Published March 31, 2024 | Version v1
Dataset Open

Nifty spot, futures and options one-minute data from 2017 to 2020

Description

This dataset consists of one-minute trade data of Nifty spot, futures and options for 2017 to 2020.  Options data are organized as: Opt type, strike price, trade dt, trade time, Open, High, Low, Close and volume. Futures data are organized as Nifty_F1, trade date, trade time, Open, High, Low, Close and volume. The yearly options folders are organized into monthly folders. The monthly folders end with the expiration date for that month. Each monthly folder contains separate files for the strike prices traded till the expiration date of that month. For instance, the Nifty11200CE spreadsheet in the December 2019 folder has the one-minute OHLC data  for the 11200  call from 23-Oct-2019 till the expiration date of 26-Dec-2019.

Files

Nifty Options Data.zip

Files (320.9 MB)

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