020-01-29 2020-01-30 317.55 320.15 315.65 316.60 317.05 316.60
2 2020-01-28 2020-01-30 317.35 320.40 311.00 315.20 316.40 315.20
3 2020-01-27 2020-01-30 321.30 322.30 316.05 316.45 316.55 316.45
4 2020-01-24 2020-01-30 324.50 327.95 322.00 324.55 324.80 324.55
TOTAL TRADED QUANTITY MARKET LOT PREMIUM VALUE OPEN INTEREST \
0 72678000 3000 2.267156e+10 6564000.0
1 69747000 3000 2.217897e+10 38799000.0
2 97299000 3000 3.082756e+10 65694000.0
3 66660000 3000 2.128511e+10 94551000.0
4 61323000 3000 1.997960e+10 102711000.0
CHANGE IN OI SYMBOL
0 -32235000.0 SBIN
1 -26895000.0 SBIN
2 -28857000.0 SBIN
3 -8160000.0 SBIN
4 -9417000.0 SBIN
from jugaad_data.nse import derivatives_csv, derivatives_df
df = derivatives_df(symbol="SBIN", from_date=date(2020,1,1), to_date=date(2020,1,30),
expiry_date=date(2020,1,30), instrument_type="OPTSTK", option_type="CE", strike_price=300)
print(df.head())
DATE EXPIRY OPTION TYPE STRIKE PRICE OPEN HIGH LOW CLOSE \
0 2020-01-30 2020-01-30 CE 300.0 13.85 15.15 6.50 10.40
1 2020-01-29 2020-01-30 CE 300.0 18.45 20.20 16.55 16.55
2 2020-01-28 2020-01-30 CE 300.0 19.00 20.05 12.30 14.90
3 2020-01-27 2020-01-30 CE 300.0 20.00 22.25 16.60 16.85
4 2020-01-24 2020-01-30 CE 300.0 22.70 27.70 22.70 24.90
LTP SETTLE PRICE TOTAL TRADED QUANTITY MARKET LOT PREMIUM VALUE \
0 10.40 0.00 102000 3000 31863750.0
1 16.55 16.55 48000 3000 15276450.0
2 16.80 14.90 186000 3000 58815300.0
3 16.90 16.85 90000 3000 28730400.0
4 25.00 24.90 219000 3000 71488350.0
OPEN INTEREST CHANGE IN OI SYMBOL
0 144000.0 -30000.0 SBIN
1 174000.0 -6000.0 SBIN
2 180000.0 -75000.0 SBIN
3 255000.0 -39000.0 SBIN
4 294000.0 -51000.0 SBIN
from jugaad_data.nse import derivatives_csv, derivatives_df
df = derivatives_df(symbol="NIFTY", from_date=date(2020,1,1), to_date=date(2020,1,30),
expiry_date=date(2020,1,30), instrument_type="FUTIDX")
print(df.head())
DATE EXPIRY OPEN HIGH LOW CLOSE LTP \
0 2020-01-30 2020-01-30 12115.60 12117.90 12006.3 12043.50 12036.80
1 2020-01-29 2020-01-30 12114.40 12182.45 12095.6 12121.55 12121.00
2 2020-01-28 2020-01-30 12124.90 12162.45 12038.0 12068.00 12075.00
3 2020-01-27 2020-01-30 12168.85 12209.60 12117.5 12125.70 12118.95
4 2020-01-24 2020-01-30 12204.75 12292.70 12157.0 12271.60 12271.20
SETTLE PRICE TOTAL TRADED QUANTITY MARKET LOT PREMIUM VALUE \
0 12035.80 9898650 75 1.192217e+11
1 12121.55 10762125 75 1.306506e+11
2 12068.00 9964200 75 1.206328e+11
3 12125.70 9734250 75 1.184152e+11
4 12271.60 8184525 75 1.002034e+11
OPEN INTEREST CHANGE IN OI SYMBOL
0 5467875.0 -2761125.0 NIFTY
1 8229000.0 -2666025.0 NIFTY
2 10895025.0 -1474650.0 NIFTY
3 12369675.0 -24825.0 NIFTY
4 12394500.0 -203325.0 NIFTY
from jugaad_data.nse import derivatives_csv, derivatives_df
df = derivatives_df(symbol="NIFTY", from_date=date(2020,1,1), to_date=date(2020,1,30),
expiry_date=date(2020,1,30), instrument_type="OPTIDX", option_type="CE", strike_price=12000)
print(df.head())
DATE EXPIRY OPTION TYPE STRIKE PRICE OPEN HIGH LOW \
0 2020-01-30 2020-01-30 CE 12000.0 141.30 141.30 18.10
1 2020-01-29 2020-01-30 CE 12000.0 118.30 185.00 105.15
2 2020-01-28 2020-01-30 CE 12000.0 149.35 176.95 78.35
3 2020-01-27 2020-01-30 CE 12000.0 192.50 222.55 146.40
4 2020-01-24 2020-01-30 CE 12000.0 211.95 300.00 185.00
CLOSE LTP SETTLE PRICE TOTAL TRADED QUANTITY MARKET LOT \
0 44.60 35.45 0.00 44875050 75
1 126.05 124.00 126.05 5006025 75
2 96.20 102.00 96.20 6231225 75
3 152.00 147.00 152.00 1334100 75
4 280.85 281.95 280.85 1067925 75
PREMIUM VALUE OPEN INTEREST CHANGE IN OI SYMBOL
0 5.402420e+11 998775.0 178650.0 NIFTY
1 6.078953e+10 820125.0 -284625.0 NIFTY
2 7.548726e+10 1104750.0 219300.0 NIFTY
3 1.625192e+10 885450.0 102900.0 NIFTY
4 1.308711e+10 782550.0 -99375.0 NIFTY
jugaad-data also comes with a powerful commandline interface - jdata. Simply type jdata --help to explore all the available options-
$ jdata --help
Usage: jdata [OPTIONS] COMMAND [ARGS]...
