Products & Services
Data and Info vending Products of NSE
The data and info-vending services of National Stock Exchange (NSE) are provided through DotEx International Limited (DotEx) 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:
NSE’s online Real time Data Feed.
NSE’s real time data is provided in three levels (level 1, level 2,level 3 and tick by tick). Level 2 provides market depth data upto 5 best bid and ask prices and Level 3 provides market depth data upto 20 best bid and ask prices .The real time data feed is provided in TCP-IP format. It is provided on-line through a dedicated 2-10 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:Download Real Time Technical Specification F&O Level 3 (.pdf)
Real time Index Product
Through Real Time Index Product, on real time basis all the NSE’s indices information is disseminated.
Real time Index product Feed Details Tariff ( per year) CNX Nifty Index 2, 50,000 Single index other than CNX Nifty 1, 00,000 All Indices 4, 50,000
Real-time Stock-wise Product
Through Real Time Stock-wise Product, market information is disseminated for the subscribed Stocks. Stock wise feed would be provided in CSV format at specified time interval.
Real-time Stock-wise Product Feed Details Tariff ( per year) Single stock 10,000 Up to 5 stocks (of a group company) 25,000 For additional stocks (more than 5, maximum up to 10 stocks) 2,500
15-Min delayed snapshot data
15-Min delayed snapshot data product provides files generated with 15 minutes delay on regular 1 minute interval basis on the NSEIL's Internet Based Information System server that is available through internet. The vendors are required to connect to this server through internet and use FTP protocol to download the files. The cost of subscribing to this product directly through DotEx of through authorized Data Vendor is Rs.50,000 per annum per segment for redistributing to the end users and Rs.10,000 per annum per segment per medium for display purpose.
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 2,50,000 Futures & Option Segment 2,50,000 Wholesale Debt Market Segment 1,25,000 Currency Derivatives Segment 1,25,000
Annual Charges for 2 minute snapshot data:
Segment Fee () Capital Market Segment 7,50,000 Futures & Option Segment 7,50,000
Annual Charges for 1 minute snapshot data:
Segment Fee () Capital Market Segment 12,50,000 Futures & Option Segment 12,50,000
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 Segment and Futures & Option Segment 25,000 Wholesale Debt Market Segment 10,000
NSE’s End of Day Post-Trade Data
The End of Day post trade product provides post -trade information of Capital Market Segment and Futures and Option Segment, Index Segment and Corporate Bonds settlement data . This new product will make your operational activities more efficient and time-saving. The product also features a data archival facility, which will help you in managing archival directories at the client side. The tariff applicable for subscription of End of Day Post Trade product is as under:
Annual Charges for End of Day Post- Trade Data in Rupees ():
Category CM FAO CM & FAO Index Corporate Bond
Member (NSE) 6,000 6,000 10,000 5,000 5,000 Others 15,000 15,000 25,000 10,000 10,000
NSE's EOD 20-deep CSV file
This product provides latest order and trade information of securities up to the order book depth of 20.The annual subscription fee of Rs.4,00,000/- each for Capital Market and Futures & Options segment.
Historical Trade data
Historical high frequency tick by tick trades data is provided on DVDs/CDs and through internet download facility. The historical data is available for the Capital Market Segment, Futures & Option Segment and Wholesale Debt Market Segment. Historical Data contains (a) Day wise bhavcopy for each trading day, (b) Circulars issued by NSE or NSCCL during the month, (c) Masters containing information like symbols, series, ISINs etc., (d) Snapshots of the limit order book at four time points in the day and (e) Trades data containing details about every trade that took place.
Note : The sample files are in .GZ format. To open the files following steps need to be followed:
- Download and save the zip file on your system
- Extract the files using 7-zip
- Open the new spreadsheet and drag or drop the file there in, else
- Open the file using spreadsheet directly
- Alternatively, the file can be opened in ‘note pad’
Historical Order data
The historical order data data is provided on hard Disk and is available for the Capital Market Segment, Futures & Option Segment and Currency Derivatives Segment.This product will provide order and trade level information along with index value for CNX Nifty and Junior Nifty.The hard disk can be provided by the client or else the hard disk cost will be charged in addition to the tariff mentioned above.
Download Historical Order Data Layout (.pdf)
Clients interested in procuring the historical data need to make the payment by way of Demand draft/cheque in favour of "Dotex International Limited" payable at Mumbai and need to provide an undertaking signed on a stamp paper of Rs. 300/- (Rupees Three Hundred Only) which is to be notarized on a non-judicial stamp paper.The hard disk can be provided by the client or the hard disk can be procured by DotEx and the cost will be charged in addition to the tariff mentioned above.
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.
Announcement of Commercial Policy on Data Feed Product
Corporate Bond Market Data product
Corporate Bond data product will cover all the OTC Trades of Listed bonds and OTC Trades of unlisted bonds that are reported on the National Stock Exchange’s Corporate Bond Reporting & Integrated Clearing System.
Annual Charges for Corporate Bond Market Data product:
Segment Fee () Corporate Bond Market Data 3,00,000
In case you are desirous of subscribing to the above mentioned products then kindly get in touch with:
DotEx International Ltd.
Plot no. C - 1, Block G
Bandra (E), Mumbai - 400 051
Telephone: (91 - 22) 26598385
Fax: (91 - 22) 26598120/8384