# NSE Finance - Python Library for NSE India Data
A lightweight Python package to fetch commonly used market data from NSE India and shape it as pandas DataFrames for analysis and trading research.
## ✨ Features
* End‑of‑day (EOD) **bhavcopy** for equities & F\&O
* **Pre‑market** snapshots (All, FO, NIFTY categories)
* **Index details** for multiple market lists (e.g., *NIFTY 50*, *NIFTY AUTO*)
* **Option chain** + optional **Greeks** computation
* Convenience lists: equities, F\&O, ETFs
* **FII/DII** cash/derivatives activity
* **Corporate** actions & announcements, insider trades, upcoming results
* **Most active** (by value/volume, options & futures, OI, etc.)
* Historical data helpers for **equities** (and indices; see notes)
All functions are designed to return clean **`pandas.DataFrame`** objects (unless noted), ready for further transformation and visualization.
---
## 📦 Installation
```bash
pip install nsefin
```
**Requirements:** Python 3.9+, `pandas`, `requests` (and optionally `numpy`).
---
## 🚀 Quick Start
```python
import datetime as dt
import pandas as pd
import nsefin
nse = nsefin.NSEClient()
# Example: EOD Equity Bhavcopy
bhav = nse.get_equity_bhav_copy(dt.datetime(2025, 8, 14))
print(bhav.head())
# Example: Pre‑market (All)
pm_all = nse.get_pre_market_info(category="All")
# Example: Index details (see available market lists below)
ix = nse.get_index_details(category="NIFTY 50")
# Example: Option Chain + Greeks for NIFTY
oc = nse.get_option_chain("NIFTY")
og = nse.compute_greek(oc, strike_diff=50)
```
---
## 🔌 API Overview & Examples
### 1) EOD files
```python
# Equity bhavcopy (EOD)
nse.get_equity_bhav_copy(dt.datetime(2025, 8, 14))
# F&O bhavcopy (EOD)
nse.get_fno_bhav_copy(dt.datetime(2025, 8, 14))
# Optional post‑processing
nse.format_fo_data(df)
```
**Returns:** DataFrames with symbol, series, OHLC, volume/turnover, OI (for F\&O), etc.
---
### 2) Pre‑Market data
```python
nse.get_pre_market_info(category="All")
nse.get_pre_market_info(category="FO")
nse.get_pre_market_info(category="NIFTY")
```
**Tip:** Pre‑market snapshots are most useful before 9:15 IST and during early ticks.
---
### 3) Market Lists & Index Details
```python
# See all supported markets for index details
nse.endpoints.equity_market_list # -> iterable of valid market names
# Fetch index details
nse.get_index_details(category="NIFTY 50")
nse.get_index_details(category="NIFTY AUTO")
```
**Output:** Index‑level stats (LTP, % change, PE/PB/DY, breadth, time‑window returns where available).
---
### 4) Option Chain & Greeks
```python
# Option chain for an index/stock (near‑dated by default; check function signature)
oc = nse.get_option_chain("NIFTY")
# Compute Greeks on a normalized OC DataFrame (requires columns like LTP, strike, etc.)
og = nse.compute_greek(oc, strike_diff=50)
```
**Note:** Greeks rely on implied vols/assumptions; read function docstring for parameters and expected columns.
---
### 5) Universe Helpers
```python
nse.get_equity_list()
nse.get_fno_list()
nse.get_etf_list()
```
**Use cases:** Screen eligible symbols, build watchlists, or validate tickers.
---
### 6) FII/DII Activity
```python
nse.get_fii_dii_activity()
```
**Common usage:** Market breadth and flows dashboard; daily net buy/sell across segments.
---
### 7) Corporate Data
```python
nse.get_corporate_actions()
nse.get_corporate_actions(subject_filter="dividend") # filter examples: dividend, split, bonus
nse.get_corporate_announcements()
nse.get_insider_trading()
nse.get_upcoming_results()
```
---
### 8) Most Active & Derivatives Scans
```python
nse.get_most_active_by_volume()
nse.get_most_active_by_value()
nse.get_most_active_index_calls()
nse.get_most_active_index_puts()
nse.get_most_active_stock_calls()
nse.get_most_active_stock_puts()
nse.get_most_active_contracts_by_oi()
nse.get_most_active_contracts_by_volume()
nse.get_most_active_futures_by_volume()
nse.get_most_active_options_by_volume()
```
**Great for:** Intraday scanners, dispersion/volatility screens, liquidity checks for strategy filters.
---
### 9) Historical Data
```python
# Equities
nse.get_equity_historical_data("TCS", "15-08-2024", "31-12-2024") # ~70 rows limit (API cap)
# Convenience wrapper (day_count based)
nse.history("TCS", day_count=200)
# Indices — currently not working (see Known Limitations below)
# nse.get_index_historical_data("NIFTY 50", "15-08-2024", "31-12-2024")
```
---
## ⚠️ Known Limitations & Notes
* **Index historical data**: `get_index_historical_data(...)` is currently **not working** (NSE endpoints may have changed / rate‑limited). Use alternate data sources or your own cached series.
