Discovering Reliable and Free Indian Market Data for Your Financial Projects

Are you developing tools or conducting research that requires comprehensive Indian stock and options market data? Accessing accurate and current information can be a challenge, especially when you need a wide array of datasets such as option Greeks, historical prices, open interest, volatility metrics, and more.

In this guide, we’ll explore reputable sources where you can find free and reliable live as well as historical Indian market data. Whether you’re looking for APIs, downloadable CSV files, web scraping opportunities, or real-time data streams, this overview will help you identify suitable resources for your needs.

Key Data Types to Source:
– Option Greeks (Delta, Gamma, Theta, Vega)
– Current Spot Prices and Index Values
– Bid and Ask Prices
– Open Interest and Volume (Live and Historical)
– Historical Implied Volatility and Spot Prices
– Intraday OHLC Data
– Futures Prices and Historical Data
– Put-Call Ratios, IV Rank, Skew, and Volatility Surfaces
– Market-Wide Position Limits (MWPL) and Rollout Data
– Major Player Activities (FII/DII Daily Data)
– Event Calendars Relevant to the Market

Recommended Data Sources:

1. NSE India (National Stock Exchange)
2. Description: Official exchange platform providing a wealth of data including live prices, historical data, open interest, and derivatives information.
3. Access: Data available through their website, and some via APIs, though they do not officially publish public APIs for all data points.

4. Methods: Web scraping, third-party API wrappers, or paid data feeds.

5. BSE India (Bombay Stock Exchange)

6. Description: Offers market data, reports, and historical pricing information.
7. Access: Primarily through their website and downloadable reports.

8. Methods: Data extraction via scraping or manual downloads.

9. Quandl / Nasdaq Data Link

10. Description: Provides free and premium financial datasets, including Indian stock market data.
11. Access: API-based, with some datasets available at no cost.

12. Methods: REST API, CSV downloads, suitable for automated fetching.

13. Alpha Vantage

14. Description: Free API providing global financial data, including some Indian market indices.
15. Access: Free tier with limited calls per minute.

16. Methods: REST API, easy integration for live and historical data.

17. Yahoo Finance

18. Description: Offers a wide range of stock