NSE BSE Market Data Resources for Algorithmic Trading India

A comprehensive guide to NSE/BSE market data sources, APIs, tools, and providers for algorithmic trading in India. Maintained by Trade Vectors — Mumbai's algo trading specialists.

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Contents

• Official Data Sources
• Free Data APIs
• Paid Data Providers
• Python Data Libraries
• Historical Data Sources
• Real-Time Data Feeds
• Options & F&O Data
• Commodity Data MCX

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Official Data Sources

Source	Type	URL	Cost
NSE India	Official equities data	nseindia.com	Free
BSE India	Official equities data	bseindia.com	Free
SEBI	Regulatory + market data	sebi.gov.in	Free
RBI	Macro/economic data	rbi.org.in	Free
MCX India	Commodity data	mcxindia.com	Free
NCDEX	Agricultural commodity data	ncdex.com	Free

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Free Data APIs

Python Libraries for Free NSE/BSE Data

# 1. nsepy — NSE historical data
pip install nsepy

from nsepy import get_history
from datetime import date

# Get Nifty 50 historical data
nifty_data = get_history(
    symbol="NIFTY",
    start=date(2023, 1, 1),
    end=date(2024, 12, 31),
    index=True
)
print(nifty_data.head())

# 2. yfinance — Yahoo Finance data for Indian stocks
pip install yfinance

import yfinance as yf

# Download Reliance Industries data
reliance = yf.download("RELIANCE.NS", start="2023-01-01", end="2024-12-31")
print(reliance.tail())

# Nifty 50 index
nifty = yf.download("^NSEI", period="1y", interval="1d")

# 3. nsetools — Live NSE quotes
pip install nsetools

from nsetools import Nse
nse = Nse()

# Get live stock quote
quote = nse.get_quote('infy')  # Infosys
print(quote)

# Get top gainers
gainers = nse.get_top_gainers()

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Paid Data Providers

Provider	Data Type	Markets	Price Range
TrueData	Real-time + Historical	NSE, BSE, MCX	₹3,000-15,000/month
Global DataFeeds	Tick data + OHLCV	NSE, BSE, MCX	₹2,000-10,000/month
iQuesta	Market data platform	NSE, BSE	₹5,000+/month
Quandl (Nasdaq DL)	Historical data	Multiple	$50+/month
Refinitiv (Reuters)	Premium financial data	Global	Enterprise
Bloomberg Terminal	Comprehensive data	Global	Enterprise

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Historical Data Sources

Free Historical Data

• NSE Website: Bhavcopy files (daily OHLCV for all stocks)
• BSE Website: Daily bhavcopy download
• Yahoo Finance: Up to 10+ years via yfinance
• Zerodha Kite API: 60-day candle data (free with account)

Downloading NSE Bhavcopy (Free Daily OHLCV)

import requests
import pandas as pd
from datetime import datetime, timedelta

def download_nse_bhavcopy(date_str):
    """Download NSE bhavcopy for a given date (DDMMYYYY format)"""
    url = f"https://www.nseindia.com/content/historical/EQUITIES/{date_str[:4]}/{date_str[2:5].upper()}/cm{date_str}bhav.csv.zip"
    # Note: NSE requires session cookies for download
    print(f"Bhavcopy URL for {date_str}: {url}")
    return url

# Example usage
download_nse_bhavcopy("10MAR2026")

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Real-Time Data Feeds

WebSocket Data via Zerodha Kite

from kiteconnect import KiteTicker

kws = KiteTicker("your_api_key", "your_access_token")

def on_ticks(ws, ticks):
    """Callback to receive ticks"""
    for tick in ticks:
        print(f"Token: {tick['instrument_token']}, LTP: {tick['last_price']}")

def on_connect(ws, response):
    """Subscribe to Nifty 50 on connect"""
    ws.subscribe([256265])  # Nifty 50 token
    ws.set_mode(ws.MODE_FULL, [256265])

kws.on_ticks = on_ticks
kws.on_connect = on_connect
kws.connect()

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Options & F&O Data

Source	Type	Data Available
NSE Official	Free	Options chain, OI, PCR
Sensibull	Freemium	Options analytics, Greeks
Opstra	Freemium	Strategy builder, OI analysis
Zerodha Kite API	With account	Live F&O quotes, OI
Upstox API	With account	F&O OHLCV, OI data

# Fetch NSE Options Chain
import requests

def get_nifty_options_chain():
    url = "https://www.nseindia.com/api/option-chain-indices?symbol=NIFTY"
    headers = {
        "User-Agent": "Mozilla/5.0",
        "Accept-Language": "en-US,en;q=0.5",
        "Referer": "https://www.nseindia.com"
    }
    session = requests.Session()
    session.get("https://www.nseindia.com", headers=headers)
    response = session.get(url, headers=headers)
    return response.json()

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Commodity Data MCX

• MCX Official: mcxindia.com — Free daily prices
• Gold/Silver: Live prices via MCX API or broker APIs
• Crude Oil: NYMEX prices via global data providers
• Agricultural: NCDEX data for agri commodities

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About Trade Vectors

Trade Vectors is a Mumbai-based algorithmic trading company specializing in data-driven trading strategies, automated systems, and algo trading education for NSE/BSE/MCX India.

We help traders build reliable data pipelines for their trading systems.

Visit tradevectors.com for algo trading courses, consulting, and automated trading solutions.

Contact: tradevectors.com | @tradevectors

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Keywords: NSE data API India, BSE market data, NSE historical data Python, free stock market data India, real-time NSE data, options chain data India, NSE bhavcopy download, algo trading data India