National Stock Exchange of India - Derivatives#

National Stock Exchange of India Limited (NSE) is one of the leading stock exchanges in India, based in Mumbai. It is the world’s largest derivatives exchange by number of contracts traded

  • Country: India [IN]

  • Mkt Hours: 08:00-17:00

  • Time Zone: Asia/Kolkata

  • Start Date: 20091211 - Futures, 20260101 - Options

  • Real Time Available: No

  • Bars Available: Yes

  • Book Depth Available: Yes


Details are provided below


Includes the following coverage:

NSE_FUT - Coverage#

Security Type

# of Symbols

% of Total

Future

647

2.27%

Futures Spread

437

1.54%

Option

27379

96.19%

Total

28463

100%

Consists of 3 Databases



NSE_FUT#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • PRL_FULL - Full orderbook data, showing updates to each individual order (MBO)

  • QTE - Best bid / offer quotes

  • STAT - Static data, e.g. ISIN, description, security type

  • TRD - Trades




NSE_FUT_BARS#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • QTE_1M - 1-minute quote bars

  • TRD_1D - Daily trade bars

  • TRD_1M - 1-minute trade bars

  • VWAP_1H - 1-hour VWAP bars




NSE_FUT_DAILY#

Database includes the following Tables:

  • DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest

  • STAT - Static data, e.g. ISIN, description, security type