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A reliable source of historical options data is important to backtest trading strategies. Keeping this into consideration, we’ve come up with intraday 1-minute options data for Nifty and Banknifty. You can download this data into your computer and use it for your analysis in Excel, Python, or Amibroker.

Data Coverage

As of now, we have data available for Nifty and BankNifty from 1st Jan 2021. We are in the process of adding more symbols.

It includes index spot data, futures data, and weekly+monthly options data. The options data is for the near week or month. Far week/month expiry data is not available.

The data is in a 1-minute intraday format and contains Open, High, Low. Close, Volume, and Open Interest.

The data would be automatically updated every week.

File Format and Naming Conventions

All the data files are in CSV format and can be readily imported into any charting tool.

If the filename contains the text “WEEKLY”, it means it’s weekly expiry data. Normally NSE options expire on Thursday of every week.

If the filename contains the text “MONTHLY”, it means it’s monthly expiry data. Normally NSE options expire on the last Thursday of every month.

For the last week of the month, there won’t be any weekly data files.

Also Read: Intraday 1 Minute data: Free Download

Symbol Naming Conventions

Following are the symbols available in different data files:

  • NIFTY – Spot data for Nifty
  • NIFTY-FUT – Futures data for Nifty
  • NIFTY – Monthly expiry data for Nifty
  • NIFTYWK – Weekly expiry data for Nifty
  • BANKNIFTY – Spot data for BankNifty
  • BANKNIFTY-FUT – Futures data for BankNifty
  • BANKNIFTY – Monthly expiry data for BankNifty
  • BANKNIFTYWK – Weekly expiry data for BankNifty

Steps to Import Historical Options Data in Amibroker

Step 1: Open Amibroker. Click on File → New → Database

Step 2: Specify the database name. We have named it “IntradayOptionsData” as seen in the below screenshot. And then click on “Create”

Download Historical Options Data

Get the download link by entering your email below. Alternatively, you can use this link.

The data would be updated on a weekly basis and would be available in the same Google drive location.

Note: Due to the strict regulations put by the authorities on distributing and selling data related to financial markets, we have paused the updates to this data. The historical data is still available for your backtesting but unfortunately, you’ll not see the day-to-day updates as before. Apologies for the inconvenience, we will resume this service once we get more clarity on the imposed regulations

Please let us know if you’ve any questions, comments, or suggestions.

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