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virresh / StockD

EOD Stock data downloader.
https://virresh.github.io/projects/stockd
GNU General Public License v2.0
11 stars 4 forks source link

Add support for Options data #4

Open virresh opened 4 years ago

virresh commented 4 years ago

raty on Traderji forum has explained the following points for the same. Tracking this issue for reference

1. the symbol data as per nse (options) is of the format optidx/optstk symbol expiry (dd-mmm-yyyy) strike ce/pe

2. data can be extracted as symbol strike ce/pe (expiry as m1/m2/m3 or w1/w2/w3 for nifty banknifty)

3. so symbol from the csv file OPTIDXBANKNIFTY27-AUG-2020CE23800 will be as BANKNIFTY23800CE-M1 (as 27-aug-2020 is the m1 expiry) and data column for current date, open, high, low, close, volume, openinterest, expiry date to be extracted from csv.

4. for index the last week of the month to be as monthly expiry options ( as the monthly m1 and weekly w1 option data will be same) or can duplicate as w1 and m1.

Original post- https://www.traderji.com/community/threads/stockd-another-nse-eod-data-downloader.109398/post-1426596

madhanji commented 3 years ago

Dera Virresh, please add mcx EOD in next release..

Happy Trading

virresh commented 3 years ago

Thanks @madhanji

I have started work on this feature and will try to get in a couple of future releases!