Name: 1 M+ Real Time Stock Market Data [NSE/BSE]
Creator: Kaggle
License: https://creativecommons.org/licenses/by-sa/4.0/

About this Dataset

1 M+ Real Time Stock Market Data [NSE/BSE]

Context

Starting something in FinTech is the most difficult thing. You have no open data. These days I'm trying to do some algo-trading. Maybe not in true sense, because it's not high frequency scalping. But anyway that's that.

What?

The data gives almost-Realtime data for half of the Nifty 50 stocks for last week of May and first 2 Weeks of July.

Now here is the obvious question. The dataset does not have timestamp. That's because it is collected via Web-Socket streaming as it happens. Sometimes once in a couple of seconds, sometimes 10-15 times in the same span. So there is no point to timestamp IMHO. Anyway it'll be client-side timestamp, so not a true timestamp.

Description

tick_data.csv contains only the price-volume data.
volume: total volumes traded for the day
last_price: denotes the quote price for latest trade
List item instrument_list.csv contains description of the underlying instrument.

P.S:

**All the data points are not tick-by-tick update. Rather it is mostly an update after 600 ms, provided a trade happened **

Tables

Instruments

@kaggle.deeiip_1m_real_time_stock_market_data_nse.instruments

2.92 MB
92,855 rows
12 columns

CREATE TABLE instruments (
  "instrument_token" BIGINT,
  "exchange_token" BIGINT,
  "tradingsymbol" VARCHAR,
  "name" VARCHAR,
  "last_price" DOUBLE,
  "expiry" TIMESTAMP,
  "strike" DOUBLE,
  "tick_size" DOUBLE,
  "lot_size" BIGINT,
  "instrument_type" VARCHAR,
  "segment" VARCHAR,
  "exchange" VARCHAR
);

Log Inf

@kaggle.deeiip_1m_real_time_stock_market_data_nse.log_inf

65.26 MB
916,722 rows
42 columns

CREATE TABLE log_inf (
  "timestamp" TIMESTAMP,
  "instrument_token" BIGINT,
  "last_price" DOUBLE,
  "volume" BIGINT,
  "sell_quantity" BIGINT,
  "last_quantity" BIGINT,
  "change" DOUBLE,
  "average_price" DOUBLE,
  "n__open" DOUBLE  -- Open,
  "high" DOUBLE,
  "low" DOUBLE,
  "close" DOUBLE,
  "depth_buy_price_0" DOUBLE,
  "depth_buy_orders_0" BIGINT,
  "depth_buy_quantity_0" BIGINT,
  "depth_sell_price_0" DOUBLE,
  "depth_sell_orders_0" BIGINT,
  "depth_sell_quantity_0" BIGINT,
  "depth_buy_price_1" DOUBLE,
  "depth_buy_orders_1" BIGINT,
  "depth_buy_quantity_1" BIGINT,
  "depth_sell_price_1" DOUBLE,
  "depth_sell_orders_1" BIGINT,
  "depth_sell_quantity_1" BIGINT,
  "depth_buy_price_2" DOUBLE,
  "depth_buy_orders_2" BIGINT,
  "depth_buy_quantity_2" BIGINT,
  "depth_sell_price_2" DOUBLE,
  "depth_sell_orders_2" BIGINT,
  "depth_sell_quantity_2" BIGINT,
  "depth_buy_price_3" DOUBLE,
  "depth_buy_orders_3" BIGINT,
  "depth_buy_quantity_3" BIGINT,
  "depth_sell_price_3" DOUBLE,
  "depth_sell_orders_3" BIGINT,
  "depth_sell_quantity_3" BIGINT,
  "depth_buy_price_4" DOUBLE,
  "depth_buy_orders_4" BIGINT,
  "depth_buy_quantity_4" BIGINT,
  "depth_sell_price_4" DOUBLE,
  "depth_sell_orders_4" BIGINT,
  "depth_sell_quantity_4" BIGINT
);