National Stock Exchange provides
bhavcopies or End of Day data. But sadly the
same cannot be fed to NinjaTrader natively. So I build a custom ImportType file
so that the same can be fed to NinjaTrader. The same is supposed to work in
conjunction with Data Downloader (in
Data Downloader use the default format to
format the data). Of-course any data of similar format
can also be fed. Being an open-source code you can
always modify the same to suit your needs. Roughly a bhavcopy data
as downloaded by
Data Downloader looks like
this.
AARTIDRUGS,20020102,25.5,25.5,25.25,25.25,400,400
AARTIIND,20020102,33.8,34,33.7,33.7,400,350
ABANLLOYD,20020102,38.25,38.25,38.25,38.25,50,50
ABB,20020102,205.5,206,205,205.1,7002,5409
ABBALPO,20020102,38,38.45,37,37.15,3390,2590
ABBOTTLAB,20020102,141.25,145,141.25,143.75,53,53
ABSIND,20020102,32,32,31.05,31.15,1151,1150
ACC,20020102,148,157.9,148,155.95,1819982,478619
..............
where the columns represents Symbol, Date (yyyyMMdd format), Open, High, Low,
Close, Volume, Open Interest/Deliverable Quantity
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