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Futures trading contains substantial risk and is not suitable for every investor. An investor could potentially lose all or more than the initial investment. Risk capital is money that can be lost without jeopardizing ones financial security or lifestyle. Only consider risk capital that should be used for trading and only those with sufficient risk capital should consider trading. Past performance is not necessarily indicative of future results. CTFC RULE 4.41 – HYPOTHETICAL OR SIMULATED PERFORMANCE RESULTS HAVE CERTAIN LIMITATIONS. UNLIKE AN ACTUAL PERFORMANCE RECORD, SIMULATED RESULTS DO NOT REPRESENT ACTUAL TRADING. ALSO, SINCE THE TRADES HAVE NOT BEEN EXECUTED, THE RESULTS MAY HAVE UNDER-OR-OVER COMPENSATED FOR THE IMPACT, IF ANY, OF CERTAIN MARKET FACTORS SUCH AS LIQUIDITY. SIMULATED TRADING PROGRAMS IN GENERAL ARE ALSO SUBJECT TO THE FACT THAT THEY ARE DESIGNED WITH THE BENEFIT OF HINDSIGHT. NO REPRESENTATION IS BEING MADE THAT ANY ACCOUNT WILL OR IS LIKELY TO ACHIEVE PROFIT OR LOSSES SIMILAR TO THOSE SHOWN. All trades, patterns, charts, systems, etc., discussed in this website or advertisement are for illustrative purposes only and not construed as specific advisory recommendations. All ideas and materials presented herein are for information and educational purposes only. No system or trading methodology has ever been developed that can guarantee profits or prevent losses. The testimonials and examples used herein are exceptional results which do not apply to average people and are not intended to represent or guarantee that anyone will achieve the same or similar results. Trades placed on the reliance of Trend Methods systems are taken at your own risk for your own account. This is not an offer to buy or sell futures interests.
Hi,
ReplyDeleteThanks a lot for this data.
Do you also have IEOD 1 min Currency data?
And options IEOD 1 min data for Banknifty and Currency?
Thanks
A
Hi Sunny,
DeleteYou are welcome.
Whenever it will become possible for me to upload Currency and BNF data, I will surely share here at my blog.
Have a nice time..
Aryan.
thank you trade catcher for data... we like to know where do u get data... And according to you how accuracy is the data what you are providing here...
DeleteHi,
ReplyDeleteFirst of all thanks for helping us with data for back testings but I just wanted to let you know that there are gaps in the trade data with some days of trading missing .
Regards,
Rohit S.
You are welcome Rohit.
ReplyDeleteCan you specifically pin point about the date , time , contract month & instrument of the missing data ?
Do tell me.
HI,
ReplyDeleteYou have done a great job helping everyone out through your blog and I felt that I should also contribute. I have USD INR data (10 min) so if you want that let me know how to send it cross.
Regards.
Rohit
Thanks a lot buddy... Needed intra-day data for strategy backtesting. Thanks a ton!!!
ReplyDeletethank you...dear...let the open source prevail everywhere....
ReplyDeleteI was downloading your data on a daily basis with a link provided by my friend, but today only I found out the blog. I am extremely thankful for your kind deed and my sincere appreciation for doing it on a regular basis with out any fail. Thank You. Thank You. I really mean it.
ReplyDeleteYou are most Welcome !!
ReplyDeleteHappy Trading.
Aryan.
Any possibility of uploading 1 min ieod data for MCX - gold, silver, crude.
ReplyDeleteThanks for your effort. much appreciated.
Cheers
Hi Kumal,
DeleteMCX as of now is not possible. If it would be possible in near future will surely try to incorporate.
Have a Nice Time.
Aryan.
Thanks a lot man. was searching hard but got the information..It really helps
DeleteYou are welcome SRN.
DeletePlease let me know how to import IEOD data provided in GDrive to Amibroker. What should be database setting and how to import txt files on it. I tried but it is showing only one candle per day.
ReplyDeletePaste the below code given between the dots in a notepad file and save the file as IEOD.format file. Place this file in the Formats folder of Amibroker installation directory.
Delete---------------------------------------------------------------------------
$FORMAT Ticker,Date_YMD,Time,Open,High,Low,Close,Volume
$SKIPLINES 0
$SEPARATOR ,
$DEBUG 1
$BREAKONERR 1
$AUTOADD 1
-----------------------------------------------------------------------------
Now open the import TYPES FILE which you will find in the Formats folder of Amibroker directory and then paste the below given line in that file and save.
IEOD Format (*.txt)|*.txt|IEOD.format
After doing this open the database settings in Amibroker through the file tab. Choose Local data storage enabled. Keep base time interval as minute. Number of bars keep around 20,000.
In intraday settings choose day session only and time from start 9:15 to End 15:30.
