nselib 2.5.0

library to get NSE India data

nselib

A Python library to fetch publicly available data from NSE India.

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✨ Features

• Capital Market — Price volume data, deliverable positions, bhav copies, bulk/block deals, short selling, VaR margins, PE ratios, 52-week highs/lows, and more
• Cash Market — NSDL FPI investment and derivative activity plus AMFI monthly archive reports
• Derivatives — Futures & options price volume data, bhav copies, participant-wise OI & volume, live option chains, FII statistics, ban period securities
• Indices — Index constituent lists, live index performances across Broad Market, Sectoral, Thematic, and Strategy categories
• Debt — Securities available for trading
• Corporate Filings — Financial results, corporate actions, event calendars
• Market Activity — Top gainers/losers, most active equities, total traded stocks, FII/DII activity
• Utilities — Trading holiday calendar, India VIX historical data

📦 Installation

Fresh install:

pip install nselib

Upgrade to latest:

pip install nselib --upgrade

Note: Compatible and tested with Python 3.8 and above.

🚀 Quick Start

from nselib import capital_market

# Get price volume data for a stock (last 1 month)
df = capital_market.price_volume_data(symbol='SBIN', period='1M')
print(df.head())

# Or specify a custom date range
df = capital_market.price_volume_and_deliverable_position_data(
    symbol='SBIN',
    from_date='01-01-2024',
    to_date='31-01-2024'
)
print(df)

📖 API Reference

Date Parameters

Most functions accept dates in two ways:

Parameter	Format	Example
from_date / to_date	dd-mm-YYYY	'01-06-2024'
period	Shorthand code	'1D', '1W', '1M', '6M', '1Y'

You must provide either from_date + to_date or period, not both.

---

Capital Market

from nselib import capital_market

Function	Description	Key Parameters
price_volume_and_deliverable_position_data()	OHLCV + delivery data	symbol, from_date/to_date or period
price_volume_data()	OHLCV price volume data	symbol, from_date/to_date or period
deliverable_position_data()	Delivery position data	symbol, from_date/to_date or period
bulk_deal_data()	Bulk deal transactions	from_date/to_date or period
block_deals_data()	Block deal transactions	from_date/to_date or period
short_selling_data()	Short selling reports	from_date/to_date or period
bhav_copy_with_delivery()	Daily bhav copy with delivery	trade_date
bhav_copy_equities()	CM-UDiFF bhav copy	trade_date
bhav_copy_sme()	SME bhav copy	trade_date
equity_list()	All listed equities	—
fno_equity_list()	F&O equity list with lot sizes	—
fno_index_list()	F&O index list with lot sizes	—
nifty50_equity_list()	Nifty 50 constituents	—
niftynext50_equity_list()	Nifty Next 50 constituents	—
niftymidcap150_equity_list()	Nifty Midcap 150 constituents	—
niftysmallcap250_equity_list()	Nifty Smallcap 250 constituents	—
india_vix_data()	India VIX historical data	from_date/to_date or period
index_data()	Historical index OHLC data	index, from_date/to_date or period
market_watch_all_indices()	Live snapshot of all indices	—
daily_volatility()	CM daily volatility report	trade_date
fii_dii_trading_activity()	FII/DII buy-sell activity	—
var_begin_day()	VaR — begin of day	trade_date
var_1st_intra_day()	VaR — 1st intraday	trade_date
var_2nd_intra_day()	VaR — 2nd intraday	trade_date
var_3rd_intra_day()	VaR — 3rd intraday	trade_date
var_4th_intra_day()	VaR — 4th intraday	trade_date
var_end_of_day()	VaR — end of day	trade_date
sme_bhav_copy()	SME bhav copy	trade_date
sme_band_complete()	SME band complete data	trade_date
week_52_high_low_report()	52-week high/low report	trade_date
financial_results_for_equity()	Quarterly/annual financials	from_date/to_date or period, fin_period, fo_sec
corporate_bond_trade_report()	Corporate bond trades	trade_date
pe_ratio()	PE ratio for all equities	trade_date
corporate_actions_for_equity()	Corporate actions	from_date/to_date or period, fno_only
event_calendar_for_equity()	Event calendar	from_date/to_date or period, fno_only
top_gainers_or_losers()	Top gainers or losers	to_get ('gainers' / 'loosers')
most_active_equities()	Most active by value/volume	fetch_by ('value' / 'volume')
total_traded_stocks()	All traded stocks summary	—
category_turnover_cash()	category-wise turnover data	trade_date
business_growth_cm_segment()	business growth data for the NSE capital market	data_type, from_year , to_year

Examples:

# Bhav copy for a specific date
df = capital_market.bhav_copy_with_delivery(trade_date='20-06-2024')

# India VIX for last 1 week
df = capital_market.india_vix_data(period='1W')

# CM daily volatility report
df = capital_market.daily_volatility(trade_date='17-04-2026')

# Historical index data
df = capital_market.index_data(index='NIFTY 50', from_date='01-01-2024', to_date='31-03-2024')

# Financial results (quarterly, F&O securities only)
df = capital_market.financial_results_for_equity(period='6M', fo_sec=True, fin_period='Quarterly')

