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Updata: Your Market Data Research Ends Here

Welcome to Updata, a flexible Python library designed to simplify your Indian financial data research workflow. With Updata, you can effortlessly store daily intraday data for Options, Futures, and Equities. This repository gives you sources for available historical data so you don't have to find it on the internet each time.


Features

Download Intraday Data: -Fetch daily intraday data for Options, Futures, and Equities. -Store the data locally -check [examples] section to schedule script, store in CSV, SQlite, duckDB, ArcticDB, Postgres

Get Historical Data: -Seamlessly retrieve historical market data using the Upstox API (no need for an Upstox account as of now). -Supports multiple instruments and exchanges.

One-Stop Historical Data Hub: -Find publicly available financial data in one place. -Explore the "Historical Data Available on the Internet" section for all free resources.


🛠️ Installation

pip install updata

Usage

from updata import Updata
import pandas as pd
# Download intraday data for options
upd = UpData()
data = upd.store_options_data(underlyings=['NIFTY'],underlying_type='INDEX', expiries='2',strikes='3')
data.to_csv('data.csv')

📌 TODO

  • store_option_data
  • store_cash_data
  • store_future_data
  • add more F&O and intraday sources in Readme.md
  • Splits data
  • Economic News data
  • Events Data
  • Margin Data
  • Lot size change Data
  • Dividend Data
  • Checking data quality

🌐 Historical Data Available on the Internet

Here’s a curated list of public sources offering free historical financial data:

Cash Market

Name Description Frequency Period Link
NIFTY-50 Stock Data At a day-level with pricing and trading values split across .csv files for each stock along with a metadata file with some macro-information about the stocks itself. Daily Jan 2000 - Apr 2021 Visit
BSE & NSE stocks The data spans the period from 2000 to December 2023 for NSE & BSE. CSV files for each year for each company. Daily 2000 - Dec 2023 Visit
Nifty 500 stocks Each stock in this Nifty 500 and are of 1 minute itraday data - Data is updated Weekly 1 minute 2015 to 2025 Visit
Nifty & BankNifty Minute by minute OHLC data for two indices (NIFTY and BANKNIFTY) 1 minute 2008-2020 Visit

Futures and Options

There isn't any data available for free. We'll try to find some data and update here othewise we'll soon upload data stored by us. If you find some useful dataset then contribute by raising issue and mentioning the URL of dataset.


Disclaimer

  • I do not own this data and I am not selling this data.
  • This data is intended for research purposes only.
  • I am not affiliated with Upstox, NSE, or any other exchange mentioned anywhere in this package.

License

This project is licensed under the MIT License - see the LICENSE.md file for details.


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