This is a command line tool to download stock market data to csv files.
Options:
--help Show this message and exit.
Commands:
bhavcopy Downloads bhavcopy from NSE's website Download today's...
derivatives Sample usage- Download stock futures- jdata derivatives -s...
index Download historical index data $jdata index --symbol "NIFTY...
stock Download historical stock data $jdata stock --symbol STOCK1...
$ jdata bhavcopy --help
Usage: jdata bhavcopy [OPTIONS]
Downloads bhavcopy from NSE's website
Options:
-d, --dest DIRECTORY Destination directory path [required]
-f, --from [%Y-%m-%d] From date
-t, --to [%Y-%m-%d] To date
--fo / --no-fo Downloads F&O bhavcopy
--idx / --no-idx Downloads Index bhavcopy
--full / --no-full Full Bhavcopy
--help Show this message and exit.
Download today’s bhavcopy (works only after market hours once bhavcopy is ready)
$ jdata bhavcopy -d /path/to/dir
Download bhavcopy for a specific date
$ jdata bhavcopy -d /path/to/dir -f 2020-01-01
Download all bhavcopies between date range
$ jdata bhavcopy -d /path/to/dir -f 2020-01-01 -t 2020-01-30
Download full bhavcopies with delivery trade quantity
$ jdata bhavcopy -d /path/to/dir -f 2020-01-01 -t 2020-01-30 --full
Download index bhavcopies
$ jdata bhavcopy -d /path/to/dir -f 2020-01-01 -t 2020-01-30 --idx
Download derivatives bhavcopies between date range
$ jdata bhavcopy -d /path/to/dir -f 2020-01-01 -t 2020-01-30 --fo
$ jdata stock --help
Usage: jdata stock [OPTIONS]
Options:
-s, --symbol TEXT Stock symbol [required]
-f, --from TEXT From date - yyyy-mm-dd [required]
-t, --to TEXT From date - yyyy-mm-dd [required]
-S, --series TEXT Series - EQ, BE etc. [default: EQ]
-o, --output TEXT Full path for output file
--help Show this message and exit.
Download historical stock data
$ jdata stock -s SBIN -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv
$ jdata index --help
Usage: jdata index [OPTIONS]
Options:
-s, --symbol TEXT Stock symbol [required]
-f, --from TEXT From date - yyyy-mm-dd [required]
-t, --to TEXT From date - yyyy-mm-dd [required]
-o, --output TEXT Full path for output file
--help Show this message and exit.
Download historical index data
$ jdata index -s "NIFTY 50" -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv
$ jdata derivatives --help
Usage: jdata derivatives [OPTIONS]
Options:
-s, --symbol TEXT Stock/Index symbol [required]
-f, --from TEXT From date - yyyy-mm-dd [required]
-t, --to TEXT To date - yyyy-mm-dd [required]
-e, --expiry TEXT Expiry date - yyyy-mm-dd [required]
-i, --instru TEXT FUTSTK - Stock futures, FUTIDX - Index Futures, OPTSTK -
Stock Options, OPTIDX - Index Options [required]
-p, --price TEXT Strike price (Only for OPTSTK and OPTIDX)
--ce / --pe --ce for call and --pe for put (Only for OPTSTK and
OPTIDX)
-o, --output TEXT Full path of output file
--help Show this message and exit.
Download stock futures data for SBIN with expiry on 30 Jan 2020
$ jdata derivatives -s SBIN -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i FUTSTK -o file_name.csv
Download index futures data for NIFTY with expiry on 30 Jan 2020
$ jdata derivatives -s NIFTY -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i FUTIDX -o file_name.csv
Download stock Call options data for SBIN with expiry on 30 Jan 2020 and at strike price of 300
$ jdata derivatives -s SBIN -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i OPTSTK -p 330 --ce -o file_name.csv
Download index Put options data for “NIFTY” with expiry on 23 Jan 2020 and at strike price of 11000
$ jdata derivatives -s NIFTY -f 2020-01-01 -t 2020-01-23 -e 2020-01-23 -i OPTIDX -p 11000 --pe -o file_name.csv