Now save this and then choose Import ascii from the file menu of ami. From there choose the data files and in Files Type choose IEOD.format file which you placed earlier in the format folder.
Thats It . Enjoy !!
This comment has been removed by the author.
ReplyDeletePlease append screenshots of the said procedure of importing data into Amibroker or metastock software.
ReplyDeleteThanks
Ok, I will make a post about the process with screenshots and post it on weekend.
DeleteThank you. Hopefully screenshots as said above would be posted soon.
ReplyDeleteYour reply is eagerly awaited. Regards--jk Pahuja
Hey JKP,
DeleteYou missed the latest post which was in relation to your query !!
Check the below link.
http://tradecatcher.blogspot.in/2016/10/how-to-import-intraday-data-into.html
Thank you so much for the data. Fantastic to say the least. A Wonderful source for the retail traders to backtest strategies.... I am run out of words to express my gratitude... You made my Day. Once again Thank you so much.
ReplyDeleteHi Vikas,
DeleteVery pleased to know that you found it useful.
Happy Times !!
Happy Diwali
ReplyDeleteAll data are CVS format. I do have metastock software also. May I request you to please advice to configure these IEOD data for metastock.
ReplyDeleteI may request thro this site any of members to help.
Thanks & regards.
can u provide the stock futures data of past years like u have done for 2016?
ReplyDeletecan u provide stock futures data of past year like u have done for jan to june 2016?
ReplyDeleteHi Mayur,
DeleteI will try to post Nifty 50 Stocks first month Futures data soon. Stay tuned.
i have nifty 50 stocks cash & futures ieod data....i need NON nifty 50 stocks(which are in fno) cash & futures ieod data ...
Deletei have nifty 50 stocks cash & futures ieod data....i need NON nifty 50 stocks(which are in fno) cash & futures ieod data ...
ReplyDeleteHi Mayur,
DeleteIs there any way you can provide access to your Nifty 50 stocks cash and futures ieod data?
Hey Sandeep after reading your comment I have posted the link to the data of NIFTY50 stocks.
DeleteFind the link in this post.
http://tradecatcher.blogspot.in/2017/02/nifty-stocks-intraday-data-for-cash.html
BTW amazing job of providing data in a systematic manner...keep up the good work bro!!!
ReplyDeleteHi Mayur ,
DeleteThanks for your comments !!
Non Nifty 50 stocks data as of now seems a difficult task. Will surely keep in mind and whenever possible I'll try to share here.
Happy Times.
Hi..Thanks for regularly updating data.
ReplyDeleteThere is problem in December 2016 data ( Date header is wrong ) , Please check & kindly upload correct data .
Hi,
DeleteI checked the Data , it is fine.
is it possible to download ieod data
ReplyDeletehow can i download ieod data
ReplyDeleteHi Santosh,
ReplyDeleteFrom 2007 to 2015 the data links are given separately in the above post and from January 2016 onwards follow the Intraday Data Link in the above post. You will be taken to the respective download pages.
Happy Trading.
I do not have words to express my gratitude for this wonderful data set. It would have costed me so much to buy this from external sources. Thanks a lot !!!
ReplyDeleteVery nice to know that it was of help to you !!
DeleteHappy Trading !!
hi, i couldnot find Nifty_50 stocks historical data from 2012-2016 in your shared google drive folder. Previously it was available i think. Please upload it. I want to backtest my strategies.
ReplyDeleteHi Shashank,
ReplyDeleteYou can find the data at the below mentioned link. Just Copy paste the link in the browser address bar and hit go.
https://www.4shared.com/folder/WavaB1Cm/NIFTY50_ALL.html
Happy Trading !!
But Jan 2013 data is missing there. Please update it and resend the link
ReplyDeleteUnfortunately the required data is not available.
DeleteHi Trade Catcher,
ReplyDeleteDo you have MCX data for crude oil.. 1 min or 5 min data should be enough for me.
Hi Preetam,
DeleteUnfortunately as of now I do not have MCX data. Will try if could be procured from an authentic source.
Happy Trading !!
Aryan.
Hi Aryan,
ReplyDeleteFor month of September data for whole month (consolidated) is not there. its daywise given. could you please upload which is for whole month data in a single scrip just like other months..
Thanks.
Hi Nikhil,
DeleteLast day data i.e. 29th September has to be uploaded and after that the consolidated data will be available.
Happy Trading !!
Are you fine sir. Data of 21st Nov 2017 missing. Regards
ReplyDeleteData updated.
DeleteThanks for free services sir. Now you should start subscription. Regards
ReplyDeleteYou are welcome for your compliment & thanks for your suggestion. Never thought about subscription or anything like that.
DeleteHappy Trading !!
Thanks for uploading 4th Dec data. Now I am taking my data from my terminal. Actually I was a bit comfortable and started taking data from you in the next morning. Suddenly you stopped and 4th Dec data was missing in my software. Thanks again.
