Data and Info vending Products of NSE

The data and info-vending services of National Stock Exchange (NSE) are provided through DotEx International Limited (DoteEx) which is a separate professional set-up dedicated solely for this purpose. DotEx provides NSE's market quotes and data for Capital Market Segment (CM), Futures and Options Segment (F&O), Wholesale Debt Market Segment (WDM), Securities Lending & Borrowing Market (SLBM), Currency Derivative Market Segment (CDS) and Corporate Data.


DotEx currently provides the following products:
1.  NSE’s online Real time Data Feed.
2.  NSE’s 5 minute, 2 minute and 1 minute Snapshot Data
3.  NSE’s End of Day data
4.  Historical Data
5.  Corporate Data



1. NSE’s online Real time Data Feed.

Real Time Data Feed is high speed streaming composite signal of Data providing Stock Exchange trade quotations and other related information pertaining to the trading on the Capital Market, Wholesale Debt Market, Futures and Options Segments, Securities Lending & Borrowing Market and Currency Derivatives Market Segment of NSE.

NSE’s real time data is provided in three levels (level 1, level 2 and tick by tick). Level 2 provides market depth data upto 5 best bid and ask prices.The real time data feed is provided in TCP-IP format. It is provided on-line through a dedicated 2 mbps channelized E1 private leased line circuits. This line shall be owned by the customer and the line should be from National Stock Exchange, Mumbai to the premises of the customer. Alternatively, the customer can take the data from one of our authorised data vendors.


Downloads:

  1. Real Time Tariff

  2. Technical Specification CM Level 1

  3. Technical Specification CM Level 2
  4. Technical Specification CM Tick by Tick
  5. Technical Specification F&O Level 1

  6. Technical Specification F&O Level 2
  7. Technical Specification F&O Tick by Tick
  8. Technical Specification WDM

  9. Technical Specification SLBM Level 1

  10. Technical Specification SLBM Level 2

  11. Technical Specification CDS Level 1

  12. Technical Specification CDS Level 2


2. NSE’s 5 minute, 2 minute and 1 minute Snapshot Data

Snapshot Data feed contains data pertaining to Stock Exchange trade quotations and other related information pertaining to the trading on Capital Market, Wholesale Debt Market, Futures & Options and Currency Derivative Segments of National Stock Exchange of India Limited. This data is generated in binary format at a regular interval of 5, 2 or 1 minute. Snapshot Data is provided in binary file format over the internet and requires the use of an FTP protocol to download these files. The tariff applicable for Snapshot data is as under:


Annual Charges for 5 minute snapshot data:
Segment Fee
Capital Market Segment 200,000
Futures & Option Segment 200,000
Wholesale Debt Market Segment 100,000


Annual Charges for 2 minute snapshot data:
Segment Fee
Capital Market Segment 600,000
Futures & Option Segment 600,000


Annual Charges for 1 minute snapshot data:
Segment Fee
Capital Market Segment 10,00,000
Futures & Option Segment 10,00,000


Downloads:

  1. Technical Specification 5 minute snapshot CM

  2. Technical Specification 5 minute snapshot F&O
  3. Technical Specification 5 minute snapshot CDS
  4. Technical Specification 5 minute snapshot WDM

  5. Technical Specification 2 minute snapshot CM

  6. Technical Specification 2 minute snapshot F&O
  7. Technical Specification 1 minute snapshot CM

  8. Technical Specification 1 minute snapshot F&O

 


3. NSE’s End of Day data

The End of Day data files are generated in binary format at the end of each trading day. These files contain the End of Day bhavcopy information along with security and trade details pertaining to the Capital Market, Wholesale Debt Market and Futures and Options Segments of National Stock Exchange of India Limited. The tariff applicable for subscription of End of Day data is as under:


Annual Charges for End of Day Data:
Segment Fee
Capital Market and Futures & Option Segment 25,000
Wholesale Debt Market Segment 10,000


Downloads:

  1. Technical Specification End of Day CM and F&O

  2. Technical Specification End of Day WDM


4. Historical data

In order to help researchers as well as market participants to undertake research work in the Capital Market (cash), Futures & Option Market (F&O) and Wholesale Debt Market, Currency Derivative Market historical trades data (high frequency tick by tick data) is provided on CDs. More details



5. Corporate Data

Corporate Data contains data pertaining to company fundamentals, corporate announcements and shareholding pattern. This data is provided on-line through a dedicated 2 mbps channelised E1 private leased line circuit. The cost of subscription of this data is Rs. 10,00,000 per annum.

Downloads:

  1. Technical Specification Corporate Data


Contact Us:

In case you are desirous of subscribing to the above mentioned products then kindly get in touch with:

Ved Malla / Prachee Chavan
DotEx International Ltd.
Exchange Plaza
Plot no. C - 1, Block G
Bandra-Kurla Complex
Bandra (E), Mumbai - 400 051
Telephone: (91 - 22) 26598385
Fax: (91 - 22) 26598120/8384
E-mail: dotex@nse.co.in


Top