在这篇文章中，我们将讨论如何从印度国家证券交易所（NSE）获取实时的印度股市数据。它包括资本市场的股票、指数和衍生品（期货和期权）的数据。股市数据可用于分析市场的动向和建立相应的交易策略。
简介
我使用NSE的公共REST APIs提取实时的股市数据。这些API不是由NSE正式发布的，这篇文章是用于信息、私人和非商业目的。
，我为此建立了名为nser 的R包，其中包括捕捉股票价格、财务和市场事件的各种功能。
你可以用下面的命令从github上安装该软件包。
# install.packages("devtools")
一旦你完成了安装，加载该软件包。
library(nser)
目录
检查是否开市
它按不同的市场类型（资本、货币、商品和债务）返回市场是否开放进行交易。如果关闭，它也会返回下一个交易日。
MarketStatus()
+----------------+--------------+-----------+-------+---------+-----------+---------------+--------------------------+ | market | marketStatus | tradeDate | index | last | variation | percentChange | marketStatusMessage | +----------------+--------------+-----------+-------+---------+-----------+---------------+--------------------------+ | Capital Market | Closed | 5-Aug-21 |NIFTY50| 16258.8 | 128.05 | 0.79 | Normal Market has Closed | | Currency | Closed | 5-Aug-21 | | | | | Market is Closed | | Commodity | Open | 4-Aug-21 | | | | | Market is Open | | Debt | Closed | 5-Aug-21 | | | | | Market is Closed | +----------------+--------------+-----------+-------+---------+-----------+---------------+--------------------------+
本日最大涨幅
它给你最近一个交易日涨幅最大的股票列表。股票的排序是基于百分比变化列，名为pChange 。你还会发现其他关键指标，如年度最高和最低点，过去一个月和一年的百分比变化。
[1] "symbol" "identifier" "series" [4] "open" "dayHigh" "dayLow" [7] "lastPrice" "previousClose" "change" [10] "pChange" "totalTradedVolume" "totalTradedValue" [13] "lastUpdateTime" "yearHigh" "yearLow" [16] "nearWKH" "nearWKL" "perChange365d" [19] "date365dAgo" "chart365dPath" "date30dAgo" [22] "perChange30d" "chart30dPath" "chartTodayPath" [25] "meta.symbol" "meta.companyName" "meta.industry" [28] "meta.activeSeries" "meta.debtSeries" "meta.tempSuspendedSeries" [31] "meta.isFNOSec" "meta.isCASec" "meta.isSLBSec" [34] "meta.isDebtSec" "meta.isSuspended" "meta.isETFSec" [37] "meta.isDelisted" "meta.isin
当日最大跌幅
这与上一节非常相似。在这里，我们试图找出最近一个交易日的最大损失者。
最活跃的股票
在这一部分，我们正在提取最活跃的股票的信息。默认情况下，活跃的股票是根据最近一个交易日的交易量来确定的。你也可以把它改成数值。请看下面的例子。
股票的当前价格
为了获取实时的股票价格，你可以使用GetQuote('symbol') 功能。请确保只使用NSE符号（而不是BSE）。NSE的符号可以从NSE的官方网站上找到。你不仅可以得到当前的价格，还可以得到当天的最低价和最高价，以及该符号的PE值和部门。
股票的历史价格
要了解一只股票的技术面，重要的是要有至少一年的历史数据。你可以通过Historical(Symbol, StartDate, EndDate) 功能做到这一点。请确保日期必须是DD-MM-YYY格式。
获取衍生品详情
你可以提取股票和Nifty指数的衍生品信息。在Type ，你可以指定期货或期权。默认情况下，它是期权。
衍生品的历史数据
你可以通过HistoricalDerivative( ) 功能提取衍生品的历史数据。工具类型可以是 "期权 "或 "期货"。此外，重要的是要有DD-MM-YYY格式的日期。
获取59个指数的当前价格
在NSE，有59个不同的指数。你可以使用OutDf <- Indices() 功能获得它们的价格（目前的交易量，最低和最高）。请看下面的完整列表。
期权链
期权链记录了一只股票或尼夫蒂指数的所有可用期权合约。它显示了看涨期权、看跌期权、执行价格以及它们的到期日。你可以使用这个函数OptionChain('symbol', Expiry = "latest") 。默认情况下，它提取了所有未来到期的期权合约。你可以使用Expiry 参数来选择最新的到期日。
期货和期权的股票列表
截至2021年8月8日，有162只股票在FnO交易。这个数字在未来几个月会发生变化，因为更多的公司将公开上市。
Nifty 50股票的当前价格
你可以使用这个功能OutDf <- NIFTY50() ，获得Nifty 50公司的股票价格详情。
季度收益表
在投资之前，了解该组织的财务状况是很重要的。它有助于评估公司是否有利可图和增长。你可以使用季度财务数据来计算季度的同比增长，也可以与上一季度的结果进行比较。你需要在函数中指定符号名称。
事件预告
在交易过程中，了解重要的日期或事件是至关重要的，比方说什么时候公布季度结果。或者宣布股息。它也可以是通知交易所关于价格突然波动或内幕交易的原因。