ReplyDeleteHi do you have BNF options data
ReplyDeleteHi Sameer,
DeleteUnfortunately as of now BN Options are not available.
Appreciate your effort to collate data and put it for upload. Thank you!!!
ReplyDeleteYou are most Welcome Sandy !!
DeleteHappy Trading
Aryan.
Thanks for the services. Can i have IEOD cash 1 min data of all/major scripts of NSE since 2009? Checked the IEOD data from 2011 till date. Most of the scripts data of 2011 and 2012 are not continuous till 2018. Found only 67 scripts that have continuous data from 2013 feb till date.
ReplyDeleteI am looking at credible sources for acquiring past data. If it happens that I am able to get data prior to 2011 then surely it will be published here.
DeleteThere are various reasons of scripts not having continuous data. Some scripts were removed from Nifty, the data source supplied data only for Nifty stocks hence after removal data for them could not be retrieved. Some scripts had mergers, name changes so the data maybe there but with a different name of the script (although rare case).
If I get hold data of missing scripts, I will surely publish the data here.
Happy Trading !!
IEOD data not being updated since 18 july. Any issues? The updation was of great help to us.
ReplyDeleteStrange !! The data is being updated regularly. You can find the files till 23rd July.
DeleteDo you have data for Nifty futures. The Spot prices differ due to which I am not able to backtest. Please help
ReplyDeleteOff course there is Nifty Futures & Banknifty Futures data included in the above data.
DeleteSir not able to see intraday data after 27th Aug 2018. Regards
ReplyDeleteHi,
ReplyDeleteData will be updated soon.
Thanks Sir.
DeleteThank you very much sir.
DeleteHi, You are Welcome !!
DeleteHappy Trading !!
Hi,
ReplyDeletethanks for your data.
I have a quick question on NIFTY_F1, I see one price recorded at 16:36 after market closes(3.30 PM), Is that right entry?
thanks
Sathish
Hi Sathish,
DeleteActually NSE gives an adjusted closing price of the last half hour trading based on the Volume Weighted Average Price,so that price quote comes after that adjustment. Actually that entry is perfectly alright, infact it is taken as the official closing price. So a trader can use this entry without worry. However some traders choose to ignore that price and take the LTP of 3:30 as their analytical price. Just match the instances of Nifty_F1 EOD data from NSE website and the closing price of this data, then decide which price you should go for as the basis of your analysis.
Happy Trading.
Aryan.
Thanks Aryan, When i chart it in 1H time frame, it creates extra bar and it's not required for my analysis. I'll trim it.
Deletethanks for your work!
Yes Sathish you are right , this quote creates an extra bar in Amibroker. If you want to trim that automatically then you can do it through database settings in Amibroker. In Amibroker Intraday Data setting just allow the data to be shown till 3:30 pm . Then inspite of the quote being in database it will not be shown in the chart.
DeleteHappy Trading !!
Aryan.
thanks for the tip, I'll do that :)
DeleteHi TradeCatcher,
ReplyDeleteI must say, you have very nice data collection. I have been downloading data using various professional sources and now those sources have become unavailable to me. So I am looking at the alternate sources.
One thing that I have tried is downloading data using Interactive Brokers API, but the quality of data is very poor since they get 1 second snapshots from the exchange and in some cases they miss the data completely.
The quality of your data looks good. I have couple of questions/requests:
- Can you include all F&O stocks in this 1 min bar data?
- Can you include F2 expiries for F&O stocks as well the way you have it for Nifty? Any strategy that holds overnight position usually requires both F1 and F2 prices on the day of roll, I know EOD prices can be used, but usually doing it using intraday price is usually better.
- Can you also include TradedValue or VWAP column, if available?
- I couldn't figure out the last column in futures files, in equities this column is 0 always.
Once again thanks a lot for this data repository.
Thanks
Sudhir
Hi Sudhir,
DeleteThanks for your comments. I also very seriously think about including newer stocks and other instruments also.
Last column in the futures file is Open Interest , thats why its 0 in equities.
These are the columns which are available through the data source. Adding VWAP column by myself is not possible. The data is being shared as it is from the data source.
Have a nice time.
Happy Trading.
Thank you for the reply. Hope to get more instruments on this data set.
Deletehey Hi Trade Catcher ,
ReplyDeleteFor july 2019 ACC data is some mismatch for ACC_F1 ( this F1 means addition of all 3 future contract ?? just current month Future contract deails)for two dates i.e. 19th july and 24th july , values are i guess of bank nifty ( range is 30000 ) , so can you please correct it
aside this two queries
1) now if you update the correct data , what should be the procedure to import it so older wrong data will vanish and new correct data will get updated
2) as I can see you upload daily IEOD data and at the month end you also upload monthly IEOD data as well , so in this case suppose I have created daily IEOD database and I export monthly data on the same databse so will it overwrite?
