The NSE has had a daily- and weekly- pricelist available for download for a number of years now. They're usually available as .xls files, though the URL has changed more than once.The NSE gives a pricelist at the end of each day for free, with weighted average prices for the different counters.
I wrote a little bash script that has been silently collecting this data since October 2006, both the daily and weekly versions. I have the data just lying dormant since I haven't had the time to do anything meaningful with it.
If you want it, holla.... with a few conditions:
- Help me write a script that will extract the .xls data into CSV files (Apache Tika http://lucene.apache.org/tika/ is an excellent library for this, but anything else is welcome)
- Let's put up the raw data, extracted data and extraction scripts somewhere so anyone can access it
I've been meaning to do basic machine-learning/natural-language-processing on the data, simply cuz it's interesting to be able to write a program that can automatically highly correlate share prices with events happening elsewhere (politics, weather, economic etc etc).
On Nellydata:
These folks are quite interesting. There is *zero* security on their data feeds, and *zero* terms of use. How do I know this? I wrote a script that has been collecting Nellydata from *public* websites... I have per-minute data since July 2008.
If you want it, holla... conditions identical to NSE data. There are no terms-of-use on the Nellydata site I collect this from... infact, there are no terms of use on any of the publicy available sites that host Nellydata feeds. Very strange indeed.
Any takers?
Saidi