Indian Market Data Download (NSE & BSE)

Recently while browsing the Indian stock market web sites (NSE and BSE), a thought came by to build a automated data downloader for the historical equity prices to be analyzed in excel.

Henceforth the following tool was built to do the same. This tool extracts the data from the exchanges (NSE and BSE) website (Historical Data Section) for the equity and the time period requested (Currently the tool downloads the daily data only but easily configurable via code to monthly/yearly).

The data downloaded via tool is placed on separate sheets for both NSE and BSE, upon which any post download analysis can be conducted..

Hope this tool helps you in outperform the markets better. Happy trading..

 


modNse.bas

Option Explicit

Private Const NSE_URL As String = "http://www.nseindia.com/products/dynaContent/common/productsSymbolMapping.jsp?symbol={0}&segmentLink=3&symbolCount=1&series=EQ&dateRange=+&fromDate={1}&toDate={2}&dataType=PRICEVOLUME"

Public Sub GetNseData()

    Dim request As WinHttp.WinHttpRequest
    Dim htmlDocument As MSHTML.htmlDocument
    Dim rowCollection As Variant
    Dim htmlRow As Variant
    Dim rowSubContent As Variant
    Dim rowSubData As Variant
    Dim rowCount As Integer, colCount As Integer
    Dim anchorRange As Range
    Dim prepUrl As String
    Dim timeOut As Long

    On Error GoTo errHandler
    
    timeOut = 10000
    DataDumpNse.Cells.Clear
    Set anchorRange = DataDumpNse.Range("A1")

    Set htmlDocument = New MSHTML.htmlDocument

    Set request = New WinHttp.WinHttpRequest

    prepUrl = Replace(NSE_URL, "{0}", modCommonFunctions.URLEncode(ThisWorkbook.Names("NSE_TICKER").RefersToRange.Value))
    prepUrl = Replace(prepUrl, "{1}", Format(ThisWorkbook.Names("NSE_FROM_DATE").RefersToRange.Value, "dd-mm-yyyy"))
    prepUrl = Replace(prepUrl, "{2}", Format(ThisWorkbook.Names("NSE_TO_DATE").RefersToRange.Value, "dd-mm-yyyy"))
    request.Open "GET", prepUrl
    request.SetTimeouts timeOut, timeOut, timeOut, timeOut
    request.Send
    htmlDocument.body.innerHTML = request.ResponseText

    rowCount = 0
    colCount = 0

    Set rowCollection = htmlDocument.getElementsByTagName("tr")
    For Each htmlRow In rowCollection
        Set rowSubContent = htmlRow.getElementsByTagName("th")
        If rowSubContent.Length <> 0 Then
            For Each rowSubData In rowSubContent
                anchorRange.Offset(rowCount, colCount).Value = rowSubData.innerText
                colCount = colCount + 1
            Next rowSubData
        Else
            Set rowSubContent = htmlRow.getElementsByTagName("td")
            For Each rowSubData In rowSubContent
                anchorRange.Offset(rowCount, colCount).Value = rowSubData.innerText
                colCount = colCount + 1
            Next rowSubData
        End If

        colCount = 0
        rowCount = rowCount + 1
    Next htmlRow
    
    Exit Sub
    
errHandler:
    MsgBox Err.Description, vbExclamation, "Download Error"
    On Error GoTo 0
    Err.Clear
End Sub

modBse.bas

Option Explicit

Private Const BSE_URL As String = "http://www.bseindia.com/stockinfo/stockprc2_excel.aspx?scripcd={0}&FromDate={1}&ToDate={2}&OldDMY=D"

Public Sub GetBseData()

    Dim request As WinHttp.WinHttpRequest
    Dim lineSplit As Variant
    Dim rowCount As Long
    Dim line As Variant
    Dim anchorRange As Range
    Dim url As String
    
    DataDumpBse.Cells.Clear
    Set anchorRange = DataDumpBse.Range("A1")
    
    Set request = New WinHttp.WinHttpRequest
    
    url = Replace(BSE_URL, "{0}", ThisWorkbook.Names("BSE_TICKER").RefersToRange.Value)
    url = Replace(url, "{1}", Format(ThisWorkbook.Names("BSE_FROM_DATE").RefersToRange.Value, "mm/dd/yyyy"))
    url = Replace(url, "{2}", Format(ThisWorkbook.Names("BSE_TO_DATE").RefersToRange.Value, "mm/dd/yyyy"))
    
    request.Open "GET", url
    request.Send
    lineSplit = Split(request.ResponseText, vbCrLf)
    
    rowCount = 0
    For Each line In lineSplit
        anchorRange.Offset(rowCount, 0).Value = line
        rowCount = rowCount + 1
    Next line
    
    DataDumpBse.Range("A:A").TextToColumns DataDumpBse.Range("A1"), xlDelimited, Comma:=True
    
End Sub

Download solution


References:
Link1: http://www.nseindia.com/
Link2: http://www.bseindia.com/