过去的财务文件信息
如果你有兴趣看到过去提交的财务细节，你可以使用功能FilingInfo(period = "quarterly") 。默认时期是季度，你可以把它改为年度。
假期日历
如果你有兴趣看到过去提交的财务细节，你可以使用功能Holidays(type="trading") 。默认时期是交易期，你可以把它改成结算期。假期清单可能因产品不同而不同。你可以从NSE网站上了解更多关于该产品的信息。
`Product tradingDate weekDay description Sr_no 1 CBM 26-Jan-2021 Tuesday Republic Day 1 2 CBM 19-Feb-2021 Friday Chatrapati Shivaji Jayanti 2 3 CBM 11-Mar-2021 Thursday Mahashivratri 3 4 CBM 29-Mar-2021 Monday Holi 4 5 CBM 01-Apr-2021 Thursday Annual Bank Closing 5 6 CBM 02-Apr-2021 Friday Good Friday 6 7 CBM 13-Apr-2021 Tuesday Gudi Padwa 7 8 CBM 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 8 9 CBM 21-Apr-2021 Wednesday Ram Navami 9 10 CBM 25-Apr-2021 Sunday Mahavir Jayanti 10 11 CBM 01-May-2021 Saturday Maharashtra Day 11 12 CBM 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 12 13 CBM 26-May-2021 Wednesday Buddha Pournima 13 14 CBM 21-Jul-2021 Wednesday Bakri Id 14 15 CBM 15-Aug-2021 Sunday Independence Day 15 16 CBM 16-Aug-2021 Monday Parsi New Year 16 17 CBM 19-Aug-2021 Thursday Moharram 17 18 CBM 10-Sep-2021 Friday Ganesh Chaturthi 18 19 CBM 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 19 20 CBM 15-Oct-2021 Friday Dussehra 20 21 CBM 19-Oct-2021 Tuesday Id-E-Milad 21 22 CBM 04-Nov-2021 Thursday Diwali-Laxmi Pujan 22 23 CBM 05-Nov-2021 Friday Diwali-Balipratipada 23 24 CBM 19-Nov-2021 Friday Gurunanak Jayanti 24 25 CBM 25-Dec-2021 Saturday Christmas 25 26 CD 26-Jan-2021 Tuesday Republic Day 1 27 CD 19-Feb-2021 Friday Chatrapati Shivaji Jayanti 2 28 CD 11-Mar-2021 Thursday Mahashivratri 3 29 CD 29-Mar-2021 Monday Holi 4 30 CD 01-Apr-2021 Thursday Annual Bank Closing 5 31 CD 02-Apr-2021 Friday Good Friday 6 32 CD 13-Apr-2021 Tuesday Gudi Padwa 7 33 CD 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 8 34 CD 21-Apr-2021 Wednesday Ram Navami 9 35 CD 25-Apr-2021 Sunday Mahavir Jayanti 10 36 CD 01-May-2021 Saturday Maharashtra Day 11 37 CD 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 12 38 CD 26-May-2021 Wednesday Buddha Pournima 13 39 CD 21-Jul-2021 Wednesday Bakri Id 14 40 CD 15-Aug-2021 Sunday Independence Day 15 41 CD 16-Aug-2021 Monday Parsi New Year 16 42 CD 19-Aug-2021 Thursday Moharram 17 43 CD 10-Sep-2021 Friday Ganesh Chaturthi 18 44 CD 02-Oct-2021 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CM 25-Dec-2021 Saturday Christmas 18 68 CMOT 26-Jan-2021 Tuesday Republic Day 1 69 CMOT 11-Mar-2021 Thursday Mahashivratri 2 70 CMOT 29-Mar-2021 Monday Holi 3 71 CMOT 02-Apr-2021 Friday Good Friday 4 72 CMOT 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 5 73 CMOT 21-Apr-2021 Wednesday Ram Navami 6 74 CMOT 25-Apr-2021 Sunday Mahavir Jayanti 7 75 CMOT 01-May-2021 Saturday Maharashtra Day 8 76 CMOT 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 9 77 CMOT 21-Jul-2021 Wednesday Bakri Id 10 78 CMOT 15-Aug-2021 Sunday Independence Day 11 79 CMOT 19-Aug-2021 Thursday Moharram 