Hi Meviro,
DeleteI will revert back to you soon with solution. Unfortunately manually updating database brings these problems sometimes. Will reply here !!
The data is in process to be updated soon on the Google Drive...
DeleteAs per correction of data the process will be like this
1. Choose the particular symbol in Amibroker , then go to Quote Editor , then Choose the date which needs to be rectified in the Quotes section. Select all the quotes of the day which have to be removed, in this case 19th July and 24th July. You will have to use Shift button to select the targeted quotes. Now delete all the selected quotes. This will remove the wrong quotes from the database. Now you will have to import the correct data again.
Happy Trading..
thanks for sharing the correction procedure ..
Deletecan you please confirm by when the corrected data uploaded for 19th and 24th july for ACC as i have checked today and it seems its the same data
Hi Meviro,
DeleteSend me an E-mail to my ID tradecatcher02@gmail.com and I will forward you the data of those 2 days for the scrip ACC_F1. Or leave your E-mail ID here in the comment box , whichever way you feel is better.
Happy Trading !!
Hi bro. August 27 and 28th are same data. Kindly look into. Thanks for helping mind
ReplyDeleteHi ,
DeleteOh Oh .. Will be rectified soon. Thanks for pointing out.
Happy Trading
Hello Sir,
ReplyDeleteThe Options and Intraday data on your site tradecatcher is very resourceful. I wished to know whether there is Historical data available for Max Pain? For example, max pain in each day in 2019.
I would be very glad if you could let me know.
Thank you
Hi AB,
DeleteThanks for your comments. I doubt that this kind of Max Pain data be available in historical format. For that Open Interest historical data is needed for all strikes and for all running month contracts in a cumulative form. Might be some data vendor providing Open Interest data could throw some light on this.
Happy Trading.
Aryan.
Hi,
ReplyDeletePlease can you tell when you plan to upload August month's consolidated Nifty intraday data? NIFTY50_AUG2019.zip
Thanks a lot
Hi,
DeleteAlready it has been done. You can find the consolidated file at last in the August folder.
Happy Trading !!
Hi Aryan.. It's really appreciable that u r making so much of efforts to collect and upload data.. The data was very useful for me.. If u r doing it manually, i have written a tool which collects data and save it..
ReplyDeleteHi pk,
DeleteThanks for your comments. Can you please elaborate more on your tool ? Appreciate your efforts to create such a tool. From where you take the data through this tool as correctness of data is utmost important.
Happy Trading !!
Aryan
Hi Aryan,
ReplyDeleteHow are you doing? By any chance do you have NF F-1 data for 2016 in CSV format? I could not convert the text file you have uploaded to the CSV format with desired columns.All the data is getting converted to a single cell which is not recognized by the platform i am using for back testing. If you have the data please share it with me. Thank you for your efforts.
Best Regards,
praveen
Hi Praveen,
DeleteIt is very easy to convert the text file to CSV in correct format. Just open the Text File of data and then click the File Tab , choose the option (Save As) , then while saving the file just add .CSV in front of the File Name like NIFTY_F1.csv
You will get the CSV output file in correct format. This will work for sure but if it does not help you out then do tell me.
Happy Trading !!
Aryan.
Hi Aryan,
DeleteThe July2016 data of NF F1, the duplication of data is there. I mean after 28/7/16 data, the data is repeated again from 1st to 28th and then 29/7/16 data is there. Please do the needful. Thank you once again for the tip to convert the text files to CSV, surprised to see it work that simple and easy.
Best Regards,
Praveen
Hi Praveen,
DeleteIt would be better as of now that you download the July NIFTY_F1 file from the drive and just delete the repeated lines of data from the text file on your local PC and save that file. This way your data will be rectified. Exporting of data sometimes bring in such petty glitches.
BTW your ID is PnF Chartist , so does that imply that you use Point and Figure Charts religiously for your trading decisions ? If yes then do throw some light on their utility. I always had a hidden curiosity to learn about PnF charting but as Candlestick Charts are serving the purpose so couldn't spare time to go deeper into learning Point & Figure Charts.
Would really like to read your opinion about P&F Charts.
Happy Trading !!
Aryan.
Hi Aryan,
DeleteYes, i use point and figure chart extensively and almost exclusively in my trading decisions. I would like to share my personal notes on pnf charts.Please mail me thepnfchartist@gmail.com
By the way Crude IEOD data is available from 2017 only or have i missed the older files.
Best Regards,
praveen
Hi Praveen ,
DeleteGlad to know about your exclusive usage of Point & Figure Charts for Trading Decisions. Do you use any specific software for these charts ? Very few software can be attributed to have correct method of printing P&F charts.
If you like to share your knowledge with the trading community at large , I can post an article about P&F charts written by you with your name as the author on my Blog. You are welcome to share your knowledge.
