NSEPy Functions
The Functions are the newest/better adaptaions of the functionality of another wrapper named NSEPy that is depreciated (No longer actively maintained).
Side by Side Comparison with NSEpy Functions -
- Stock price history – Replaced with
equity_history(). - Stock futures price history – Replaced with
derivative_history(). - Stock options price history – Replaced with
derivative_history(). - Index price history – Replaced with
derivative_history(). - Index futures price history – Replaced with
derivative_history(). - Index options price history – Replaced with
derivative_history(). - India VIX price history – Depreciated. There is no API Endpoint found on the new NSE website.
- Missing or zero values in derivative data – Added as a note to the
derivative_history()section. - Fetching Expiry Dates – Replaced with
expiry_history(). - Index P/E Ratio History – Replaced with
index_pe_pb_div(). It also has a PB ratio and Dividend History.- Also added a new function
index_total_returns()that gives Total Index Returns.
- Also added a new function
- RBI Reference Rates – Depreciated. Did not wanted to Scrap RBI Website yet.
- Daily Bhav Copy – Replaced with
get_bhavcopy().- Also added a new function
block_deals()that gives all block deals from the NSE Archive. - Also added a new function
bulk_deals()that gives all bulk deals from the NSE Archive.
- Also added a new function
Equity History
Example Usage:
equity_history(symbol,series,start_date,end_date)
Example:
symbol = "SBIN"
series = "EQ"
start_date = "08-06-2021"
end_date ="14-06-2021"
print(equity_history(symbol,series,start_date,end_date))
Output:
_id CH_SYMBOL CH_SERIES CH_MARKET_TYPE \
0 60c744e8fa749200099709a1 SBIN EQ N
1 60c3505b99ad6d0008be9c68 SBIN EQ N
2 60c1fefe81433a00081e9a8d SBIN EQ N
3 60c0ad631318bc0008009871 SBIN EQ N
4 60bf5be2d2265400080d7d9b SBIN EQ N
CH_TRADE_HIGH_PRICE CH_TRADE_LOW_PRICE CH_OPENING_PRICE \
0 432.45 416.70 427.00
1 435.50 425.25 434.85
2 433.30 422.40 424.90
3 432.30 418.20 427.50
4 432.50 424.00 432.25
CH_CLOSING_PRICE CH_LAST_TRADED_PRICE CH_PREVIOUS_CLS_PRICE \
0 430.35 430.00 429.60
1 429.60 429.40 432.25
2 432.25 432.40 421.45
3 421.45 421.95 427.20
4 427.20 427.40 432.25
CH_TOT_TRADED_QTY CH_TOT_TRADED_VAL CH_52WEEK_HIGH_PRICE \
0 30106015 1.279312e+10 441.95
1 26831924 1.153870e+10 441.95
2 27397712 1.174471e+10 441.95
3 27784834 1.185249e+10 441.95
4 31113823 1.330030e+10 441.95
CH_52WEEK_LOW_PRICE CH_TOTAL_TRADES CH_ISIN CH_TIMESTAMP \
0 169.25 279081 INE062A01020 2021-06-14
1 169.25 211915 INE062A01020 2021-06-11
2 169.25 211924 INE062A01020 2021-06-10
3 169.25 241080 INE062A01020 2021-06-09
4 169.25 247824 INE062A01020 2021-06-08
TIMESTAMP createdAt \
0 2021-06-13T18:30:00.000Z 2021-06-14T12:00:40.201Z
1 2021-06-10T18:30:00.000Z 2021-06-11T12:00:27.251Z
2 2021-06-09T18:30:00.000Z 2021-06-10T12:01:02.131Z
3 2021-06-08T18:30:00.000Z 2021-06-09T12:00:35.995Z
4 2021-06-07T18:30:00.000Z 2021-06-08T12:00:34.187Z
updatedAt __v VWAP mTIMESTAMP
0 2021-06-14T12:00:40.201Z 0 424.94 14-Jun-2021
1 2021-06-11T12:00:27.251Z 0 430.04 11-Jun-2021
2 2021-06-10T12:01:02.131Z 0 428.67 10-Jun-2021
3 2021-06-09T12:00:35.995Z 0 426.58 09-Jun-2021
4 2021-06-08T12:00:34.187Z 0 427.47 08-Jun-2021
Derivative History
Syntax:
derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice="",optionType="")
Example:
symbol = "SBIN"
start_date = "15-05-2021"
end_date ="15-06-2021"
instrumentType = "options"
expiry_date ="24-Jun-2021"
strikePrice = 300
optionType="PE"
print(derivative_history(symbol,start_date,end_date,instrumentType,expiry_date,strikePrice,optionType))
The Strike Price (strikePrice) and Option Type (optionType) can be given only when the instrument type is Options. They are optional parameter in general.