12 80 CMOT 10-Sep-2021 Friday Ganesh Chaturthi 13 81 CMOT 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 14 82 CMOT 15-Oct-2021 Friday Dussehra 15 83 CMOT 05-Nov-2021 Friday Diwali-Balipratipada 16 84 CMOT 19-Nov-2021 Friday Gurunanak Jayanti 17 85 CMOT 25-Dec-2021 Saturday Christmas 18 86 COM 26-Jan-2021 Tuesday Republic Day 1 87 COM 02-Apr-2021 Friday Good Friday 2 88 COM 25-Apr-2021 Sunday Mahavir Jayanti 3 89 COM 01-May-2021 Saturday Maharashtra Day 4 90 COM 15-Aug-2021 Sunday Independence Day 5 91 COM 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 6 92 COM 25-Dec-2021 Saturday Christmas 7 93 FO 26-Jan-2021 Tuesday Republic Day 1 94 FO 11-Mar-2021 Thursday Mahashivratri 2 95 FO 29-Mar-2021 Monday Holi 3 96 FO 02-Apr-2021 Friday Good Friday 4 97 FO 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 5 98 FO 21-Apr-2021 Wednesday Ram Navami 6 99 FO 25-Apr-2021 Sunday Mahavir Jayanti 7 100 FO 01-May-2021 Saturday Maharashtra Day 8 101 FO 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 9 102 FO 21-Jul-2021 Wednesday Bakri Id 10 103 FO 15-Aug-2021 Sunday Independence Day 11 104 FO 19-Aug-2021 Thursday Moharram 12 105 FO 10-Sep-2021 Friday Ganesh Chaturthi 13 106 FO 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 14 107 FO 15-Oct-2021 Friday Dussehra 15 108 FO 05-Nov-2021 Friday Diwali-Balipratipada 16 109 FO 19-Nov-2021 Friday Gurunanak Jayanti 17 110 FO 25-Dec-2021 Saturday Christmas 18 111 IRD 26-Jan-2021 Tuesday Republic Day 1 112 IRD 19-Feb-2021 Friday Chatrapati Shivaji Jayanti 2 113 IRD 11-Mar-2021 Thursday Mahashivratri 3 114 IRD 29-Mar-2021 Monday Holi 4 115 IRD 01-Apr-2021 Thursday Annual Bank Closing 5 116 IRD 02-Apr-2021 Friday Good Friday 6 117 IRD 13-Apr-2021 Tuesday Gudi Padwa 7 118 IRD 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 8 119 IRD 21-Apr-2021 Wednesday Ram Navami 9 120 IRD 25-Apr-2021 Sunday Mahavir Jayanti 10 121 IRD 01-May-2021 Saturday Maharashtra Day 11 122 IRD 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 12 123 IRD 26-May-2021 Wednesday Buddha Pournima 13 124 IRD 21-Jul-2021 Wednesday Bakri Id 14 125 IRD 15-Aug-2021 Sunday Independence Day 15 126 IRD 16-Aug-2021 Monday Parsi New Year 16 127 IRD 19-Aug-2021 Thursday Moharram 17 128 IRD 10-Sep-2021 Friday Ganesh Chaturthi 18 129 IRD 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 19 130 IRD 15-Oct-2021 Friday Dussehra 20 131 IRD 19-Oct-2021 Tuesday Id-E-Milad 21 132 IRD 05-Nov-2021 Friday Diwali-Balipratipada 22 133 IRD 19-Nov-2021 Friday Gurunanak Jayanti 23 134 IRD 25-Dec-2021 Saturday Christmas 24 135 MF 26-Jan-2021 Tuesday Republic Day 1 136 MF 11-Mar-2021 Thursday Mahashivratri 2 137 MF 29-Mar-2021 Monday Holi 3 138 MF 02-Apr-2021 Friday Good Friday 4 139 MF 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 5 140 MF 21-Apr-2021 Wednesday Ram Navami 6 141 MF 25-Apr-2021 Sunday Mahavir