Crude Oil data is available from 2017 only so you have not missed any files.
Have a Nice Time
Aryan
Hi Aryan,
DeleteI use Updata and Trade Point software to draw real time pnf charts. It's tough to explain the pnf in one or two articles and more over there are many good books out there which explains from basics to advanced concepts.
Thank you for the offer,but why to reinvent the wheel when there are excellent texts available.
Have great trading week ahead.
Best Regards,
Praveen
Hey Praveen,
DeleteGood to know that you are using Trade Point by Define Edge , this is really among the best option available for P&F charting for Indian Equity Markets.
Ha-ha , surely not aiming to re-invent the wheel, many people take the plunge after getting a power packed information in a nutshell. After reading something interesting on a topic people think to follow it elaborately. Anyways, no issues, just thought that it would be a good idea if an article is written by a proficient person on a subject.
I wish you good luck in your Endeavour.
Happy Trading !!
Aryan
Hi Aryan,
ReplyDeleteThank you very much. It's working.
Best Regards,
Praveen
Hi Praveen,
DeleteReally nice to know that the trick helped you.
Happy Trading !!
Hi bro good evening, sep 18th ieod data not uploaded. Plz do the needful if u have time. Thanks
ReplyDeleteDone !!
DeleteBro , i tried to upload ieod data into amibroker. but it is not working . Any one can help me? i can share desktop through team viewver if required...
ReplyDeleteIn continuation to previous comment , for testing purpose i tried only 3 day data (oct 1,3,4)
ReplyDeleteRegards,
M.Kumar
Hi Kumar,
DeleteI would suggest you to search on YouTube, there are several videos which cover this topic. You will be able to import the data correctly. Make sure you search how to import Intraday Data or IEOD data into Amibroker as it has some different settings than Daily EOD data.
Happy Trading !!
Aryan.
thanks for data.
ReplyDeleteyour minute data candle does not match minute data of Zerodha minute candles. pl. clarify
You mean Zerodha Kite Platform minute candles ? If yes then it is bound to happen as Kite web platform does not capture exact ticks as they happen during live market and therefore the candles have different values from the data supplied by NSE to its authorised data vendors. This shortcoming of Zerodha has many traders in a dilemma to put on Breakout Trades based on the candles forming in the Zerodha Kite platform.
Deletebut sir zerodha kite candle match with Trading view web site and NSE website itself and candles are same but here not matching.
DeleteThere are certain settings in Amibroker also regarding the start of the Candle time for correct timestamp usage. I suggest you to check out those settings in the preferences under intraday tab. I hope it helps.
DeleteHi Aryan,
ReplyDeleteThank you for sharing the valuable data which we were Searching in Google and didn't get any proper webpage or Ali to get intraday data.
Is there a possibility to get the 5 min and EOD data of NSE stocks from here ??
Thanks again.
Regards,
Enayath
Hi Enayath,
DeleteThanks for your comments.
Once you import the 1 minute data in Amibroker , you can export it into any time frame of your choice with the help of Export data AFL be it 5 minute , 15 or 30 minute time frame.
As far as EOD data is concerned there are certain utilities available for free to download the data from NSE website . You just have to search about the utilities.
I was thinking to upload EOD data but as it was not a clean data i.e. splits & bonus were not adjusted so I skipped uploading the data.
Have a Nice Time.
First of all thank you for shearing this data with us. And i request you to upload IEOD data of all the stock which are listed in future segment.
ReplyDeleteHi Subhendu,
DeleteYou are welcome. I understand the requirement but currently the data vendor is not in a position to provide the IEOD data of all stocks.
Happy Trading.
SIR , WHAT DATA YOU PROVIDE NIFTY-F1 & BANKNIFTY-F1 FROM 2008, CAN WE CREATE A MONTH TO MONTH IEOD CHART OR CONTINUOUS CHART
ReplyDeleteHi Dipak,
DeleteContinuous chart could be created from this data. As the suffix is -F1 so continuous chart is possible.
Hello Trade Catcher, What tool do you suggest to visualise the IEOD data? Is there any free tool to visualise it along with technical indicators?
ReplyDeletethanks
Sudhakar
Hi Sudhakar,
DeleteThis data is in Amibroker Format. Free tool for using this data I am not sure whether any such software is available or not.
But a software for analysing Intraday data and even getting Real Time data for trading is a tool which is named as ArthaChitra
http://arthachitra.com/
https://www.inditraders.com/forumdisplay.php?f=60
The above forum has discussion about the above mentioned software.
You can check out if it may help in anyway. It is an under development tool and has come far a long way. It has enabled Trading from charts. Upto now it was Free , currently are there any costs applicable I am not aware.
Happy Trading
Aryan.