Output:
_id FH_INSTRUMENT FH_SYMBOL FH_EXPIRY_DT \
0 60c755447984ddf3843dc745 OPTSTK SBIN 24-Jun-2021
1 60c35b6d7984ddf38457d4a9 OPTSTK SBIN 24-Jun-2021
2 60c211e67984ddf38439b427 OPTSTK SBIN 24-Jun-2021
3 60c0baf27984ddf38458bfe4 OPTSTK SBIN 24-Jun-2021
FH_STRIKE_PRICE FH_OPTION_TYPE FH_MARKET_TYPE FH_OPENING_PRICE \
0 300.00 PE N 0.25
1 300.00 PE N 0.25
2 300.00 PE N 0.35
3 300.00 PE N 0.30
FH_TRADE_HIGH_PRICE FH_TRADE_LOW_PRICE FH_CLOSING_PRICE \
0 0.30 0.20 0.25
1 0.30 0.20 0.25
2 0.35 0.20 0.25
3 0.35 0.25 0.35
FH_LAST_TRADED_PRICE FH_PREV_CLS FH_SETTLE_PRICE FH_TOT_TRADED_QTY \
0 0.20 0.25 0.25 117000
1 0.25 0.25 0.25 48000
2 0.20 0.35 0.25 34500
3 0.35 0.30 0.35 111000
FH_TOT_TRADED_VAL FH_OPEN_INT FH_CHANGE_IN_OI FH_MARKET_LOT FH_TIMESTAMP \
0 35128125.00 756000 -54000.00 1500 14-Jun-2021
1 14411700.00 810000 0.00 1500 11-Jun-2021
2 10359075.00 810000 -7500.00 1500 10-Jun-2021
3 33332175.00 817500 -3000.00 1500 09-Jun-2021
TIMESTAMP CALCULATED_PREMIUM_VAL
0 2021-06-13T18:30:00.000Z 28125
1 2021-06-10T18:30:00.000Z 11700
2 2021-06-09T18:30:00.000Z 9075
3 2021-06-08T18:30:00.000Z 32175
Note – Although NSE specifies a trading cycle of three months, most stock futures will not be traded for whole three months, rather they will be active only in the month of expiry, So you may get 0 values for days when no contracts were traded. Please deal with this situation carefully in your logic.
Expiry History
Syntax:
expiry_history(symbol,start_date="",end_date="")
It means start_date and end_date is not mandatory.
Usage:
symbol = "SBIN"
start_date = "15-05-2020"
end_date ="15-06-2021"
print(expiry_history(symbol,start_date,end_date))
print(expiry_history(symbol,start_date))
print(expiry_history(symbol))
Output:
['28-May-2020', '25-Jun-2020', '30-Jul-2020', '27-Aug-2020', '24-Sep-2020', '29-Oct-2020', '26-Nov-2020', '31-Dec-2020', '28-Jan-2021', '25-Feb-2021', '25-Mar-2021', '29-Apr-2021', '27-May-2021', '24-Jun-2021', '29-Jul-2021', '26-Aug-2021']
['28-May-2020', '25-Jun-2020', '30-Jul-2020', '27-Aug-2020', '24-Sep-2020', '29-Oct-2020', '26-Nov-2020', '31-Dec-2020', '28-Jan-2021', '25-Feb-2021', '25-Mar-2021', '29-Apr-2021', '27-May-2021', '24-Jun-2021', '29-Jul-2021', '26-Aug-2021']
['27-May-2021', '24-Jun-2021', '29-Jul-2021', '26-Aug-2021']
As You see the end_date has no meaning when the start_date is given.