# Top gainers in live market
df = capital_market.top_gainers_or_losers('gainers')

---

Derivatives

from nselib import derivatives

Function	Description	Key Parameters
future_price_volume_data()	Futures price & volume	symbol, instrument (FUTIDX/FUTSTK), dates
option_price_volume_data()	Options price & volume	symbol, instrument (OPTIDX/OPTSTK), option_type (PE/CE), dates
fno_bhav_copy()	F&O daily bhav copy	trade_date
participant_wise_open_interest()	OI by participant category	trade_date
participant_wise_trading_volume()	Volume by participant category	trade_date
daily_volatility()	F&O daily volatility report	trade_date
expiry_dates_future()	Upcoming futures expiry dates	—
expiry_dates_option_index()	Upcoming options expiry dates	—
nse_live_option_chain()	Live option chain	symbol, expiry_date (optional), oi_mode
fii_derivatives_statistics()	FII derivatives stats	trade_date
fno_security_in_ban_period()	Securities in F&O ban	trade_date
live_most_active_underlying()	Most active underlyings	—
category_turnover_fo()	derivatives category-wise turnover data	trade_date
business_growth_fo_segment()	business growth data for the NSE F&O segment	data_type, from_year , to_year

Instrument Types:

Code	Description
FUTIDX	Future Index
FUTSTK	Future Stock
OPTIDX	Option Index
OPTSTK	Option Stock

Examples:

# Futures price data
df = derivatives.future_price_volume_data(
    symbol='SBIN', instrument='FUTSTK', period='1M'
)

# Live option chain
df = derivatives.nse_live_option_chain(symbol='BANKNIFTY', expiry_date='27-03-2025')

# Compact option chain (fewer columns)
df = derivatives.nse_live_option_chain(symbol='NIFTY', oi_mode='compact')

# FII derivatives statistics
df = derivatives.fii_derivatives_statistics(trade_date='20-12-2025')

# F&O daily volatility report
df = derivatives.daily_volatility(trade_date='17-04-2026')

---

Cash Market

from nselib import cash_market

Function	Description	Key Parameters
nsdl_fpi_investment_activity()	NSDL FPI investment activity for a reporting date	trade_date
nsdl_fpi_latest_investment_activity()	Latest NSDL FPI investment activity	—
nsdl_fpi_derivative_activity()	NSDL FPI derivative activity for a reporting date	trade_date
nsdl_fpi_latest_derivative_activity()	Latest NSDL FPI derivative activity	—
amfi_monthly_report_links()	List AMFI monthly archive links	—
amfi_monthly_data()	Parse one AMFI monthly report	report_month, file_type_priority
amfi_monthly_historical_data()	Parse AMFI monthly reports across a range	from_month, to_month, file_type_priority

Examples:

# NSDL FPI investment activity for a specific reporting date
df = cash_market.nsdl_fpi_investment_activity(trade_date='30-10-2025')

# Latest NSDL FPI derivative activity
df = cash_market.nsdl_fpi_latest_derivative_activity()

# List available AMFI archive reports
links = cash_market.amfi_monthly_report_links()

# Parse a single AMFI monthly report
df = cash_market.amfi_monthly_data(report_month='01-03-2026')

# Parse AMFI history for a month range
history = cash_market.amfi_monthly_historical_data(from_month='01-01-2024', to_month='01-03-2026')

---

Indices

from nselib import indices

Function	Description	Key Parameters
index_list()	Available indices by category	index_category
constituent_stock_list()	Stocks in a given index	index_category, index_name
live_index_performances()	Live performance of all indices	—

Index Categories: BroadMarketIndices, SectoralIndices, ThematicIndices, StrategyIndices

Examples:

# List all broad market indices
index_names = indices.index_list(index_category='BroadMarketIndices')

# Get Nifty 50 constituents
df = indices.constituent_stock_list(index_category='BroadMarketIndices', index_name='Nifty 50')

# Live index performances
df = indices.live_index_performances()

---

Debt

from nselib import debt

Function	Description	Key Parameters
securities_available_for_trading()	Debt securities available	trade_date

Example:

df = debt.securities_available_for_trading(trade_date='20-12-2025')

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Utilities

import nselib

Function	Description
trading_holiday_calendar()	NSE trading holidays for all segments

Example:

df = nselib.trading_holiday_calendar()

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🤝 How to Contribute

There are multiple ways to contribute to nselib:

Report Issues & Suggest Features

Found a bug or have a feature request? Please open an issue on the GitHub Issues page.

Submit Pull Requests

1. Fork the repository
2. Create a feature branch (git checkout -b feature/your-feature)
3. Commit your changes (git commit -m 'Add your feature')
4. Push to the branch (git push origin feature/your-feature)
5. Open a Pull Request

Write About nselib

Help the community by writing tutorials, blog posts, or example projects using nselib.

Contact

• Original Author: Ruchi Tanmay
• GitHub: RuchiTanmay/nselib

📄 License

This project is licensed under the Apache License 2.0 — see the LICENSE file for details.