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This download item gets one-minute intraday data for S&P CNX Nifty Index Futures. The data is available for the last five trading days.
The S&P CNX Nifty Index Futures is a futures on Index instrument where the underlying security is the S&P CNX Nifty. Historical data for the underlying index can be found here: NSE Nifty - S&P CNX Nifty, and intraday data can be downloaded using Intraday Data for NSE Stocks.
S&P CNX Nifty futures contracts have a maximum of 3-month trading cycle, which are the near month, the next month and the far month. These futures contracts expire on the last Thursday of the expiry month. The contracts expire on the previous trading day in case the last Thursday is a trading holiday.
To download data simply add the contract names in the "s" tab. Example: "NIFTY+F1-NSF" is the symbol of NIFTY FUTURE JAN 2011 and "NIFTY+H1-NSF" is the symbol of NIFTY FUTURE MAR 2011.
Use the following link (http://www.quote.com/search.action?q=NIFTY&t=future&fromSearch=false) to get a list of Nifty futures contracts.
