Sunday, January 3, 2016

NIFTY IEOD Data In 1 Minute Time Frame

IEOD Data in 1 minute time frame  for Nifty Spot , Nifty Futures, Banknifty Spot, Banknifty Futures and Indiavix.

YEAR 2015

DOWNLOAD LINKS BELOW

JANUARY

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

FEBRUARY

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

MARCH

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

APRIL

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

MAY


Nifty

Nifty Futures

Banknifty

BankniftyFutures

Indiavix

JUNE

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix 

JULY

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

AUGUST 


Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix 

SEPTEMBER 

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

OCTOBER

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

NOVEMBER

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix

DECEMBER

Nifty

Nifty Futures

Banknifty

Banknifty Futures

Indiavix









17 comments:

  1. please post ieod data for jul15 till 31-jul-15

    ReplyDelete
  2. please post ieod data for aug15 from 31-jul-15 to 31-aug-15

    ReplyDelete
  3. Bro

    Please post ieod data for august-15 from 31-jul-15 to 31-aug-15

    ReplyDelete
  4. Thanks bro for the valuable data

    will u be able to post data for aug & sep for stock futures also

    ReplyDelete
  5. You are welcome Devesh bro.

    Sorry bro I do not have Stock Futures IEOD data at my disposal.

    ReplyDelete
  6. Thanks for the valuable data.
    IEOD Data for NIFTY options September contract was not posted this month.
    Looking forward to you posting it soon.

    ReplyDelete
  7. You are welcome Pankaj.

    I am unwell so not able to update the blog frequently. IEOD Options data, I will try to post soon just as I feel better. The data needs some work to be done so after completing that I will post it.

    Have a nice time.

    ReplyDelete
  8. Thanks a ton! Just what I was looking for.
    Raj

    ReplyDelete
  9. for 31st aug 2015 Nifty open was = 8009.25 . see link - https://www.nseindia.com/products/content/equities/indices/historical_index_data.htm

    but in your website its given as 7965
    20150831 09:16 7965 7978.2 7965 7977.85


    How come this huge difference in your & NSE data?

    ReplyDelete
    Replies
    1. This data is the official data as supplied by NSE to Data vendor. The data might be different because of the technical miss of the tick by the server on the vendor end which might be the first tick of the market open.

      The Google drive link has also data for 2015 so you may try that data as well because it is from different vendor. It might get you same price as NSE price.

      These are high technical issues which vendors go on to overlook. Some vendors supply data Real Time and in between data supply they refresh their servers to update data in tandem to NSE servers.Some other vendors might not be doing this so occasionally there might be differences. These things keep happening in Data industry.

      I hope you got your answer.

      Delete
    2. First, Thanks for the quick reply Aryan!

      Next, I checked on gdrive and there also same thing. But as you say these things do happen- that's new learning for me. so thanks for tht as well!

      Actually, I was back testing my strategy on this data. Do you think then I am testing on wrong data as on Aug 31, 2015 open was something else in reality but I am testing on vendor provided data which is different from real data. whats your take on this in terms of my strategy not getting tested on real data?

      Delete
    3. You are Welcome Nikhil!

      Well if any given day you go on to compare different trading terminals like Odin, Nest , Now , Trade Tiger , Kite , Upstox etc. and the data supplied by data vendors you will find that there might be slight differences in some of the values of the continuous data and this is because of the very same reason that technically it is not possible to include all the Ticks in the Real Time Data. The capturing delay might give slight differences.

      As far as backtesting is concerned even in Algorithmic trading there ought to be certain limitations. You will have to give certain scope for errors and test your system on performance metrics on a very large range of data thus minimizing the effect of the errors.

      There are lot of factors which pose problems for backtesting like Slippage, Intraday Price Gaps, Network Latency , Types of orders used for placing trades etc. So data difference is just one among these many others.

      Just make sure that do include a certain percentage of error in your results.

      Happy Trading !!

      Delete
  10. this link was generated for another ip address, please repeat the step again, this was the error i am encountering while downloading nifty futures. is there any solution

    ReplyDelete
    Replies
    1. You can get the same data at the below mentioned link . I hope your problem will be solved.

      https://drive.google.com/drive/folders/0B8e3dtbFwQWUZ1I5dklCMmE5M2M

      Just copy this link and paste into the Browser address bar and hit Enter.

      Delete
  11. hi, Aryan,

    how about nifty IEOD options historical data. do you have can you provide link
    ?
    Best regards
    MK

    ReplyDelete
    Replies
    1. Hi MK,

      You missed the Options Data Tab on my Blog. I am posting IEOD Options Data since a long time.

      Here is the Link

      http://tradecatcher.blogspot.in/p/options-ieod.html

      Happy Trading !!

      Delete

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