Hello Aryan,
ReplyDeletefor 23 Sep 2019 Nifty 1 min, 3:16 to 3:29 data is not available for Zerodha Pi, also for Investing.com [& this is true for all stocks/indices]. But you have that interval's data in your charts. I think that day there was some technical glitch for NSE. So my questions to you-
1) So how come you have that period data ?
2) My trading is based on historic data , so shall I incorporate this interval data from you into my data (which does not have this interval data) based on your experience/best guess.
These questions are only to understand more and get better and nothing else! Your work is great and many thanks for that!
Regards!
Hello Nikhil,
DeleteThe vendor being authorised data vendor has supplied the data for that particular day and so it is authentic data. Sometimes what happens is that glitches do take place on some servers of NSE and brokers and other entities related to that server are affected only and not all. So the data happens to be present as trading is taking place on non affected servers. So it is perfectly okay to use the available data in your current database.
Happy Trading !!
Okay Aryan, what I have understood from you is that Zerodha can be on different servers hence could not get quotes but your data vendor got it as it might be on different NSE servers. Thank you for this!
ReplyDeleteAnother thing for your data 11/11/2015 quotes are missing , can you please check on this if its available for some technical issue?
Thanks for the help!
Yeah Nikhil you got it right about the availability of data at different servers.
DeleteI will check 11/11/2015 to see if it could be rectified. As the date is far behind in time so I will have to see my own data and vendor might not be of help. If it will be same in my database then I am afraid it won't be possible to rectify.
Nikhil 11/11/2015 was a holiday for Diwali(Luxmi Pujan) and 12/11/2015 was also a holiday for Balipratipada.
DeleteHi
ReplyDeleteThanks a lot for the data
I have observed one thing, the first record says the time is '09:08'. Is it not supposed to be '09:15'
Also the same I have observed for the last candle '16:39'
Please check
Hi Basha SM,
DeleteActually the 9:08 time stamp is the closing price of the Pre Open market data. If you do not want to view in your Amibroker then you can change it through database settings.
The 16:39 Timestamp is the Adjusted cLose released by NSE after market hours. This also can be hidden through database settings in Amibroker.
These values are tracked by many traders for reference points.
Happy Trading.
Awesome, I did not know the significance of these candles.
DeleteThanks again for patiently answering the queries.
You are Welcome Dear.
DeleteHappy Trading.
Sir
ReplyDeleteAgain I want to thank you for the help you are doing for the trading community
If possible, could you please also upload the data for the crude oil. I could not find it in the internet.
Crude Oil data I would try to procure from some reliable source and then only will be able to post it. I hope it is available in near future.
DeleteSir, in the imported data of the year 2019 I see the symbol "CRUDEOIL_F1", Is this the Crude oil data.
DeleteCan you please confirm?
Yes you are right , that is Crudeoil Futures Data. It was available for sometime so was included in the dataset but unfortunately it is not available currently.
DeleteHello Sir,
ReplyDeleteI have been using the data from last couple of months, 29th Jan 2020 data is not visible... can you please help sir.
Thank you
Unfortunately some problem cropped up. Will be done soon.
Deletesir can you please upload data for date 29th jan 2020
ReplyDeleteUnfortunately some problem cropped up. Will be done soon.
DeleteRespected Sir, you are really awesome and a great personality with sharing mind; sharing is caring and I am sure that God will help you always since you are helping several people without taking any moneyReally great Sir
ReplyDeleteHi Ramabhadran,
DeleteThanks for your comment & wishes.
Have a Nice Time.
Happy Trading.
Aryan.
Hi Aryan,
ReplyDeleteIs the provided data adjusted for splits?
I am using a reliable RT data in amibroker. How can I integrate this downloaded data into ami so that this historical data & live data in the same chart?
Hi Vipin,
DeleteLargely the data is adjusted for splits. There might be a few instances where split might have not been adjusted but that can be done through Amibroker Symbol editor.
You can integrate this data in your existing database through Import ASCII feature of Amibroker but one thing is important that import the data which is before the first date of your RT data. There might occur mixing of data issues & candle formation may get impacted if overwriting of data on similar dates is done.
This comment has been removed by the author.
DeleteZerodha , Fyers etc. are giving RT data which is captured on real time basis so candles tend to be slightly different from the pure ieod data vendors. Backtesting surely has different results due to differences in data values but if your backtest is strictly based on tick level points then only it will be a matter of concern otherwise it will not effect too much. Candles should be right , a few ticks different here & there does not affect too much.
DeleteHi Aryan,
ReplyDeleteWhere exactly these data is procured, especially in the recent times? I am seeing significant difference of data in both futures and spot intraday in comparison with Tradingview, Zerodha and even a reliable vendor I am using for RT data. Looks like a significant chunk of data is being missed. Can you please comment?
Thanks for your extreme sharing mentality.
Regards
Vipin
Hi Vipin,
DeleteThe data is from a purely ieod data vendor so the data is from nse authorised vendor. Due to ieod nature the data is different from real time data captured. Don't worry about this data, this is very accurate data.
