DATASET · VERIFIED 2026-10-01
SENSEX Options 1-Second Data (BSE Chain)
Options Data sells BSE SENSEX option chain history at 1-second resolution covering MAY 2024 → DEC 2025 — the BSE option chain at 1-second bars (OHLC and volume; the OI column is 0 in these files) — as PARQUET files you download and keep priced per trading day (957 files, 8.9 GB, verified 2026-10-01).
Coverage in this archive
| Series | Segment | TF | Span | Files | Size |
|---|---|---|---|---|---|
| SENSEX | OPT | 1sec | MAY 2024 → DEC 2025 | 828 | 8.9 GB |
| SENSEX | FUT | 1sec | — | 0 | 0 B |
| SENSEX | SPOT | 1sec | MAY 2024 → DEC 2024 | 129 | 54.8 MB |
FAQ
Is second-level SENSEX options data available anywhere else?
We have not found another retail source. Vendors that sell BSE derivatives sell a live feed with a short history window; the free datasets are NSE-only. If you find another source selling second-level BSE chain history, we would genuinely like to know.
Is this tick data?
No. It is a 1-second bar series — open, high, low, close and volume per second in which the contract traded. It is not every individual trade print.
Does SENSEX 1-second data include open interest or IV?
No. SENSEX 1-second option files have OI = 0 throughout. These files use the 13-column layout of the free sample, with no iv column, no Greeks and no bid/ask. For SENSEX OI use the 1-minute files: SENSEX options 1-min: open interest is present 7 Nov 2023 – 20 Apr 2026 and 6 Jul – 14 Aug 2026; it is 0 from 21 Apr – 3 Jul 2026 and from 17 Aug 2026.
Why is the SENSEX 1-second span shorter than NIFTY?
BSE second-level depth at the source begins later than NSE, and SENSEX weekly expiries themselves are newer. The coverage table shows what is actually held rather than what we would like to hold.
Can I buy SENSEX 1-second data now?
SENSEX 1-second is not a self-serve pack yet. Send the window you need through the request form and we reply with what we hold and a price. NIFTY 1-second packs are self-serve on the homepage.
Related
No file has Greeks or bid/ask. Many option files include an iv column taken as-is from the data feed (not independently verified); the free sample does not. See the file schema.