Jugaad Data

Introduction

Jugad data is a library to download historical data for Indian stock market.

Features

Supports new NSE website, (Other libraries based on old NSE website might stop working)
Powerful CLI (Command line interface), Even non-coders can use it easily
Built-in caching mechanism to play nice with NSE. Avoid making un-necessary requests to NSE’s website and getting blocked
Supports output in pandas dataframes

Road map

Exchange	Segment	Supported?
NSE	Stocks	Yes
NSE	Stocks F&O	Yes
NSE	Index	Yes
NSE	Index F&O	Yes

Installation

pip install jugaad-data

Download bhav copy

As csv from command line

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

Please note - it skips weekends but it will show as failed download on holidays at the end

From python code

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")

Download historical stock data

As CSV file from command line

$ jdata stock -s SBIN -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv

List of 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.

From python code

from datetime import date
from jugaad_data.nse import stock_csv, stock_df, stock_raw

# Download as 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")

# Download as pandas dataframe
df = stock_df(symbol="SBIN", from_date=date(2020,1,1),
            to_date=date(2020,1,30), series="EQ")

# Download raw json as received from NSE server
j = stock_raw(symbol="SBIN", from_date=date(2020,1,1),
            to_date=date(2020,1,30), series="EQ")

You will need to install pandas separately for downloading as pandas dataframe

Download historical F&O data

Download historical data for both futures and options of stocks and indices

As CSV file from command line

Refer instrument types¹ for more details on -i option

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

List of all 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.

From python code

from datetime import date
from jugaad_data.nse import derivatives_csv, derivatives_df, derivatives_raw

# Download as csv with stock futures example
derivatives_csv(symbol="SBIN", from_date=date(2020,1,1), to_date=date(2020,1,30),
            expiry_date=date(2020,1,30), instrument_type="FUTSTK",
            output="/path/to/file.csv")

# Download as pandas dataframe with SBIN options as example 
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)

# Download raw json as received from NSE server with NIFTY futures as example
j = stock_raw(symbol="NIFTY", from_date=date(2020,1,1), to_date=date(2020,1,30),
            expiry_date=date(2020,1,30), instrument_type="FUTIDX")

You will need to install pandas separately for downloading as pandas dataframe

Download historical index data

As CSV file from command line

$ jdata index -s "NIFTY 50" -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv

List of 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.

From python code

from datetime import date
from jugaad_data.nse import index_csv, index_df, index_raw

# 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")

# Download as pandas dataframe
df = index_df(symbol="NIFTY 50", from_date=date(2020,1,1),
            to_date=date(2020,1,30))

# Download raw json as received from NSE server
j = index_raw(symbol="NIFTY 50", from_date=date(2020,1,1),
            to_date=date(2020,1,30))

Please refer nseindices.com for list of all indices You will need to install pandas separately for downloading as pandas dataframe

API Refernce

stock_csv

stock_csv(symbol, from_date, to_date, series, output)

Arguments-

symbol - stock symbol eg.SBIN
from_date - from date as datetime.date object
to_date - to date as datetime.date object
series - series (EQ, BE, E1 etc)
output - full path of output file ie. (windows- c:\stock_data\sbin.csv or unix- /home/username/sbin.csv)

Returns

Output file name

stock_df

stock_df(symbol, from_date, to_date, series)

Arguments-

symbol - stock symbol eg.SBIN
from_date - from date as datetime.date object
to_date - to date as datetime.date object
series - series (EQ, BE, E1 etc)

Returns

Dataframe with historical data

Remarks

It will raise an Exception if pandas is not installed

stock_raw

stock_raw(symbol, from_date, to_date, series, output)

Arguments-

symbol - stock symbol eg.SBIN
from_date - from date as datetime.date object
to_date - to date as datetime.date object
series - series (EQ, BE, E1 etc)

Returns

Raw json as received from NSE’s website

derivatives_csv

def derivatives_csv(symbol, from_date, to_date, expiry_date, instrument_type, option_type. strike_price output)

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
output - Full path of csv file

Returns-

Complete path of the saved file

Remarks-

NSE’s new website has some data quality/completeness issues, please verify the downloaded

derivatives_df

def derivatives_df(symbol, from_date, to_date, expiry_date, instrument_type, option_type. strike_price)

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

Returns-

Complete path of the saved file

Remarks-

It will raise an Exception if pandas is not installed
NSE’s new website has some data quality/completeness issues, please verify the downloaded

derivatives_raw

def derivatives_raw(symbol, from_date, to_date, expiry_date, instrument_type, option_type. strike_price)

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

Returns-

Raw json as received from NSE’s website

Remarks-

NSE’s new website has some data quality/completeness issues, please verify the downloaded

Repository

https://github.com/jugaad-py/jugaad-data

Available instrument types
- FUTSTK - Stock futures
- FUTIDX - Index futures
- OPTSTK - Stock options
- OPTIDX - Index options
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