What I noticed is the big difference in closing prices (while OHL remains very close) when comparing to NSE authorised vendors like Ticanalytics data and Tradetiger Data as well. But surprisingly their data matches with Web platforms better than this IEOD data.
DeleteThis make me wondering any candlestick/timing sort of adjustments in Amibroker will help to eliminate this issue?
As I stated previously, I backtest only manually & this small differences shouldn't be problem. Can you please send me an email to vipivj@gmail.com about the data vendor being used here pls.
The closing prices are different because the vendor is also including the adjusted data being released by NSE after market hours. If you do not want that adjusted data then in database settings of Amibroker in Intraday Setting you can configure end time of data interval as 15:30 pm. This will solve the issue of difference in closing prices.
DeleteThanks you sir you solve my data problem keep it up
ReplyDeleteYou are Welcome Jatin
DeleteHi Aryan,
ReplyDeleteIn INFY scrip I can see big difference in data like there was a split happened in 2015 & 2018. But I can't find any split history of Infy after 1999 in Moneycontrol. Can you help me pls
Hi Vipin,
DeleteIn case of INFY there were no splits after 1999 but Bonus Shares allotted. The dates for the same are as follows along with the ratio. These are record dates so a few days maybe here and there for the ex-dates. You will need to adjust as per the dates in the data.
Stock Ratio Date
Infosys 03:01 01-07-2004
Infosys 01:01 13-07-2006
Infosys 01:01 02-12-2014
Infosys 01:01 15-06-2015
Infosys 01:01 05-09-2018
Happy Trading !!
Hello Aryan,
ReplyDeleteI am receiving IEOD data from my vendor which is in ACC_I , ACC_II format in the continuous category. The one you're sharing is ACC_F1 format. Can I add my vendors IEOD into your database? (ACC_I format into ACC_F1 format?)
Hello Vipin,
DeleteYes this can be done in Amibroker with merge symbols function under Symbols tab. You can give an alias name to a common symbol generated thus.
Hi Aryan,
ReplyDelete3rd March data 11am to 2pm is missing for all F1 scripts. Can you take a look pls?
Hi Vipin,
DeleteThanks for pointing out. Will look into it , what has happened.
Happy Trading !!
Hi Aryan,
ReplyDeleteI am seeing Reliance Bonus ratio data for Sep 2017 is 1:1. I am trying to use "Split" & entering 1:1 & nothing changes. Do I need to change the ration? How can I do that?
Hi Vipin,
DeleteMostly Amibroker handles this thing quite correctly. I am not sure exactly why such a thing is happening. Whatever value of ratio Amibroker prompts try to work on that ratio so that you get correct charts.
Hi, Thank you very much for the resource that you have put. It has helped me a lot in testingt my strategies.
ReplyDeleteIs it possible to also proived Indiavix data (1 min) for 2008 to 2010. I have checked the links and the links either not working or the data is missing.
Hi,
DeleteThanks for your comments.
Unfortunately the data of that period for VIX is not available.
Hi Aryan, Thanks for the efforts. I can see 3 March full data is now uploaded. Can you tell me how to import this? Do we need to delete 3 March old data first before importing or jsut adding the new 3 March will replace old? If deleting is the wayow to delete all scrips old 3rd March data together from Quote editor??
ReplyDeleteHi Vipin,
DeleteAs in this case the problem was only related to missing data therefore you will only need to import the data and the missing data will get filled.
Happy Trading !!
How to import months of data of 1000s of files in one go?
ReplyDeleteRight now i'm importing data of each day one by one and its such a cumbersome process.
It would have been easier to have months of data in a single csv file for each stock
Each month end the data is compiled in a single csv file for that respective month. You will find that file in the folder. It will make things easier for importing. The data is being uploaded on a daily basis so that is why individual files are shared. Cumulative monthly data is uploaded after the month ends.
DeleteHi
ReplyDeleteThanks for your efforts in providing the data.
If you don't mind may I know the source of this data.
Ashok
Hi Asokpy,
DeleteThe source of the data is an old data vendor who has stopped Real Time data services and now only providing historical data to old subscribers. This is what the vendor explains. I know only this much. But yes data is correct as I have matched it with data from other data vendors.
Hello Aryan,
ReplyDeleteHope you're well.
I have a doubt. Suppose I am adding april data to my database everyday till 10th April. Then I stopped updating for the month. After month end, you're making the whole month data available in a single file. If I use this file to update database, will this make a problem or rewrite the data from April 1-10 without a problem?
Thanks a lot
Hi Vipin,
DeleteNo there would be no problem in importing the data. As the data is same so there will be smooth importing even after a gap.
Happy Trading !!
