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
Banknifty Weekly Options Data
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”
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.
Step 4: Click on File → Import Wizard → Pick Files, select all the CSV files that you’ve downloaded, and click on Next
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”
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
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
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.
Please let us know if you’ve any questions, comments, or suggestions.
The Time column is not seperated in the excel files. Amibroker is showing Errors
Hi Suresh,
You need to use “Comma or Space” as delimiter while importing data into Amibroker
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.
Hi Kishore,
As explained in the blog post, the data corresponds to near week or near month options
Data is uploaded till 17Feb2022 only, kindly requesting you to upload till current date and please confirm back once it is done. Thank You.
Hi Kandhan,
Apologies for the delay. Data is uploaded now
Hi sir can you provide options historical 1 min data
Thanks! The data is a goldmine for backtesting.
@MarketThalaivaa
Thanks for your kind words!
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
Thanks for your kind words Shaik!
where can i get nifty and bank nifty options strike ce pe 1 min data plz help
Admins,
How much time does it take to send the link? Not received yet.
Sir,
Have not yet received the link. Can you Please Send the Link.
Thanks for the bottom of the Heart ,
You r doing really Amazing Job,
God bless You ,
Thanks for your kind words, Ashish!
Hi, Not receiveing email. Could you please share a link.
Hi Ajay,
As per our records Email was sent on 05/19 at 00:23. Can you please check your JUNK/SPAM folder too
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?
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.
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.
Hi Syed,
You may use Excel and filter on time
Admin, can you please help me? I wanted to test few strategies. Kindly let me know how can I get this data?
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?
Hi,
Data for 02-Jun-2022 expiry is missing. Request you to please upload the same. Thanks for the update
Hi Michael,
Thanks for pointing it out. Just uploaded the data
Hi,
Please share the data link
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
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
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?
hi
can i get 1min banknnfity historic data with volume and openIntrest