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Historical Options Data Free Download – Intraday 1 Minute

Posted on by admin

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<StrikePrice><CE/PE> – Monthly expiry data for Nifty
  • NIFTYWK<StrikePrice><CE/PE> – Weekly expiry data for Nifty
  • BANKNIFTY – Spot data for BankNifty
  • BANKNIFTY-FUT – Futures data for BankNifty
  • BANKNIFTY<StrikePrice><CE/PE> – Monthly expiry data for BankNifty
  • BANKNIFTYWK<StrikePrice><CE/PE> – Weekly expiry data for BankNifty
Historical Options Data 6

Banknifty Weekly Options Data

Historical Options Data 7

Banknifty Monthly Options Data

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”

Image1

Step 3: Set “Base Time Interval” as 1 Minute, and “Number of Bars” as 500000, and click on OK.

You’ll get a warning message when you click on OK, but just ignore that for the time being.

Historical Options Data 2

Step 4: Click on File → Import Wizard → Pick Files, select all the CSV files that you’ve downloaded, and click on Next

Historical Options Data 3

Step 5: Define fields as shown in the below image. You’ll have to check on “More Columns” to get two extra columns.

Make sure to “Skip first 1 Line”, and change the separator to “Comma or Space”

Historical Options Data 4

Step 6: In the next screen, click on “Add current settings to ASCII importer Definitions”, and change the description and format file name. Then click on Finish

Historical Options Data 5

Step 7: It may take a few minutes to import the data. Once the data is imported you’ll see error logs (if any)

Step 8: Next you can group the symbols into watchlists for ease of analysis. Create one watchlist of Nifty symbols and one for Banknifty symbols.

From the symbols pane in the left, select all Banknifty or Nifty symbols, right-click and click on Watchlist → New Watchlist

Historical Options Data 8

This completes the data import into Amibroker for the first time.

Please note that for next time onwards, when you want to import only new data files, you can skip steps 4, 5, and 6 as you would’ve already created the importer definition. Instead, you can click on File → Import Ascii, select your files and directly import them based on your definition.

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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67 Comments

    • Hi Suresh,

      You need to use “Comma or Space” as delimiter while importing data into Amibroker

  2. In the file, Option records have no expiration date either encoded into Ticker or separately. Since trading can happen in any weekly expiration at a time (same week or next weekly option for the same strike), absence of Expiration date makes this data useless.

  3. Data is uploaded till 17Feb2022 only, kindly requesting you to upload till current date and please confirm back once it is done. Thank You.

  6. oho my god its greart job ….very usefull for back testing
    already u are provoding nifty banknifty 1min historical data from 2011 to upto date i think…. now for options i min data that to free great job … you are spending lot of time for the benefit of amibroker users in india

  7. where can i get nifty and bank nifty options strike ce pe 1 min data plz help

  10. Thanks for the bottom of the Heart ,
    You r doing really Amazing Job,
    God bless You ,

    • Hi Ajay,

      As per our records Email was sent on 05/19 at 00:23. Can you please check your JUNK/SPAM folder too

  12. HI
    I’ve registered but have not received any link. Can you look into the same

    • Hi Keshav,

      As per our records, you received the email at 1 AM IST on 20th May. Can you please check and confirm?

  13. Hi, Yes I have checked spam too. Tried with different emails. Not receiving email. Can you share the link.

    • Please check this. Tried with different emails, checked spam folder too.

  14. Hi,

    Can I use this data to visualize option chain @ any date and time? if yes, what tool is required for the same?

    For example, I want to see what was the data in option chain of that week @9:45 each day.

  15. Admin, can you please help me? I wanted to test few strategies. Kindly let me know how can I get this data?

  16. Thanks for this data. I want to use it for academic research. Can you please state the source of this data? Do you get it from the Exchange?

  17. Hi,
    Data for 02-Jun-2022 expiry is missing. Request you to please upload the same. Thanks for the update

  19. Hi Team,
    I downloaded all your provided options data, And verified the year 2021.
    I found some missing weekly expiry data.
    Here are the list of missing weeks.
    28-01-2021
    25-03-2021
    27-05-2021
    24-06-2021
    29-07-2021
    26-08-2021
    30-09-2021
    28-10-2021
    03-11-2021
    25-11-2021
    02-12-2021
    16-12-2021
    23-12-2021
    30-12-2021

    • Hi Nagaraju,

      Can you please re-check from your end once? I randomly checked few of these expiries and data is available in the drive folder

  20. You are doing such a great job! Thank you for the data! This is a true selfless service to the trading community.

    Would you please upload the WEEKLY file for the 02-06-2022 expiry. It is missing from the list of files.

    Between the MAY-2022-MONTHLY-Expiry-data _Vege and the 03_09_JUN_WEEKLY_expiry_data_VEGE_NF_AND_BNF_Options_Desktop_Vege files there should be more file.

    • Hi Surya,

      Thanks for the feedback! We acknowledge the data gap and working towards resolving it soon. Please check the data again in next 2-4 hours

  21. Hi,
    I’ve registered but have not received any link. Can you look into the same

    • H Sumanth,

      As per our records, you received the email on Aug 19th at 7:24 PM, can you please confirm?

  23. Hi Team you are giving very valuable information

    I am getting historical data of indexs

    can you please guide me in getting the history data strike price wise, as how you showed in the above image

    Thanks

  24. Hi,First of all really Thank you ,you guys are the best.
    I have never used Amibroker,so just wanted to know, would it plot the 1 min chart from the csv data file and if yes can i change the timeframe also?In the trial version it’s not allowing me to create the database that’s why i couldn’t figure out.
    Again Thanks for your help guys.

  25. Hi, I have got few charts plotted but for the most i am getting this message “To plot any chart atleast 3 bars are needed but there are only 0 bars in Bankniftywk31000pe”.
    I have tried with different files individually but no luck.

  26. Hi,
    i had subscribed as indicated, but did not receive email link. Can you please check
    Regards
    Kannan

  27. hi ,
    I need niftys option data of minimum 20 ticks up and low of both ce and pe as per week from april 2022

  29. I am not seeing any new data from December 2022. Is it going to be avaiable soon?

  32. Thank you for this goldmine of data. The data is 100% accurate, as per multiple backtests. Please update Dec 22 as soon as you can. TIA.

    • Hi Sriram,

      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

  37. AFL code for trading systems not found anywhere on the site as well as download link also not working. I am also learning backtesting on amibroker so please provide the afl code for learning and testing. Thanks

  38. Curious to know if the (historical) data is still available to download. I understand there aren’t any recent updates from the note.

    • Hi,

      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

  39. how to download the banknifty option chain 1-min data from your website I registered with my email but got the link for banknifty historical data. I want option chain 1-min historical data just 2-3 year data would be enough.

  40. Hello Admin,
    I need Nifty50 options historical data for backtesting. Even EOD data will be good for me. Can you please share the link.
    Thanks.

  42. I guess even the old data is unavailable now? I clicked on this link “https://landing.mailerlite.com/webforms/landing/u4k1l3” multiple times and haven’t received any mail.

  44. Is this data fully accurate ?
    Could you describe the source & process you used to collect this in short so that we can get some conviction on the accuracy of this data? Even if it is not 100%, and it is 95%, please back your answer with reasoning as to how did you calculate the accuracy and what would be the possible reason for some data to be inaccurate? THANKS!

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