Sir the data is not available for 2007-2011 for Nifty Spot and futures above link is invalid can u provide us in the drive
ReplyDeleteHi Shivam,
DeleteLinks updated on Google Drive ..
Happy Trading !!
Can I get 75 min data ?
ReplyDeleteHi,
Delete75 Minute data is not possible currently but if you use Amibroker , you can do it yourself. I have written a post on this
Dear Aryan,
ReplyDeleteThanks for sharing the data. Would appreciate if you could explain the difference between "Nifty_F1" and Nifty_F2" data.
Hi,
DeleteNifty_F1 is Near Month Futures Data of Nifty and Nifty_F2 is Next Month Futures Data of Nifty.
Let’s say Feb future contract expired on 27th and March future contract became the liquid contract from 28th Feb. In this case, whether Feb Nifty_F1 file contain the data of Feb future contract for first 27 days of Feb and data of March contract on Feb 28th?
DeleteYes once the contract expires then the remaining days of the month will comprise data of the next month futures data. This is done for continuity purpose. Earlier in the data shared over the years it was not followed in this manner and data was as per expiry of contract but now data is based on calendar days. Users asked for such change for keeping data month wise in form of calendar days.
DeleteHi Aryan,
ReplyDeleteCould you please explain the difference between F1 and F2 files?
Explained in the above comment
DeleteHearty Thanks a lot aryan doing wonderful work keep it up buddy. One more suggestion if it possible can you make consolidation data at least for 6 month and one more thing i personal tested files if you use 7zip with ultra option file size would drop down to half instead win zip since you can consider that if need bro.
ReplyDeleteWill look into your suggestion
DeleteHi Bro,nifty_F1 for 2019 is not available in consolidation jan-jun and nifty_f1 jul-dec is starting for sep not jul please do recheck I appreciate your effort.
ReplyDeleteHi,
DeleteThanks for pointing out, I will see.
Thanks a ton for providing great data quality for free!
ReplyDeleteYou are welcome.
DeleteHi,, future data banknifty not uploaded,,
ReplyDeleteEagerly wait for it everyday
Thanks for all the effort
Hey daily data for today and yesterday not uploaded...
ReplyDeleteEagerly wait for. It..
Thanks for the good work
Hi Varun,
DeleteSome unavoidable difficulty in uploading the data. I hope it will be overcome soon.
Dear Aryan,
ReplyDeletePlease upload IEOD for 19th and 20th May 2020.
Hi San,
DeleteSome unavoidable difficulty in uploading the data. I hope it will be overcome soon.
Hello Sir , the links are not working for year 2007 till 2014 , let me know when it works , needed to download some data
ReplyDeleteHi Nitin,
DeleteWill look into it. Seems to be case of broken links. I will fix them soon.
Hi Trade Catcher, could you please check if the data for all banks in the Bank Nifty index ar included. Actually IDFC Bank data for April 2020 is not there. I am just purely looking at using Bank realted data and was curious if you can upload it ?
ReplyDeleteThanks a ton for this resource
Lay man question in 2019 folder I am finding zip files of every month. and each moth has zip file of every day
ReplyDeleteso have to unzip each day's file and import?
Hello Sir, Can you please help me in the reading the data location wise?
ReplyDeletespecially last 2 column
E.g. in BANKNIFTY F1
BANKNIFTY_F1,20190101,09:16,27300.20,27368.10,27300.20,27314.95,18300,1414860
Hello, at what time does IEOD get updated?
ReplyDeleteHi Trade Catcherji
ReplyDeleteThe date is not updated after 12th June , hope you will take care
Thank you
Hello Bro,
ReplyDeleteJun month 29th & 30th data is missing. Could you please upload the same. Thanks
how can i plot this data in motivewave?
ReplyDeletein.sujal@gmail.com
Hey Team,
ReplyDeleteThanks for the data, can i get heading for data and also data for bank nifty is not matching for 13 July, can you also confirm what is F1, F2 & F3
Hello Man,
ReplyDeleteThis is brilliant stuff thanks a ton, are there any python smaples for BackTesting.
Thanks for data again.
Sir, thankyou very much for sharing such valuable data free of cost. which real time data provider should I use to sync with your 1 minute intraday data? please update the july data after 15th. Greetings
ReplyDeleteNice work By you Sir Lord Shiva will be bless U Lots keep its up
ReplyDeleteHi, thanks a lot for posting the IEOD data. Regarding data, i could see for Bank Nifty on Aug 6th below entry
ReplyDeleteBANKNIFTY_F1,20200731,18:39,21691.50,21691.50,21691.50,21691.50,1,1359675
Wanted to check 18:39 is not a trading period and how come we could see this data, just the volume is being reported.
Hi Balu,
DeleteThe data is coming straight from a data vendor and this kind of timestamp is being supplied by NSE. There must be some trade adjustments done by NSE after hours as matching of trades is done. Everything in the data is as supplied by NSE.