Index History
NIFTY Indicies Site Scrapping
This API is scrapped from https://niftyindices.com. Here is how to get history of any index like NIFTY in Python –
Syntax:
index_history(symbol,start_date,end_date)
Usage:
symbol = "NIFTY 50"
start_date = "01-Mar-2011"
end_date = "07-Jun-2021"
print(index_history(symbol,start_date,end_date))
Output:
Index Name INDEX_NAME HistoricalDate OPEN HIGH LOW \
0 Nifty 50 NIFTY 50 07 Jun 2021 15725.10 15773.45 15678.10
1 Nifty 50 NIFTY 50 04 Jun 2021 15712.50 15733.60 15622.35
2 Nifty 50 NIFTY 50 03 Jun 2021 15655.55 15705.10 15611.00
3 Nifty 50 NIFTY 50 02 Jun 2021 15520.35 15597.45 15459.85
4 Nifty 50 NIFTY 50 01 Jun 2021 15629.65 15660.75 15528.30
... ... ... ... ... ... ...
2537 Nifty 50 Nifty 50 08 Mar 2011 5466.1 5530.55 5464.75
2538 Nifty 50 Nifty 50 07 Mar 2011 5490.05 5491.25 5408.45
2539 Nifty 50 Nifty 50 04 Mar 2011 5586.2 5608.2 5524.1
2540 Nifty 50 Nifty 50 03 Mar 2011 5478.45 5570.75 5468.25
2541 Nifty 50 Nifty 50 01 Mar 2011 5382 5533.05 5373.55
CLOSE
0 15751.65
1 15670.25
2 15690.35
3 15576.20
4 15574.85
... ...
2537 5520.80
2538 5463.15
2539 5538.75
2540 5536.20
2541 5522.30
Index Historical PE, PB and Dividend Ratio
Syntax:
index_pe_pb_div(symbol,start_date,end_date)
Usage:
symbol = "NIFTY 50"
start_date = "01-Mar-2011"
end_date = "07-Jun-2021"
print(index_pe_pb_div(symbol,start_date,end_date))
Output:
Index Name pe pb divYield DATE
0 NIFTY 50 29.21 4.44 1.07 07 Jun 2021
1 NIFTY 50 29.06 4.42 1.07 04 Jun 2021
2 NIFTY 50 29.10 4.43 1.07 03 Jun 2021
3 NIFTY 50 28.88 4.39 1.06 02 Jun 2021
4 NIFTY 50 28.87 4.39 1.07 01 Jun 2021
... ... ... ... ... ...
2536 Nifty 50 21.14 3.5 1.13 08 Mar 2011
2537 Nifty 50 20.92 3.46 1.14 07 Mar 2011
2538 Nifty 50 21.21 3.51 1.12 04 Mar 2011
2539 Nifty 50 21.2 3.51 1.12 03 Mar 2011
2540 Nifty 50 21.14 3.5 1.13 01 Mar 2011
Total Index Returns
How to get total Index returns using Python of any index like NIFTY –
Syntax:
index_total_returns(symbol,start_date,end_date)
Usage:
symbol = "NIFTY 50"
start_date = "01-Mar-2011"
end_date = "07-Jun-2021"
print(index_total_returns(symbol,start_date,end_date))
Output:
Index Name Date TotalReturnsIndex
0 NIFTY 50 07 Jun 2021 22449.24
1 NIFTY 50 04 Jun 2021 22333.23
2 NIFTY 50 03 Jun 2021 22361.86
3 NIFTY 50 02 Jun 2021 22194.18
4 NIFTY 50 01 Jun 2021 22192.25
... ... ... ...
2535 Nifty 50 08 Mar 2011 6931.56
2536 Nifty 50 07 Mar 2011 6859.22
2537 Nifty 50 04 Mar 2011 6954.14
2538 Nifty 50 03 Mar 2011 6950.94
2539 Nifty 50 01 Mar 2011 6933.43
Daily Bhav Copy
Syntax:
get_bhavcopy(date)
Usage:
print(get_bhavcopy("04-06-2021"))
Output:
SYMBOL SERIES DATE1 PREV_CLOSE OPEN_PRICE HIGH_PRICE \
0 1018GS2026 GS 04-Jun-2021 106.00 102.00 102.00
1 20MICRONS EQ 04-Jun-2021 62.55 63.40 64.35
2 21STCENMGM EQ 04-Jun-2021 15.95 15.95 16.25
3 3IINFOTECH EQ 04-Jun-2021 8.95 8.90 9.00
4 3MINDIA EQ 04-Jun-2021 26261.80 26431.80 26648.70
... ... ... ... ... ... ...
