Jugaad Data
jugad-data is a library to fetch live as well as historical stock data. This library will be a cruicial part of your analysis, backtesting and automation workflow for trading and investing.
This library fetches data from new website of NSE and hence jugaad-data is future-proof. Many other libraries still rely on old website and may eventually stop working.
Functionalities
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Download bhavcopy for stocks, index and derivatives
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Download historical stock, index and derivatives (Futures & Options) data
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Fetch live quotes for stocks and derivatives
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Fetch live index and turnover data
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Fetch option chains
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Fetch current rates from RBI website
In pipeline
- Corporate information
- Financial results
In case you find other information available in NSE’s website as JSON api, please raise a feature here
Installation
pip install jugaad-data
You can optionally install pandas library in case you are interested in fetching data directly into ‘pandas’ dataframes, in which case you can run-
pip install jugaad-data pandas
Quick start
Download bhavcopies and historical stock/index/derivatives data
from datetime import date
from jugaad_data.nse import bhavcopy_save, bhavcopy_fo_save
# Download bhavcopy
bhavcopy_save(date(2020,1,1), "./")
# Download bhavcopy for futures and options
bhavcopy_fo_save(date(2020,1,1), "./")
'./fo01Jan2020bhav.csv'
ls *.csv
cm01Jan2020bhav.csv fo01Jan2020bhav.csv
!tail cm01Jan2020bhav.csv
ZENITHEXPO,BE,46.95,46.95,43.6,45.55,46.6,44.95,1201,54268.2,01-JAN-2020,22,INE058B01018,
ZENSARTECH,EQ,175.95,176.9,173,175.4,175.85,174.6,18748,3281047.5,01-JAN-2020,4269,INE520A01027,
ZENTEC,EQ,55.15,57.4,54.3,55.95,56.4,56.45,25296,1412952.05,01-JAN-2020,266,INE251B01027,
ZICOM,BE,1.65,1.65,1.55,1.65,1.65,1.6,36099,56326.85,01-JAN-2020,32,INE871B01014,
ZODIACLOTH,EQ,175.35,184.95,168.75,171.75,172,175.35,12971,2249854.55,01-JAN-2020,758,INE206B01013,
ZODJRDMKJ,EQ,32.05,32.75,32,32.05,32.05,32.8,1070,34359.15,01-JAN-2020,73,INE077B01018,
ZOTA,EQ,188.9,189.75,186.75,188.5,188.5,186.45,25664,4828369.25,01-JAN-2020,165,INE358U01012,
ZUARI,EQ,92.4,92.4,90.6,92,92,90.5,9173,840932.3,01-JAN-2020,174,INE840M01016,
ZUARIGLOB,EQ,49.1,50.25,48.1,48.5,48.2,50.05,19086,937517.35,01-JAN-2020,408,INE217A01012,
ZYDUSWELL,EQ,1462,1479.95,1462,1465.95,1465.45,1470.3,1118,1642480.7,01-JAN-2020,301,INE768C01010,
!tail fo01Jan2020bhav.csv
OPTSTK,ZEEL,26-Mar-2020,240,PE,0,0,0,15.55,13.15,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,260,PE,0,0,0,22.8,20.35,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,280,PE,0,0,0,31.7,29.45,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,300,PE,0,0,0,42.15,40.35,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,320,PE,0,0,0,54,52.85,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,340,PE,0,0,0,67.15,66.75,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,360,PE,0,0,0,81.4,81.9,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,380,PE,0,0,0,96.6,98,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,400,PE,0,0,0,112.65,114.95,0,0,0,0,01-JAN-2020,
OPTSTK,ZEEL,26-Mar-2020,420,PE,0,0,0,129.3,132.5,0,0,0,0,01-JAN-2020,
# Download stock data to pandas dataframe
from jugaad_data.nse import stock_df
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 stock data to pandas dataframe
from jugaad_data.nse import stock_df
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
Fetch live quotes
from jugaad_data.nse import NSELive
from pprint import pprint
n = NSELive()
q = n.stock_quote("HDFC")
pprint(q)
{'industryInfo': {'basicIndustry': '',
'industry': '',
'macro': '',
'sector': ''},
'info': {'activeSeries': [],
'companyName': 'Housing Development Finance Corporation Limited',
'debtSeries': [],
'identifier': 'HDFCEQN',
'industry': 'FINANCE - HOUSING',
'isCASec': False,
'isDebtSec': False,
'isDelisted': False,
'isETFSec': False,
'isFNOSec': False,
'isSLBSec': False,
'isSuspended': True,
'isTop10': False,
'isin': 'INE001A13049',
'symbol': 'HDFC',
'tempSuspendedSeries': ['EQ', 'W1', 'W2', 'W3']},
'metadata': {'industry': 'NA',
'isin': 'INE001A01036',
'lastUpdateTime': '-',
'listingDate': '23-Oct-1996',
'pdSectorInd': 'NA',
'pdSectorPe': 'NA',
'pdSymbolPe': 'NA',
'series': 'EQ',
'status': 'Permanent Suspended',
'symbol': 'HDFC'},
'preOpenMarket': {'ato': {'buy': 0, 'sell': 0}, 'preopen': [{'iep': True}]},
'priceInfo': {'basePrice': 0,
'change': 0,
'checkINAV': False,
'close': 2724.3,
'iNavValue': None,
'intraDayHighLow': {'max': 0, 'min': 0, 'value': 0},
'lastPrice': 0,
'lowerCP': '2472.65',
'open': 0,
'pChange': 0,
'pPriceBand': 'No Band',
'previousClose': 0,
'upperCP': '3022.05',
'vwap': 0,
'weekHighLow': {'max': 2927.4,
'maxDate': '03-Jul-2023',
'min': 2363,
'minDate': '27-Oct-2022',
'value': 0}},
'sddDetails': {'SDDAuditor': '-', 'SDDStatus': '-'},
'securityInfo': {'boardStatus': 'Main',
'classOfShare': 'Equity',
'derivatives': 'No',
'faceValue': 2,
'issuedSize': 1851426483,
'sessionNo': '-',
'slb': 'No',
'surveillance': {'desc': None, 'surv': None},
'tradingSegment': 'Normal Market',
'tradingStatus': 'Suspended'}}
Command line interface for bhavcopies and historical data
Overall CLI functionality-
$ 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...
Download stock data-
$ jdata stock -s SBIN -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv
Detailed documentation
1. Download historical data
1.1 Command line interface
2. Fetch live data
3. Fetch RBI data
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