pyzdata 1.0.6

Indian Historical Market Data Downloader from Zerodha

PyZData – Indian Historical Market Data Downloader

Download historical OHLCV and Open Interest candle data for any stock, index, or F&O instrument from Zerodha — as a Python library, a CLI command, or a browser-based web app. No API subscription required.

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What you can do with PyZData

• Download price history for any stock or index listed on Zerodha (NSE, BSE, NFO, MCX)
• Choose intervals from 1-minute to daily
• Export clean pandas DataFrames ready for backtesting, charting, or ML
• Use the web app — no coding needed
• Use the CLI — one-liner downloads from the terminal
• Use the Python library — import and integrate into your own scripts

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Web Interface (no coding required)

The easiest way to use PyZData is the built-in Streamlit web app.

Run it:

pip install "pyzdata[web]"
pyzdata-web

Then open http://localhost:8501 in your browser.

Features:

• Click popular stocks (NIFTY 50, RELIANCE, TCS, HDFC Bank …) — no typing needed
• Quick date presets: Last Week, Last Month, Last Year, Last 3 Years …
• Plain-English frequency selector with descriptions
• Download result as CSV or Excel (.xlsx)
• Built-in Help tab with step-by-step guides

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Installation

# Library only (Python API + CLI)
pip install pyzdata

# Library + web interface (adds streamlit and openpyxl)
pip install "pyzdata[web]"

Requirements: Python 3.10+, pandas ≥ 2.0, requests ≥ 2.32

For development:

git clone https://github.com/vikassharma545/Historical-Market-data-From-Zerodha.git
cd Historical-Market-data-From-Zerodha
pip install -e ".[web,dev]"

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Python Library

from pyzdata import PyZData, Interval

# Login with enctoken (paste from browser cookies after logging into kite.zerodha.com)
client = PyZData(enctoken="your_enctoken_here")

# OR login with credentials
client = PyZData(user_id="AB1234", password="your_password", totp="123456")

# Find the instrument token for a symbol
token = client.get_instrument_token("NIFTY 50", "NSE")

# Not sure of the exact symbol name? Search for it
results = client.search_instruments("NIFTY", exchange="NSE")
print(results[["tradingsymbol", "instrument_token", "exchange"]])

# Download daily candles for a full year
df = client.get_data(token, "2024-01-01", "2024-12-31", Interval.DAY)
print(df.head())

# Download 1-minute candles with Open Interest (F&O instruments)
fut_token = client.get_instrument_token("NIFTY24JANFUT", "NFO")
df = client.get_data(fut_token, "2024-01-02", "2024-01-25", Interval.MINUTE_1, oi=True)

Output columns: tradingsymbol, datetime, open, high, low, close, volume (+ open_interest when oi=True)

Context manager — automatically closes the HTTP session when done:

with PyZData(enctoken="your_enctoken") as client:
    token = client.get_instrument_token("RELIANCE", "NSE")
    df = client.get_data(token, "2024-01-01", "2024-12-31", Interval.DAY)
    df.to_csv("reliance.csv", index=False)
# session is closed automatically here

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CLI

# Daily data for NIFTY 50 — print to terminal
pyzdata download --enctoken TOKEN --symbol "NIFTY 50" --exchange NSE \
        --start 2024-01-01 --end 2024-12-31

# 1-minute data — save to CSV
pyzdata download --enctoken TOKEN --symbol RELIANCE --exchange NSE \
        --start 2024-01-01 --end 2024-06-30 \
        --interval minute --output reliance.csv

# Login with credentials
pyzdata download --user-id AB1234 --password pw --totp 123456 \
        --symbol RELIANCE --exchange NSE \
        --start 2024-01-01 --end 2024-01-31

# Search for a symbol
pyzdata search --enctoken TOKEN --query HDFC --exchange NSE

# All options
pyzdata download --help
pyzdata search --help

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Available Intervals

Enum	Interval	Best for
Interval.MINUTE_1	1 minute	Intraday scalping analysis
Interval.MINUTE_5	5 minutes	Intraday charts
Interval.MINUTE_15	15 minutes	Intraday / short-term
Interval.MINUTE_30	30 minutes	Swing trading
Interval.HOUR_1	1 hour	Swing / positional
Interval.DAY	Daily	Long-term investing & backtesting

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Configuration

Copy .env.example to .env and set any values you want to override:

Variable	Default	Description
PYZDATA_MAX_WORKERS	4	Parallel download threads
PYZDATA_MAX_RETRIES	5	Retry attempts on failures
PYZDATA_TIMEOUT	30	HTTP timeout in seconds
PYZDATA_CACHE_TTL_HOURS	24	How long to cache the instruments list
PYZDATA_RATE_LIMIT	3.0	Max API requests per second (0 = disabled)
PYZDATA_LOG_LEVEL	WARNING	DEBUG / INFO / WARNING / ERROR

Or pass a Config object in code:

from pyzdata import Config, PyZData

cfg = Config(max_workers=8, log_level="DEBUG")
client = PyZData(enctoken="...", config=cfg)

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Error Handling

from pyzdata.exceptions import (
    AuthenticationError,    # wrong credentials or expired enctoken
    InstrumentNotFoundError, # symbol not found
    DataFetchError,          # API or network failure
    PyZDataError,            # catch-all base class
)

try:
    client = PyZData(enctoken="...")
    token  = client.get_instrument_token("RELIANCE", "NSE")
    df     = client.get_data(token, "2024-01-01", "2024-12-31", Interval.DAY)
except AuthenticationError as e:
    print(f"Login failed: {e}")
except InstrumentNotFoundError as e:
    print(f"Symbol not found: {e}")
except DataFetchError as e:
    print(f"Download failed: {e}")

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Project Structure

pyzdata/
├── client.py        PyZData — main entry point
├── auth.py          Two-step Zerodha login
├── instruments.py   Symbol lookup with 24-hour disk cache
├── downloader.py    Parallel monthly data fetching
├── models.py        Interval enum
├── config.py        Settings + environment variable loading
├── exceptions.py    Typed exception hierarchy
├── cli.py           pyzdata command-line tool
├── _app.py          Streamlit web interface
├── run_web.py       Entry point for pyzdata-web command
└── py.typed         PEP 561 type-checking marker

app.py               Local dev launcher for Streamlit
tests/               Unit tests (90 tests, no credentials needed)
CONTRIBUTING.md      How to contribute
CHANGELOG.md         Release history
SECURITY.md          Security policy

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Running Tests

pip install -e ".[dev]"
pytest

No Zerodha account or internet connection needed — all HTTP calls are mocked.

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How to get your enctoken

1. Log in to kite.zerodha.com
2. Press F12 → Application tab → Cookies → kite.zerodha.com
3. Copy the value of the enctoken cookie
4. Paste it into the app or pass it as PyZData(enctoken="...")

The enctoken refreshes each time you log in to Kite.

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License

MIT — see LICENSE

Contributing

Contributions are welcome! See CONTRIBUTING.md for guidelines.

Changelog

See CHANGELOG.md for the full release history.

Security

To report a vulnerability, see SECURITY.md.

Author

Built by Vikas Sharma