* **52‑week high/low**: `get_52_week_high_low()` currently errors; pending fix.
* **Daily row caps**: NSE may cap history responses (e.g., \~70 rows). Prefer rolling downloads with local caching.
* **Stability**: NSE’s public endpoints can change without notice. Handle **HTTP 301/403/429**, add **retry with backoff**, and include a realistic **User‑Agent** header.
* **Compliance**: Respect NSE terms of use. This library is for **educational/research** purposes; not endorsed by or affiliated with NSE.
---
## 🛠️ Troubleshooting
* **Empty/blocked responses** → rotate/retry with polite backoff; verify cookies and headers.
* **Schema changes** → use `df.columns` introspection and normalize keys defensively.
* **Timezones** → NSE trading hours are IST; align your schedulers & timestamps accordingly.
* **Option Greeks** → Ensure required columns (spot, strike, rate, expiry, iv) are present/derived before calling `compute_greek`.
---
## 🗺️ Roadmap
* Stable index history with fallbacks
* Robust 52‑week high/low endpoint
* Built‑in caching & sqlite/duckdb persistence helpers
* Async client implementation
* Expanded Greeks/IV calculators + RND utilities
---
## 🤝 Contributing
PRs and issues welcome! Please:
1. Open an issue describing the bug/feature with sample payloads.
2. Add tests where possible.
3. Follow standard formatting (`black`, `ruff`) and type hints.
---
## 📄 License
MIT (or your preferred license). Update `LICENSE` accordingly.
---
## 🙏 Acknowledgements
* NSE India public website and documentation.
* Community packages & references that inspired certain endpoints and data normalizations.
---
Raw data
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"description": "\n# NSE Finance - Python Library for NSE India Data\n\nA lightweight Python package to fetch commonly used market data from NSE India and shape it as pandas DataFrames for analysis and trading research.\n\n\n## \u2728 Features\n\n* End\u2011of\u2011day (EOD) **bhavcopy** for equities & F\\&O\n* **Pre\u2011market** snapshots (All, FO, NIFTY categories)\n* **Index details** for multiple market lists (e.g., *NIFTY 50*, *NIFTY AUTO*)\n* **Option chain** + optional **Greeks** computation\n* Convenience lists: equities, F\\&O, ETFs\n* **FII/DII** cash/derivatives activity\n* **Corporate** actions & announcements, insider trades, upcoming results\n* **Most active** (by value/volume, options & futures, OI, etc.)\n* Historical data helpers for **equities** (and indices; see notes)\n\nAll functions are designed to return clean **`pandas.DataFrame`** objects (unless noted), ready for further transformation and visualization.\n\n---\n\n## \ud83d\udce6 Installation\n\n```bash\npip install nsefin\n```\n\n**Requirements:** Python 3.9+, `pandas`, `requests` (and optionally `numpy`).\n\n---\n\n## \ud83d\ude80 Quick Start\n\n```python\nimport datetime as dt\nimport pandas as pd\nimport nsefin\n\nnse = nsefin.NSEClient()\n\n# Example: EOD Equity Bhavcopy\nbhav = nse.get_equity_bhav_copy(dt.datetime(2025, 8, 14))\nprint(bhav.head())\n\n# Example: Pre\u2011market (All)\npm_all = nse.get_pre_market_info(category=\"All\")\n\n# Example: Index details (see available market lists below)\nix = nse.get_index_details(category=\"NIFTY 50\")\n\n# Example: Option Chain + Greeks for NIFTY\noc = nse.get_option_chain(\"NIFTY\")\nog = nse.compute_greek(oc, strike_diff=50)\n```\n\n---\n\n## \ud83d\udd0c API Overview & Examples\n\n### 1) EOD files\n\n```python\n# Equity bhavcopy (EOD)\nnse.get_equity_bhav_copy(dt.datetime(2025, 8, 14))\n\n# F&O bhavcopy (EOD)\nnse.get_fno_bhav_copy(dt.datetime(2025, 8, 14))\n\n# Optional post\u2011processing\nnse.format_fo_data(df)\n```\n\n**Returns:** DataFrames with symbol, series, OHLC, volume/turnover, OI (for F\\&O), etc.\n\n---\n\n### 2) Pre\u2011Market data\n\n```python\nnse.get_pre_market_info(category=\"All\")\nnse.get_pre_market_info(category=\"FO\")\nnse.get_pre_market_info(category=\"NIFTY\")\n```\n\n**Tip:** Pre\u2011market snapshots are most useful before 9:15 IST and during early ticks.