REFERENCE · NO EMAIL
File schema — every column, every type
Every column in every file we sell: the two column layouts, which date ranges use each, where the feed-supplied iv column appears, and open interest gaps. No signup.
Two column layouts
Files ship exactly as stored, and the archive uses two column layouts. Layout A is the one in the free sample and in recent files. Layout B is used by most files from mid-2023 to 14 Aug 2026; its option files include an iv column.
OPT columns
| # | Layout A (sample, recent files) | Layout B (most older files) |
|---|---|---|
| 1 | datetime | timestamp |
| 2 | stock_code | open |
| 3 | exchange_code | high |
| 4 | product_type | low |
| 5 | expiry_date | close |
| 6 | strike_price | volume |
| 7 | right | oi |
| 8 | open | strike |
| 9 | high | option_type |
| 10 | low | expiry |
| 11 | close | iv |
| 12 | volume | |
| 13 | open_interest |
Layout B: option_type is CE/PE, expiry is YYYY-MM-DD. Layout A: right is Call/Put, expiry_date is DD-MON-YYYY.
FUT columns
| # | Layout A (sample, recent files) | Layout B (most older files) |
|---|---|---|
| 1 | datetime | timestamp |
| 2 | stock_code | open |
| 3 | exchange_code | high |
| 4 | product_type | low |
| 5 | expiry_date | close |
| 6 | open | volume |
| 7 | high | oi |
| 8 | low | symbol |
| 9 | close | expiry |
| 10 | volume | |
| 11 | open_interest |
SPOT columns
| # | Layout A (sample, recent files) | Layout B (most older files) |
|---|---|---|
| 1 | datetime | timestamp |
| 2 | stock_code | open |
| 3 | exchange_code | high |
| 4 | open | low |
| 5 | high | close |
| 6 | low | volume |
| 7 | close | atm_strike |
| 8 | volume | straddle |
| 9 | straddle_iv |
A few layout B spot files have only timestamp and OHLCV.
Which files use which layout
| Dataset | Layout A (no iv) | Layout B |
|---|---|---|
| NIFTY options 1-min | Jan–Jun 2023; from 17 Aug 2026 | 3 Jul 2023 – 14 Aug 2026 (with iv) |
| NIFTY options 1-sec | from 30 Jun 2026 | 2 Jan 2023 – 29 Jun 2026 (with iv) |
| SENSEX options 1-min | from 17 Aug 2026 | 7 Nov 2023 – 14 Aug 2026 (with iv) |
| SENSEX options 1-sec | all files (no iv) | — |
| MCX options 1-min | — | all files (with iv) |
| FINNIFTY, MIDCPNIFTY, BANKEX options 1-min | all except 15 Jul – 14 Aug 2026 | 15 Jul – 14 Aug 2026 (with iv) |
| NIFTY / SENSEX futures 1-min | before Jul 2023, some scattered days, and from 17 Aug 2026 (SENSEX also 26 Dec 2025 – 3 Jul 2026; NIFTY 26 Dec 2025 – 28 Apr 2026) | most days Jul 2023 (SENSEX Nov 2023) – 14 Aug 2026; never an iv column |
| NIFTY / SENSEX spot 1-min | before Jul 2023 (SENSEX before Nov 2023), some scattered days, and from 17 Aug 2026 | most days Jul 2023 – 14 Aug 2026, usually with atm_strike, straddle, straddle_iv |
| NIFTY spot 1-sec | — | all files (with atm_strike, straddle, straddle_iv) |
| MCX, FINNIFTY, MIDCPNIFTY, BANKEX futures and spot 1-min | all except 15 Jul – 14 Aug 2026 | 15 Jul – 14 Aug 2026 (spot with straddle_iv; futures never iv) |
The iv and straddle_iv values are taken as-is from the data feed. They are not independently computed or verified.
Open interest
- NIFTY options (1-min and 1-sec) and futures carry open interest.
- 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.
- SENSEX futures 1-min: OI is 0 on 17 days in Jul–Nov 2024, from 26 Dec 2025 – 3 Jul 2026 and 17–26 Aug 2026; present otherwise.
- SENSEX 1-second option files have OI = 0 throughout.
- BANKEX files have OI = 0 except 15 Jul – 14 Aug 2026.
Normalise the names (pandas)
# older files use layout B names; map them to the sample names
df = df.rename(columns={"timestamp": "datetime", "strike": "strike_price",
"option_type": "right", "expiry": "expiry_date",
"oi": "open_interest"})
if "right" in df:
df["right"] = df["right"].replace({"CE": "Call", "PE": "Put"})
Free sample vs paid packs
The free zip at /sample holds three trading days of NIFTY options at 1-minute (2026-09-15, a weekly expiry day, plus 2026-09-16 and 2026-09-17). The sample has 13 columns (layout A, no iv); most older 1-minute option files use layout B and also include iv.
No file has Greeks or bid/ask — not the free sample and not any paid pack. There is also no order-book depth and no true tick-by-tick (the finest bar is 1 second).
Load in pandas
Step-by-step: How to load 1-minute NIFTY options Parquet in pandas.