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Jugad data is a library to download historical stock data

Project description

Documentation

https://marketsetup.in/documentation/jugaad-data/

Introduction

jugaad-data is a library to download historical as well as live data from NSE's website.

Build Status

Features

  • Supports new NSE website, (All libraries based on old NSE website might stop working)
  • Powerful CLI (Command line interface), Even non-coders can use it easily
  • Built-in caching mechanism to play nice with NSE. Avoid making un-necessary requests to NSE's website and getting blocked
  • Optional pandas support, You don't have to install pandas but the library does support pandas

Road map

Exchange Segment Supported?
NSE Stocks Yes
NSE Stocks F&O Yes
NSE Index Yes
NSE Index F&O Yes

Installation

pip install jugaad-data

Getting started

Python inteface

Historical data

from datetime import date
from jugaad_data.nse import bhavcopy_save, bhavcopy_fo_save

# Download bhavcopy
bhavcopy_save(date(2020,1,1), "/path/to/directory")

# Download bhavcopy for futures and options
bhavcopy_fo_save(date(2020,1,1), "/path/to/directory")

# Download stock data to pandas dataframe
from jugaad_data.nse import stock_df
df = stock_df(symbol="SBIN", from_date=date(2020,1,1),
            to_date=date(2020,1,30), series="EQ")

Live data

from jugaad_data.nse import NSELive
n = NSELive()
q = n.stock_quote("HDFC")
print(q['priceInfo'])
{'lastPrice': 2635,
 'change': -49.05000000000018,
 'pChange': -1.8274622305843848,
 'previousClose': 2684.05,
 'open': 2661,
 'close': 2632.75,
 'vwap': 2645.57,
 'lowerCP': '2415.65',
 'upperCP': '2952.45',
 'pPriceBand': 'No Band',
 'basePrice': 2684.05,
 'intraDayHighLow': {'min': 2615.6, 'max': 2688.45, 'value': 2635},
 'weekHighLow': {'min': 1473.45,
  'minDate': '24-Mar-2020',
  'max': 2777.15,
  'maxDate': '13-Jan-2021',
  'value': 2635}}

Command line interface

$ jdata stock --help

Usage: jdata stock [OPTIONS]

  Download historical stock data

  $jdata stock --symbol STOCK1 -f yyyy-mm-dd -t yyyy-mm-dd --o file_name.csv

Options:
  -s, --symbol TEXT  [required]
  -f, --from TEXT    [required]
  -t, --to TEXT      [required]
  -S, --series TEXT  [default: EQ]
  -o, --output TEXT
  --help             Show this message and exit.
$ jdata stock -s SBIN -f 2020-01-01 -t 2020-01-31 -o SBIN-Jan.csv
SBIN  [####################################]  100%

Saved file to : SBIN-Jan.csv

Download historical derivatives (F&O) data

$ jdata deriviatives --help
Usage: cli.py derivatives [OPTIONS]

  Sample usage-

  Download stock futures-

  jdata derivatives -s SBIN -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i FUTSTK -o file_name.csv

  Download index futures-

  jdata derivatives -s NIFTY -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i FUTIDX -o file_name.csv

  Download stock options-

  jdata derivatives -s SBIN -f 2020-01-01 -t 2020-01-30 -e 2020-01-30 -i OPTSTK -p 330 --ce -o file_name.csv

  Download index options-

  jdata derivatives -s NIFTY -f 2020-01-01 -t 2020-01-30 -e 2020-01-23 -i OPTIDX -p 11000 --pe -o file_name.csv

Options:
  -s, --symbol TEXT  Stock/Index symbol  [required]
  -f, --from TEXT    From date - yyyy-mm-dd  [required]
  -t, --to TEXT      To date - yyyy-mm-dd  [required]
  -e, --expiry TEXT  Expiry date - yyyy-mm-dd  [required]
  -i, --instru TEXT  FUTSTK - Stock futures, FUTIDX - Index Futures, OPTSTK -
                     Stock Options, OPTIDX - Index Options  [required]

  -p, --price TEXT   Strike price (Only for OPTSTK and OPTIDX)
  --ce / --pe        --ce for call and --pe for put (Only for OPTSTK and
                     OPTIDX)

  -o, --output TEXT  Full path of output file
  --help             Show this message and exit.

Project details


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