\n\n---\n\n### 3) Market Lists & Index Details\n\n```python\n# See all supported markets for index details\nnse.endpoints.equity_market_list # -> iterable of valid market names\n\n# Fetch index details\nnse.get_index_details(category=\"NIFTY 50\")\nnse.get_index_details(category=\"NIFTY AUTO\")\n```\n\n**Output:** Index\u2011level stats (LTP, % change, PE/PB/DY, breadth, time\u2011window returns where available).\n\n---\n\n### 4) Option Chain & Greeks\n\n```python\n# Option chain for an index/stock (near\u2011dated by default; check function signature)\noc = nse.get_option_chain(\"NIFTY\")\n\n# Compute Greeks on a normalized OC DataFrame (requires columns like LTP, strike, etc.)\nog = nse.compute_greek(oc, strike_diff=50)\n```\n\n**Note:** Greeks rely on implied vols/assumptions; read function docstring for parameters and expected columns.\n\n---\n\n### 5) Universe Helpers\n\n```python\nnse.get_equity_list()\nnse.get_fno_list()\nnse.get_etf_list()\n```\n\n**Use cases:** Screen eligible symbols, build watchlists, or validate tickers.\n\n---\n\n### 6) FII/DII Activity\n\n```python\nnse.get_fii_dii_activity()\n```\n\n**Common usage:** Market breadth and flows dashboard; daily net buy/sell across segments.\n\n---\n\n### 7) Corporate Data\n\n```python\nnse.get_corporate_actions()\nnse.get_corporate_actions(subject_filter=\"dividend\") # filter examples: dividend, split, bonus\nnse.get_corporate_announcements()\nnse.get_insider_trading()\nnse.get_upcoming_results()\n```\n\n---\n\n### 8) Most Active & Derivatives Scans\n\n```python\nnse.get_most_active_by_volume()\nnse.get_most_active_by_value()\n\nnse.get_most_active_index_calls()\nnse.get_most_active_index_puts()\n\nnse.get_most_active_stock_calls()\nnse.get_most_active_stock_puts()\n\nnse.get_most_active_contracts_by_oi()\nnse.get_most_active_contracts_by_volume()\n\nnse.get_most_active_futures_by_volume()\nnse.get_most_active_options_by_volume()\n```\n\n**Great for:** Intraday scanners, dispersion/volatility screens, liquidity checks for strategy filters.\n\n---\n\n### 9) Historical Data\n\n```python\n# Equities\nnse.get_equity_historical_data(\"TCS\", \"15-08-2024\", \"31-12-2024\") # ~70 rows limit (API cap)\n\n# Convenience wrapper (day_count based)\nnse.history(\"TCS\", day_count=200)\n\n# Indices \u2014 currently not working (see Known Limitations below)\n# nse.get_index_historical_data(\"NIFTY 50\", \"15-08-2024\", \"31-12-2024\")\n```\n\n\n---\n\n## \u26a0\ufe0f Known Limitations & Notes\n\n* **Index historical data**: `get_index_historical_data(...)` is currently **not working** (NSE endpoints may have changed / rate\u2011limited). Use alternate data sources or your own cached series.\n* **52\u2011week high/low**: `get_52_week_high_low()` currently errors; pending fix.\n* **Daily row caps**: NSE may cap history responses (e.g., \\~70 rows). Prefer rolling downloads with local caching.\n* **Stability**: NSE\u2019s public endpoints can change without notice. Handle **HTTP 301/403/429**, add **retry with backoff**, and include a realistic **User\u2011Agent** header.\n* **Compliance**: Respect NSE terms of use. This library is for **educational/research** purposes; not endorsed by or affiliated with NSE.\n\n---\n\n## \ud83d\udee0\ufe0f Troubleshooting\n\n* **Empty/blocked responses** \u2192 rotate/retry with polite backoff; verify cookies and headers.\n* **Schema changes** \u2192 use `df.columns` introspection and normalize keys defensively.\n* **Timezones** \u2192 NSE trading hours are IST; align your schedulers & timestamps accordingly.\n* **Option Greeks** \u2192 Ensure required columns (spot, strike, rate, expiry, iv) are present/derived before calling `compute_greek`.\n\n---\n\n## \ud83d\uddfa\ufe0f Roadmap\n\n* Stable index history with fallbacks\n* Robust 52\u2011week high/low endpoint\n* Built\u2011in caching & sqlite/duckdb persistence helpers\n* Async client implementation\n* Expanded Greeks/IV calculators + RND utilities\n\n---\n\n## \ud83e\udd1d Contributing\n\nPRs and issues welcome! Please:\n\n1. Open an issue describing the bug/feature with sample payloads.\n2. 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