National Commodity & Derivatives Exchange - NCDEX India

National Commodity & Derivatives Exchange - NCDEX India - Historical Prices

by QuantShare, 4467 days ago		Share \|

A list of all commodities trading on the NCDEX can be downloaded here National Commodity & Derivatives Exchange, NCDEX, Commodity Symbols. This list contains agricultural commodities (Potato, Chana, Crude Palm Oil, Soy Bean, Cotton...), metals (Steel, Copper, Zinc...), precious metals (Gold, Silver, Platinum...), energy (Brent Crude Oil, Gasoline, Heating Oil, Natural Gas...).
The list is not mandatory because this object automatically creates new symbols.

This object downloads EOD prices for all these commodities and for all available contracts. The data is downloaded by date; you select a period and the item downloads historical data for dates that are within this period.
The following fields are retrieved: open, high, low, close, volume and open interest. Note that the open, high and low fields are reported as equal to zero when not trading activity occurs for a particular date. In this case, their value is changed to the close price.

This item also creates a custom database called "NCDEX". It contains two fields:
Trades: The number of trades for a specific commodity contract and for a given date.
Traded Value: This field gets the traded value or volume in lacs for a particular date.

To get, for example, the number of trades for a particular commodity contract, you can type the following formula:
GetData("ncdex","trades", Zero)
This will return a time series that contains the number of trades for each trading day and for the selected commodity contract.