Data and Info vending Products of NSE
The data and info-vending services of National Stock Exchange (NSE) are provided through NSE Data & Analytics Limited (formerly known as DotEx International Limited) which is a separate professional set-up dedicated solely for this purpose. It provides NSE's market quotes and data for Capital Market Segment (CM), Futures and Options Segment (F&O), Currency Derivative Market Segment (CDS), Wholesale Debt Market Segment (WDM), Corporate Data, Corporate Bond Market data and Securities Lending & Borrowing Market (SLBM).
NSE Data & Analytics currently provides the following products:
NSE's online Real time Data Feed.
NSE's real time data is provided in three levels (level 1, level 2,level 3 and tick by tick). Level 1 provides best bid and ask price, Level 2 provides market depth data upto 5 best bid and ask prices and Level 3 provides market depth data upto 20 best bid and ask prices .The real time data feed is provided in TCP-IP format. It is provided on-line through a dedicated 2-10 mbps channelized E1 private leased line circuits. This line shall be owned by the customer and the line should be from National Stock Exchange, Mumbai to the premises of the customer. Alternatively, the customer can take the data from one of our authorised data vendors.
Downloads:
Download Real Time Tariff - Domestic (.pdf)
Download Real Time Tariff - International (.pdf)
Download Real Time Technical Specification CM Level 1 (.pdf)
Download Real Time Technical Specification CM Level 2 (.pdf)
Download Real Time Technical Specification CM Level 3 (.pdf)
Download Real Time Technical Specification CM & F&O Tick by Tick (.pdf)
Download Real Time Technical Specification F&O Level 1 (.pdf)
Download Real Time Technical Specification F&O Level 2 (.pdf)
Download Real Time Technical Specification F&O Level 3 (.pdf)
Download Real Time Technical Specification WDM (.pdf)
Download Real Time Technical Specification SLBM Level 1 (.pdf)
Download Real Time Technical Specification SLBM Level 2 (.pdf)
Download Real Time Technical Specification CDS Level 1 (.pdf)
Download Real Time Technical Specification CDS Level 2 (.pdf)
Download Real Time Technical Specification CM (Offline Recovery for Level 1 & Level 2) (.pdf)
List of Authorized Data Vendors/Redistributors (.pdf)
Real time Index Product
Through Real Time Index Product, on real time basis all the NSE's indices information is disseminated.
Downloads:
Download Real Time Index Product Technical specification (.pdf)
| Real time Index product | |
|---|---|
| Feed Details | Tariff ( per year) |
| Nifty 50 Index | 2, 50,000 |
| Single index other than Nifty 50 | 1, 00,000 |
| All Indices | 4, 50,000 |
Real-time Stock-wise Product
Through Real Time Stock-wise Product, market information is disseminated for the subscribed Stocks. Stock wise feed would be provided in CSV format at specified time interval.
Downloads:
Download Real Time Stock-wise Product Technical specification (.pdf)
| Real-time Stock-wise Product | |
|---|---|
| Feed Details | Tariff ( per year) |
| Single stock | 10,000 |
| Up to 5 stocks (of a group company) | 25,000 |
| For additional stocks (more than 5, maximum up to 10 stocks) | 2,500 |
15-Min delayed snapshot data
15-Min delayed snapshot data product provides files generated with 15 minutes delay on regular 1 minute interval basis on the NSEIL's Internet Based Information System server that is available through internet. The vendors are required to connect to this server through internet and use FTP protocol to download the files.
Downloads:
Download Technical Specification 15 minute delayed snapshot CM (.pdf)
Download Technical Specification 15 minute delayed snapshot F&O (.pdf)
Download 15 min delayed data tariff (.pdf)
NSE's 5 minute, 2 minute and 1 minute Snapshot/Delayed Data
Snapshot Data feed contains data pertaining to Stock Exchange trade quotations and other related information pertaining to the trading on Capital Market, Wholesale Debt Market, Futures Options and Currency Derivative Segments of National Stock Exchange of India Limited. This data is generated in binary format at a regular interval of 5, 2 or 1 minute. Snapshot Data is provided in binary file format over the internet and requires the use of an FTP protocol to download these files. The tariff applicable for Snapshot/Delayed data is as under:
Annual Charges for 5 minute snapshot/delayed data:
| Segment | Fee ()* |
|---|---|
| Capital Market Segment | 2,75,000 |
| Futures & Option Segment | 2,75,000 |
| Wholesale Debt Market Segment | 1,40,000 |
| Currency Derivatives Segment | 1,40,000 |
Annual Charges for 2 minute snapshot/delayed data:
| Segment | Fee ()* |
|---|---|
| Capital Market Segment | 7,50,000 |
| Futures & Option Segment | 7,50,000 |
Annual Charges for 1 minute snapshot/delayed data:
| Segment | Fee ()* |
|---|---|
| Capital Market Segment | 13,20,000 |
| Futures & Option Segment | 13,20,000 |
| Currency Derivatives Segment | 4,50,000 |
(*)The above mentioned snapshot/delayed commercials are per medium of data display i.e. website/App being two different mediums.
