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BSE historical data

by Tom Huggens, 659 days ago
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The historical EOD data for stocks listed in the Bombay Stock Exchange are directly retrieved from the exchange's website (bseindia.com). The data is grouped by date and downloaded as a ZIP file. The downloader decompresses the files and then parses the data without any Pre-Script or Post-Script codes. The 'Daily Bhav Copy' link (http://bseindia.com/mktlive/bhavcopy.asp) contains only the last day quotes data. The downloader uses the same link found in that URL but updates the URL date component depending on the days you want to download.

The fact that the data is grouped by date is of great help if you need to download only the recent quotes. You can of course download all the data once and then download the most recent bars quotes each time you need them.

Symbols are automatically added by the downloader, the symbols' code (assigned by BSE) is associated to the company ticker name. The data also contains the number of trades for each stock and for each bar; this value is saved in the 'Open Interest' field. The 'Volume' field gets the number of shares transacted.

To get the companies name with the symbols code, you can download the list of symbols I have uploaded here: BSE Stock Exchange

According to the Bombay Stock Exchange website, the quote file is made available for download after 4.45 p.m.
Here is the URL to get more information for each field: http://bseindia.com/mktlive/bhavcopyhelp.asp


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Type: Download Script

Object ID: 265


Country:
India

Market: Stock Market

Style:
All




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