How to extract India Stock Market Data in Python in the Easiest way

5 min readFeb 17, 2021

In a world where data is the new oil, it is very important to obtain clean data. The national stock exchange (NSE) provides clean data of the Indian stock market and we can easily extract historical data using “nsepy” library. There are other libraries for extracting the data but “nsepy” is the easy one for extracting the data.

You can obtain below Historical data from nsepy (“nsepy provides only historical data not live data”)

Stock (Equity data)
Index data
Stock option data
Stock future data
Index option data
Index future data
India Vix (Volatility data)
Expiry dates in a year and month
PE Ratio

How to extract data:

Step1:- The first step is to install the nsepy library into your system

pip install nsepy

You can use command-line interface or Conda installer to install nsepy

Step 2:- After installing nsepy you can import the library in jupyter notebook

from datetime import datetime
from nsepy import get_history

Now we can start

Stock (Equity data): To extract historical data of any equity we need three parameters:-

a. Equity Symbol

b. Start date for extraction

c. End date for extraction

Let's extract the data for Reliance from 1st Jan 2021 to 15th Jan 2021

Rel = get_history(symbol='RELIANCE',
                   start=date(2021,1,1),
                   end=date(2021,1,15))

You will get an output like this

As the output is in pandas data frame we can further analyze the data using pandas and NumPy

2. Index data: To extract historical data of any equity we need four parameters:-

a. Index Symbol

b. Start date for extraction

c. End date for extraction

d. index = True (we are just telling the extractor to get the data for index)

Let’s extract the data for NIFTY from 1st Jan 2021 to 15th Jan 2021

nifty_50 = get_history(symbol="NIFTY 50",
                            start=date(2021,1,1),
                            end=date(2021,1,15),
                            index=True)

You will get output like below

3. Stock options data: To extract historical data of any equity we need six parameters:-

a. Equity Symbol

b. Start date for extraction

c. End date for extraction

d. Option type:- CE for the call option, PE for the put option

e. Strike Price:- The price at which option can exercised

f. Expiry date:- The date on which option can be exercised

Let’s extract the data for Reliance call option data for the strike price of 2000 from 1st Jan 2021 to 15th Jan 2021 for expiry on 28th Jan 2021

rel_opt = get_history(symbol="RELIANCE",
                        start=date(2021,1,1),
                        end=date(2021,1,15),
                        option_type="CE",
                        strike_price=2000,
                        expiry_date=date(2021,1,28))

you will get the output like below

4. Stock future data: To extract historical data of any equity we need five parameters:-

a. Equity Symbol

b. Start date for extraction

c. End date for extraction

d. Futures =True: Telling the extractor to extract future data

f. Expiry date:- The date on which future is going to expire

Let’s extract the data for Reliance future data from 1st Jan 2021 to 15th Jan 2021 for expiry on 28th Jan 2021

rel_fut = get_history(symbol="RELIANCE",
                        start=date(2021,1,1),
                        end=date(2021,1,15),
                        futures=True,
                        expiry_date=date(2021,1,28))

5. Index options data: To extract historical data of any equity we need six parameters:-

a. Index Symbol

b. Start date for extraction

c. End date for extraction

d. Index=True (To ensure that we pulling data for index)

e. Option type:- CE for the call option, PE for the put option

f. Strike Price:- The price at which option can exercised

g. Expiry date:- The date on which option can be exercised

Let’s extract the data for Index option data for the call options strike price of 14000 from 1st Jan 2021 to 15th Jan 2021 for expiry on 28th Jan 2021

nifty_opt = get_history(symbol="NIFTY",
start=date(2021,1,1),
end=date(2021,1,15),
index=True,
option_type='CE',
strike_price=14000,
expiry_date=date(2021,1,28))