2053 ZODJRDMKJ BE 04-Jun-2021 36.60 37.40 37.40
2054 ZOTA EQ 04-Jun-2021 183.75 184.00 184.00
2055 ZUARI EQ 04-Jun-2021 97.30 97.85 98.40
2056 ZUARIGLOB EQ 04-Jun-2021 92.55 93.95 94.00
2057 ZYDUSWELL EQ 04-Jun-2021 2083.75 2095.25 2107.45
LOW_PRICE LAST_PRICE CLOSE_PRICE AVG_PRICE TTL_TRD_QNTY \
0 102.00 102.00 102.00 102.00 50
1 61.30 61.95 61.90 62.25 213663
2 15.95 16.25 16.25 16.25 358
3 8.70 8.85 8.85 8.85 13804265
4 26000.00 26113.70 26110.45 26301.91 2347
... ... ... ... ... ...
2053 34.85 35.05 36.45 36.10 8456
2054 160.00 172.95 173.60 174.48 121798
2055 96.05 96.35 96.50 97.08 89071
2056 91.00 93.25 92.65 92.34 53853
2057 2080.00 2091.00 2096.90 2082.57 169249
TURNOVER_LACS NO_OF_TRADES DELIV_QTY DELIV_PER
0 0.05 1 50 100.00
1 133.00 1813 131248 61.43
2 0.06 8 358 100.00
3 1221.17 15649 9166344 66.40
4 617.31 1771 1192 50.79
... ... ... ... ...
2053 3.05 72 - -
2054 212.51 3414 52566 43.16
2055 86.47 1569 50221 56.38
2056 49.73 559 37343 69.34
2057 3524.73 2958 154029 91.01
Getting Block Deals of NSE
Request Endpoint: https://archives.nseindia.com/content/equities/block.csv
Usage:
print(get_blockdeals())
Output:
Date Symbol Security Name \
0 14-JUN-2021 HEG HEG Ltd
1 14-JUN-2021 VGUARD V-Guard Industries Limite
2 14-JUN-2021 HEG HEG Ltd
3 14-JUN-2021 VGUARD V-Guard Industries Limite
Client Name Buy/Sell Quantity Traded \
0 BHARAT INVESTMENTS GROWTH LTD BUY 100000
1 SBI MUTUAL FUND BUY 5000000
2 JHUNJHUNWALA RAVI SELL 100000
3 CHITTILAPPILLY THOMAS KOCHUOUSEPH SELL 5000000
Trade Price / Wght. Avg. Price
0 2265.0
1 265.0
2 2265.0
3 265.0
Getting Bulk Deals of NSE
Request Endpoint: https://archives.nseindia.com/content/equities/bulk.csv
This is different than The Block Deals API. This is using different Request Endpoint.
Usage:
print(get_bulkdeals())
Output:
Date Symbol Security Name \
0 14-JUN-2021 ALBERTDAVD Albert David Limited
1 14-JUN-2021 BCG Lycos Internet Limited
2 14-JUN-2021 DLINKINDIA D-Link India Ltd
3 14-JUN-2021 DWARKESH Dwarikesh Sugar Industrie
4 14-JUN-2021 GLOBUSSPR Globus Spirits Limited
.. ... ... ...
92 14-JUN-2021 VISESHINFO Visesh Infotecnics Limite
93 14-JUN-2021 WABAG VA Tech Wabag Ltd
94 14-JUN-2021 WFL Wonder Fibromats Limited
95 14-JUN-2021 ZENSARTECH Zensar Technologies -Depo
96 14-JUN-2021 ZICOM Zicom Electronic Security
Client Name Buy/Sell Quantity Traded \
0 GRAVITON RESEARCH CAPITAL LLP BUY 56669
1 ALPHA LEON ENTERPRISES LLP BUY 3464347
2 OHM INVESTMENT CORPORATION BUY 300000
3 GRAVITON RESEARCH CAPITAL LLP BUY 970493
4 GRAVITON RESEARCH CAPITAL LLP BUY 178554
.. ... ... ...
92 PATALIPUTRA INTERNATIONAL LIMITED SELL 19000000
93 GRAVITON RESEARCH CAPITAL LLP SELL 353309
94 KANIPAKAM EDUCATION PRIVATE LIMITED SELL 161600
95 MARINA HOLDCO (FPI) LTD SELL 25750000
96 IDBI BANK LIMITED SELL 250000
Trade Price / Wght. Avg. Price Remarks
0 528.40 -
1 12.65 -
2 121.57 -
3 70.55 -
4 397.25 -
.. ... ...
92 0.25 -
93 362.37 -
94 67.46 -
95 295.16 -
96 1.25 -