NSEDownload
A python Library to download publicly available data on NSE website for stocks and indices. Get the price history, adjusted prices and generate trailing returns of stocks and indices directly as a pandas dataframe.
For a detailed usage : Documentation
Change Log
- Removed checking of name in stocks.
check_stockSymbolis removed. Closest alternative suggestion is also removed. fuzzywuzzy package no longer required. - Code cleanup: variable nomenclature, static variables and multithreaded code in scraper
- Change in requests: more resilient by adding backoff and retries.
- Specify Series as argument like 'ALL', 'BE' and 'EQ'. (By default set to 'EQ')
Installation
git clone -b '4.0' https://github.com/NSEDownload/NSEDownload
pip3 install NSEDownload/dist/*Usage
from NSEDownload import stocks
# Gets data without adjustment for events
df = stocks.get_data(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')
# Adjusts the given stock data for events
df = stocks.get_adjusted_data('RELIANCE', df)
# Do above step in one line to get adjusted data
df = stocks.get_adjusted_stock(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')
# Download data for series BE
df = stocks.get_data(symbol = 'JSWENERGY', full_data=True, series="BE")Sample Output as a pandas dataframe :
| Date | Symbol | Series | Prev Close | Open Price | High Price | Low Price | Last Price | Close Price | Average Price | Total Traded Quantity | Turnover | No. of Trades | Deliverable Qty | % Dly Qt to Traded Qty |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2021-09-15 | RELIANCE | EQ | 2368.45 | 2368.5 | 2395.75 | 2368.5 | 2379.4 | 2378.3 | 2380.39 | 4186300 | 9.96505e+09 | 168130 | 2310144 | 55.18 |
| 2021-09-16 | RELIANCE | EQ | 2378.3 | 2381.55 | 2436.75 | 2367 | 2424 | 2428.2 | 2408.55 | 6206657 | 1.49491e+10 | 214010 | 2473588 | 39.85 |
| 2021-09-17 | RELIANCE | EQ | 2428.2 | 2446 | 2455.85 | 2375.6 | 2387 | 2390.55 | 2410.13 | 16098099 | 3.87986e+10 | 278098 | 9460717 | 58.77 |
| 2021-09-20 | RELIANCE | EQ | 2390.55 | 2372.1 | 2418.35 | 2370 | 2391.85 | 2394.35 | 2398.57 | 5436385 | 1.30396e+10 | 171011 | 3042705 | 55.97 |
| 2021-09-21 | RELIANCE | EQ | 2394.35 | 2405 | 2416.6 | 2384 | 2400 | 2404.7 | 2401.93 | 4576111 | 1.09915e+10 | 149803 | 2365643 | 51.7 |
| 2021-09-22 | RELIANCE | EQ | 2404.7 | 2408 | 2442 | 2398.25 | 2430.8 | 2430.5 | 2426.47 | 5074612 | 1.23134e+10 | 179090 | 2811116 | 55.4 |
from NSEDownload import indices
# Getting historical data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019")
# Getting TRI data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019", indextype='TRI')Output
| Date | Open | High | Low | Close | Shares Traded | Turnover (Rs. Cr) |
|---|---|---|---|---|---|---|
| 2017-01-09 | 8259.35 | 8263 | 8227.75 | 8236.05 | 102211190 | 5197.62 |
| 2017-01-10 | 8262.7 | 8293.8 | 8261 | 8288.6 | 147312927 | 6904.57 |
| 2017-01-11 | 8327.8 | 8389 | 8322.25 | 8380.65 | 192285417 | 8938.68 |
| 2017-01-12 | 8391.05 | 8417.2 | 8382.3 | 8407.2 | 177948383 | 7359.24 |
| 2017-01-13 | 8457.65 | 8461.05 | 8373.15 | 8400.35 | 190949616 | 9156.16 |
| 2017-01-16 | 8390.95 | 8426.7 | 8374.4 | 8412.8 | 127938836 | 6043.67 |
| 2017-01-17 | 8415.05 | 8440.9 | 8378.3 | 8398 | 125781216 | 6389.21 |
| 2017-01-18 | 8403.85 | 8460.3 | 8397.4 | 8417 | 168867039 | 7411.23 |
| 2017-01-19 | 8418.4 | 8445.15 | 8404.05 | 8435.1 | 170956149 | 7324.14 |
Contributing
If you find any bugs or issue, please raise an issue for the same. You can also contribute by suggesting new features.
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