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pparesh25 / Getbhavcopy-alternative

This Python program is a perfect alternative to the Getbhavcopy software. It generates the same text file as the one obtained by Getbhavcopy software for BSE and NSE Bhavcopy
GNU General Public License v3.0
9 stars 2 forks source link

F&O Volume Data #17

Closed rajendraghelani closed 3 months ago

rajendraghelani commented 3 months ago

Dear Sir,

Python based utility to download F&O data works perfectly fine. I just want to ask and suggest you that, in NSE Bhavcopy uploaded by NSE contains both data viz. Volume (No of Shares Traded) and No of Contracts Traded. In the Utility, It downloads, No of Contracts. NSE Periodically changes Market lot size of Futures and Options Contracts. In this case, Volume indicator gives false sign. It will be easier if we change it to Volume column instead of No of Contracts column.

Is it possible to edit or customize Python file at our end? or can you upload it. If so, please, guide.

One more thing, In NSE Indices Data are with original names. can we change it to Symbols to match historical data saved in my Old Data Directory?

Thanks & Regards,

pparesh25 commented 3 months ago

Thanks I will look into this and let you know here after making the changes.

pparesh25 commented 3 months ago

new_bhavcopy_format_readme.xlsx BhavCopy_NSE_FO_0_0_0_20240709_F_0000.csv.zip fo05JUL2024bhav.csv.zip

NSE provides Total Traded Contracts and Total Traded Value columns in 'Fo Bhavcopy' prior to 6 July 2024 and also in changed format 'Fo Bhavcopy' thereafter. And do not provides Total Traded shares column in the 'Fo Bhavcopy'. Here you can see the old and new format sample attached and NSE readme file detailing the old and changed column names. lot size column was not given in 'Fo Bhavcopy' before 8 July 2024, but now it is added in new format so it is possible to calculate total number of traded share in changed format after 8 July 2024, but not possible in 'Fo Bhavcopy' before 8 July 2024

rajendraghelani commented 3 months ago

Thanks for the reply. I checked all the files attached by you. In the utility, file is taken from F&O-UDiFF Common Bhavcopy Final (zip) But I checked the file available under head F&O - Bhavcopy (Fo.zip) which contains two separate bhav copies of futures and options. Screen shot from NSE website attached. can we find any feasible solution to arrive at total volume instead of total contracts? NSE

pparesh25 commented 3 months ago

The NSE consistently provides this file under the same name, "fo.zip." Unfortunately, downloading the file based on its date is not feasible because the date is not included in the file name. Consequently, it is not possible to generate a URL based on the file name.

rajendraghelani commented 3 months ago

Dear Paresh,

Thanks for the reply and efforts for checking available options. Now, I do understand that it’s not possible to generate a URL based on file name. it’s not technically feasible.

Best Regards,

From: Paresh Patel @.> Sent: Thursday, August 8, 2024 11:39 PM To: pparesh25/Getbhavcopy-alternative @.> Cc: rajendraghelani @.>; Author @.> Subject: Re: [pparesh25/Getbhavcopy-alternative] F&O Volume Data (Issue #17)

The NSE consistently provides this file under the same name, "fo.zip." Unfortunately, downloading the file based on its date is not feasible because the date is not included in the file name. Consequently, it is not possible to generate a URL based on the file name.

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