NSE India Stocks (Indices)

Context

nifty50.csv
The NIFTY 50 index is National Stock Exchange of India's benchmark stock market index for Indian equity market. It is a well diversified 50 stock index accounting for 22 sectors of the economy. It is used for a variety of purposes such as bench-marking fund portfolios, index based derivatives and index funds.

banknifty.csv
Bank Nifty represents the 12 most liquid and large capitalized stocks from the banking sector which trade on the National Stock Exchange (NSE). It provides investors and market intermediaries a benchmark that captures the capital market performance of Indian banking sector.

Content

A data frame with 8 variables: index, date, time, open, high, low, close and id. For each year from 2013 to 2016, the number of trading data of each minute of given each date. The currency of the price is Indian Rupee (INR).

• index : market id
• date: numerical value (Ex. 20121203- to be converted to 2012/12/03)
• time: factor (Ex. 09:16)
• open: numeric (opening price)
• high: numeric (high price)
• low: numeric (low price)
• close: numeric (closing price)

Inspiration

Initial raw data sets are very complex and mixed datatypes. These are processed properly using R libraries like dplyr, stringr and other data munging packages. The desired outputs are then converted into a CSV format to use for further analysis.