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NSE/BSE Minute-Level OHLCV Market Data
Stock & Market Data
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About
Minute-by-minute data detailing the Open, High, Low, and Close (OHLC) prices, alongside trading Volume (OHLCV), for key components of the Indian stock market. The core focus is on prominent indices like the Nifty and Sensex, and individual stocks, particularly those within the Nifty 50 basket. This high-granularity data offers detailed insight into intraday price movements, making it an essential resource for advanced market study and quantitative research. The information is provided solely for educational and research purposes.
Columns
- Datetime: The specific date and time stamp, recorded at one-minute intervals.
- Open: The stock or index price at the beginning of that one-minute period.
- High: The maximum price reached during that minute.
- Low: The minimum price reached during that minute.
- Close: The final price at the end of that one-minute period.
- Volume: The total number of shares traded during that minute.
Distribution
The data is typically provided in a readily accessible format, such as CSV. The structure is based on 6 columns capturing minute-level OHLCV data. A sample file for a single stock (Eicher Motors) contains approximately 84.6 thousand valid records. The data is regularly updated on a monthly basis.
Usage
Ideal for developing and rigorously testing high-frequency algorithmic trading strategies. This material is suitable for academic research requiring fine-grained resolution to study market microstructure, volatility patterns, and volume distribution. It facilitates the detailed analysis of intraday stock price behaviour.
Coverage
Geographic Scope: Indian financial markets, specifically covering activities on the National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE).
Time Range: The historical record extends from January 2022 up to November 2024.
Specific Notes: The data set focuses primarily on major indexes (Nifty, Sensex) and their constituent stocks, particularly the Nifty 50 components.
License
CC0: Public Domain
Who Can Use It
- Quantitative Analysts: Users constructing and validating high-resolution trading models.
- Students and Academics: Individuals conducting empirical studies on price volatility and market efficiency at the minute level.
- Finance Bloggers/Researchers: Those seeking detailed, foundational data for market behaviour analysis and educational content creation.
Dataset Name Suggestions
- NSE/BSE Minute-Level OHLCV Market Data
- Indian Equity Intraday Price and Volume Data
- Nifty 50 Stock Minute History (2022-2024)
Attributes
Original Data Source: NSE/BSE Minute-Level OHLCV Market Data
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