Jayanti 7 142 MF 01-May-2021 Saturday Maharashtra Day 8 143 MF 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 9 144 MF 21-Jul-2021 Wednesday Bakri Id 10 145 MF 15-Aug-2021 Sunday Independence Day 11 146 MF 19-Aug-2021 Thursday Moharram 12 147 MF 10-Sep-2021 Friday Ganesh Chaturthi 13 148 MF 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 14 149 MF 15-Oct-2021 Friday Dussehra 15 150 MF 04-Nov-2021 Thursday Diwali-Laxmi Pujan 16 151 MF 05-Nov-2021 Friday Diwali-Balipratipada 17 152 MF 19-Nov-2021 Friday Gurunanak Jayanti 18 153 MF 25-Dec-2021 Saturday Christmas 19 154 NDM 26-Jan-2021 Tuesday Republic Day 1 155 NDM 19-Feb-2021 Friday Chatrapati Shivaji Jayanti 2 156 NDM 11-Mar-2021 Thursday Mahashivratri 3 157 NDM 29-Mar-2021 Monday Holi 4 158 NDM 01-Apr-2021 Thursday Annual Bank Closing 5 159 NDM 02-Apr-2021 Friday Good Friday 6 160 NDM 13-Apr-2021 Tuesday Gudi Padwa 7 161 NDM 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 8 162 NDM 21-Apr-2021 Wednesday Ram Navami 9 163 NDM 25-Apr-2021 Sunday Mahavir Jayanti 10 164 NDM 01-May-2021 Saturday Maharashtra Day 11 165 NDM 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 12 166 NDM 26-May-2021 Wednesday Buddha Pournima 13 167 NDM 21-Jul-2021 Wednesday Bakri Id 14 168 NDM 15-Aug-2021 Sunday Independence Day 15 169 NDM 16-Aug-2021 Monday Parsi New Year 16 170 NDM 19-Aug-2021 Thursday Moharram 17 171 NDM 10-Sep-2021 Friday Ganesh Chaturthi 18 172 NDM 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 19 173 NDM 15-Oct-2021 Friday Dussehra 20 174 NDM 19-Oct-2021 Tuesday Id-E-Milad 21 175 NDM 04-Nov-2021 Thursday Diwali-Laxmi Pujan 22 176 NDM 05-Nov-2021 Friday Diwali-Balipratipada 23 177 NDM 19-Nov-2021 Friday Gurunanak Jayanti 24 178 NDM 25-Dec-2021 Saturday Christmas 25 179 NTRP 26-Jan-2021 Tuesday Republic Day 1 180 NTRP 19-Feb-2021 Friday Chatrapati Shivaji Jayanti 2 181 NTRP 11-Mar-2021 Thursday Mahashivratri 3 182 NTRP 29-Mar-2021 Monday Holi 4 183 NTRP 01-Apr-2021 Thursday Annual Bank Closing 5 184 NTRP 02-Apr-2021 Friday Good Friday 6 185 NTRP 13-Apr-2021 Tuesday Gudi Padwa 7 186 NTRP 14-Apr-2021 Wednesday Dr.Baba Saheb Ambedkar Jayanti 8 187 NTRP 21-Apr-2021 Wednesday Ram Navami 9 188 NTRP 25-Apr-2021 Sunday Mahavir Jayanti 10 189 NTRP 01-May-2021 Saturday Maharashtra Day 11 190 NTRP 13-May-2021 Thursday Id-Ul-Fitr (Ramzan ID) 12 191 NTRP 26-May-2021 Wednesday Buddha Pournima 13 192 NTRP 21-Jul-2021 Wednesday Bakri Id 14 193 NTRP 15-Aug-2021 Sunday Independence Day 15 194 NTRP 16-Aug-2021 Monday Parsi New Year 16 195 NTRP 19-Aug-2021 Thursday Moharram 17 196 NTRP 10-Sep-2021 Friday Ganesh Chaturthi 18 197 NTRP 02-Oct-2021 Saturday Mahatma Gandhi Jayanti 19 198 NTRP 15-Oct-2021 Friday Dussehra 20 199 NTRP 19-Oct-2021 Tuesday Id-E-Milad 21 200 NTRP 04-Nov-2021 Thursday Diwali-Laxmi Pujan 22 [ reached 'max' / getOption("max.print") -- omitted 21 rows ]`
