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 Tariff (.pdf)

  Download Real Time Tariff for CDS (.pdf)

  Download Real Time Technical Specification CM Level 1 (.pdf)

  Download Real Time Technical Specification CM Level 2 (.pdf)
  
  Download Real Time Technical Specification CM Level 3 (.pdf)

  Download Real Time Technical Specification CM Tick by Tick (.pdf)

  Download Real Time Technical Specification F&O Level 1 (.pdf)

  Download Real Time Technical Specification F&O Level 2 (.pdf)

  Download Real Time Technical Specification F&O Level 3 (.pdf)

  Download Real Time Technical Specification F&O Tick by Tick (.pdf)

  Download Real Time Technical Specification WDM (.pdf)

  Download Real Time Technical Specification SLBM Level 1 (.pdf)

  Download Real Time Technical Specification SLBM Level 2 (.pdf)

  Download Real Time Technical Specification CDS Level 1 (.pdf)

  Download Real Time Technical Specification CDS Level 2 (.pdf)

  Download Real Time Technical Specification CM (Offline Recovery for Level 1 & Level 2) (.pdf)

  List of Authorized Data Vendors/Redistributors (.pdf)

• 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.

  Downloads:

  Download Technical Specification 15 minute delayed snapshot CM (.pdf)

  Download Technical Specification 15 minute delayed snapshot F&O (.pdf)
   

• 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

  Downloads:

  Download Technical Specification 5 minute snapshot CM (.pdf)

  Download Technical Specification 5 minute snapshot F&O (.pdf)

  Download Technical Specification 5 minute snapshot CDS (.pdf)

  Download Technical Specification 5 minute snapshot WDM (.pdf)

  Download Technical Specification 2 minute snapshot CM (.pdf)

  Download Technical Specification 2 minute snapshot F&O (.pdf)

  Download Technical Specification 1 minute snapshot CM (.pdf)

  Download Technical Specification 1 minute snapshot F&O (.pdf)
   

• 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

  Downloads:

  Download Technical Specification End of Day CM and F&O (.pdf)

  Download Technical Specification End of Day WDM (.pdf)
   

• 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 Settlement Data
  Member (NSE)	6,000	6,000	10,000	5,000	5,000
  Others	15,000	15,000	25,000	10,000	10,000

  Downloads:

  Download Technical Specification for End of Day - Post Trade Index Data (.pdf)

  Download Technical Specification End of Day - Post Trade CM (.pdf)

  Download Technical Specification End of Day-Post Trade  F&O (.pdf)

  Download Technical Specification End of Day - Post Trade Corporate Bond Settlement Data (.pdf)

   

• 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.

  Downloads:

  Download Technical Specification EOD 20-Deep CSV for CM  (.pdf)

  Download Technical Specification EOD 20-Deep CSV for F&O (.pdf)

   

• 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.

  Downloads:

  Download Historical Trade Data Tariff (.pdf)

  Download  Historical Trade Data Undertaking (.doc)

  Download Data details for CM (.pdf)

  Download Sample Files for CM (.zip)

  Download Data details for F&O (.pdf)

  Download Sample Files for F&O (.zip)

  Download Data details for WDM (.pdf)

  Download Sample Files for WDM (.zip)
   

• 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.
  
  Downloads:

  Download Historical Order Data Tariff (.pdf)

  Download Historical Order Data Undertaking (.doc)

  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

  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:

  Download Technical Specification Corporate Data (.pdf)

Contact Us:

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

Prachee Chavan / Pankaj Agarwal / Manish Dhanuka
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