shravankshenoy / NSEDownload

Python Library to get historical, adjusted data and generate trailing returns of stocks and indices on the NSE

NSEDownload

A python Library to download publicly available data on NSE website for stocks and indices. Get the price history, adjusted prices and generate trailing returns of stocks and indices directly as a pandas dataframe.

For a detailed usage : Documentation

Change Log

1. Removed checking of name in stocks. check_stockSymbol is removed. Closest alternative suggestion is also removed. fuzzywuzzy package no longer required.
2. Code cleanup: variable nomenclature, static variables and multithreaded code in scraper
3. Change in requests: more resilient by adding backoff and retries.
4. Specify Series as argument like 'ALL', 'BE' and 'EQ'. (By default set to 'EQ')

Installation

git clone -b '4.0' https://github.com/NSEDownload/NSEDownload
pip3 install NSEDownload/dist/*

Usage

from NSEDownload import stocks

# Gets data without adjustment for events
df = stocks.get_data(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')

# Adjusts the given stock data for events
df = stocks.get_adjusted_data('RELIANCE', df)

# Do above step in one line to get adjusted data
df = stocks.get_adjusted_stock(symbol='RELIANCE', start_date='15-9-2021', end_date='1-10-2021')

# Download data for series BE
df = stocks.get_data(symbol = 'JSWENERGY', full_data=True, series="BE")

Sample Output as a pandas dataframe :

Date	Symbol	Series	Prev Close	Open Price	High Price	Low Price	Last Price	Close Price	Average Price	Total Traded Quantity	Turnover	No. of Trades	Deliverable Qty	% Dly Qt to Traded Qty
2021-09-15	RELIANCE	EQ	2368.45	2368.5	2395.75	2368.5	2379.4	2378.3	2380.39	4186300	9.96505e+09	168130	2310144	55.18
2021-09-16	RELIANCE	EQ	2378.3	2381.55	2436.75	2367	2424	2428.2	2408.55	6206657	1.49491e+10	214010	2473588	39.85
2021-09-17	RELIANCE	EQ	2428.2	2446	2455.85	2375.6	2387	2390.55	2410.13	16098099	3.87986e+10	278098	9460717	58.77
2021-09-20	RELIANCE	EQ	2390.55	2372.1	2418.35	2370	2391.85	2394.35	2398.57	5436385	1.30396e+10	171011	3042705	55.97
2021-09-21	RELIANCE	EQ	2394.35	2405	2416.6	2384	2400	2404.7	2401.93	4576111	1.09915e+10	149803	2365643	51.7
2021-09-22	RELIANCE	EQ	2404.7	2408	2442	2398.25	2430.8	2430.5	2426.47	5074612	1.23134e+10	179090	2811116	55.4

from NSEDownload import indices

# Getting historical data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019")

# Getting TRI data for index using date range
df = indices.get_data(index_name="NIFTY 50", start_date="09-01-2017", end_date="14-08-2019", indextype='TRI')

Output

Date	Open	High	Low	Close	Shares Traded	Turnover (Rs. Cr)
2017-01-09	8259.35	8263	8227.75	8236.05	102211190	5197.62
2017-01-10	8262.7	8293.8	8261	8288.6	147312927	6904.57
2017-01-11	8327.8	8389	8322.25	8380.65	192285417	8938.68
2017-01-12	8391.05	8417.2	8382.3	8407.2	177948383	7359.24
2017-01-13	8457.65	8461.05	8373.15	8400.35	190949616	9156.16
2017-01-16	8390.95	8426.7	8374.4	8412.8	127938836	6043.67
2017-01-17	8415.05	8440.9	8378.3	8398	125781216	6389.21
2017-01-18	8403.85	8460.3	8397.4	8417	168867039	7411.23
2017-01-19	8418.4	8445.15	8404.05	8435.1	170956149	7324.14

Contributing

If you find any bugs or issue, please raise an issue for the same. You can also contribute by suggesting new features.

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