Downloads:
Technical specification documents for Capital Market Snapshot data product (.pdf)
Technical specification documents for F&O Market Snapshot data product (.pdf)
Technical specification documents for CD Market Snapshot data product (.pdf)
NSE's End of Day data
The End of Day data files are generated in binary format at the end of each trading day. These files contain the End of Day bhavcopy information along with security and trade details pertaining to the Capital Market, Wholesale Debt Market and Futures and Options Segments of National Stock Exchange of India Limited. The tariff applicable for subscription of End of Day data is as under:
Downloads:
Download Technical Specification End of Day CM and F&O (.pdf)
Download Technical Specification End of Day WDM (.pdf)
Download End of Day data tariff (.pdf)
NSE's End of Day Post-Trade Data
The End of Day post trade product provides post -trade information of Capital Market Segment and Futures and Option Segment, Index Segment and Corporate Bonds settlement data . This new product will make your operational activities more efficient and time-saving. The product also features a data archival facility, which will help you in managing archival directories at the client side. The tariff applicable for subscription of End of Day Post Trade product is as under:
Annual Charges for End of Day Post- Trade Data in Rupees ():
| Category | CM | FAO | CM & FAO | Index | Corporate Bond Settlement Data |
|---|---|---|---|---|---|
| Member (NSE) | 6,000 | 6,000 | 10,000 | 5,000 | 5,000 |
| Others | 15,000 | 15,000 | 25,000 | 10,000 | 10,000 |
Downloads:
Download Technical Specification for End of Day - Post Trade Index Data (.pdf)
Download Technical Specification End of Day - Post Trade CM (.pdf)
Download Technical Specification End of Day-Post Trade F&O (.pdf)
Download Technical Specification End of Day - Post Trade Corporate Bond Settlement Data (.pdf)
NSE's EOD 20-deep CSV file
This product provides latest order and trade information of securities up to the order book depth of 20.The annual subscription fee of Rs.4,00,000/- each for Capital Market and Futures & Options segment.
Downloads:
Download Technical Specification EOD 20-Deep CSV for CM (.pdf)
Download Technical Specification EOD 20-Deep CSV for F&O (.pdf)
Historical Trade data
Historical Trade data
The historical trade data will provided via online platform and is available for the Capital Market Segment, Futures & Option Segment and Currency Derivatives Segment. Capital market segment will cover trade level information along with index value, order snapshot, bhavcopy and circulars
Downloads:
Download Historical Trade Data Tariff (.pdf)
Download Historical Trade Data Undertaking (.doc)
Download Data details for CM (.pdf)
Download Sample Files for CM (.zip)
Download Data details for F&O (.pdf)
Download Sample Files for F&O (.zip)
Download Data details for WDM (.pdf)
Download Sample Files for WDM (.zip)
Note : The sample files are in .GZ format. To open the files following steps need to be followed:
- Download and save the zip file on your system
- Extract the files using 7-zip
- Open the new spreadsheet and drag or drop the file there in, else
- Open the file using spreadsheet directly
- Alternatively, the file can be opened in 'note pad'
For further information and subscription of the data, kindly email your requirement to marketdata@nse.co.in or call on +91-22-2659 8385
Historical Order & Trade data
The historical order and trade data will provided via online platform and is available for the Capital Market Segment, Futures & Option Segment and Currency Derivatives Segment. Capital market segment will cover order and trade level information along with index value.
Downloads:
Download Historical Order Data Tariff(.pdf)
Download Historical Order Data Undertaking (.doc)
Download Historical Order Data Layout (.pdf)
For further information and subscription of the data, kindly email your requirement to marketdata@nse.co.in or call on +91-22-2659 8385
Corporate Data
Corporate Data contains data pertaining to company fundamentals, corporate announcements and shareholding pattern. This data is provided on-line through a dedicated 2 mbps channelised E1 private leased line circuit. The cost of subscription of this data is Rs. 10,00,000 per annum.
Downloads:
Download Technical Specification Corporate Data (.pdf)
Corporate Bond Market Data product
Corporate Bond data product will cover all the OTC Trades of Listed bonds and OTC Trades of unlisted bonds that are reported on the National Stock Exchange's Corporate Bond Reporting & Integrated Clearing System.
Downloads:
Download Corporate Bond Market Data product Technical specification (.pdf)
Annual Charges for Corporate Bond Market Data product:
| Segment | Fee () |
|---|---|
| Corporate Bond Market Data | 3,00,000 |
E-Book (SAT Orders & Regulations)
"National Stock Exchange (NSE) has embarked upon the exercise of compiling the SAT orders regulation wise in e-book form. This compilation has 5 volumes viz.,
1. Takeover Regulations
2. FUTP Regulations
3. Stock Broker Sub broker Regulations
4. SEBI Act
5. SEBI Regulations (Mutual Funds, Merchant Bankers, Collective Investment Schemes)
The compilation consists of SAT orders in chronological order under each of the above categories and covers the entire period since inception of SAT till March 31, 2016. This compilation will be useful to capital market intermediaries and other practitioners specializing in the areas of regulatory work relating to capital markets."
| Book Name |
|---|
| Takeover Regulations |
| Stock Broker - Sub broker Regulations |
| SEBI Act |
| SEBI Regulations ( Mutual Funds, Merchant Bankers, Collective Investment Schemes,..) |
Click her for SAT E-book Registration
Note: The book purchased shall be used solely for internal purposes. Further, the same shall not publish, reproduce and/or redistribute or any component thereof in any manner to any other person without the prior written consent of NSE Data & Analytics.
Announcement of Commercial Policy on Data Feed Product
Rationalization of real time package on the basis of variable users (.pdf)
Pricing Revision Clarification on Non Display Data Feed Connectivity dated Aug 7 ,2014 (.pdf)
Contact Us:
In case you are desirous of subscribing to the above mentioned products then kindly get in touch with:
NSE Data & Analytics Limited (formerly known as DotEx International Limited)
Exchange Plaza
Plot no. C - 1, Block G
Bandra-Kurla Complex
Bandra (E), Mumbai - 400 051
Telephone: (91 - 22) 26598385
Fax: (91 - 22) 26598120/8384
E-mail: marketdata@nse.co.in
Updated on: 25/04/2019
