NSE historical data on future and options segment: November 2011-May 2012 - Mumbai National Stock Exchange of India Limited 2012

The historical data CDs for Derivatives segment of the NSE contains high frequency intra-day data. It contains the following information; (a) day wise bhavcopy for each trading day of the month, (b) Circulars issued by NSE or NSCCL during the month, (c) Masters which contains all the contracts as on the month end including the contracts that expired on the last Thursday of the month, (d) Trades file which contains details about every trade that has taken place in NSE, (e) Snapshots of the limit order book at five time points in the day for the month.


Statistics

D002009

Powered by Koha