GUIDE · NIFTY TIMEFRAMES · CATALOG VERIFIED 2026-11-11

NIFTY 1-minute vs 1-second option data: which one to download

Options Data (optionsdata.shop) sells NIFTY option chains at two resolutions. 1-minute (JAN 2023 → NOV 2026) holds every traded strike of the nearest expiries and suits most strategy research. 1-second (JAN 2023 → OCT 2026) holds the nearest expiries at strikes around the money plus a NIFTY spot file per day, and suits entries, stops and slippage that a minute bar hides. Both are Parquet or CSV. Start at the NIFTY option chain dataset or the 1-second dataset.

NIFTY 1-minute option data NIFTY 1-second packs Get free sample by email

Get the free sample by email → check the columns

Dates on this page are read from the live file catalog, not typed by hand. Full matrix: /coverage.

NIFTY option data: 1-minute vs 1-second

	1-minute	1-second
Coverage	JAN 2023 → NOV 2026	JAN 2023 → OCT 2026
Strikes	Every traded strike of the expiry	Strikes around the money
Expiries per day	Nearest expiries (two; three from 3 Aug 2026)	Nearest weekly; three expiries from 30 Jun 2026
Underlying	Futures and spot in the Complete packs	Spot file per day with atm_strike and straddle
Fields	OHLC, volume, OI, strike, expiry, call/put	Same, per second
Best for	Strategy research across many expiries	Execution detail, stops, expiry-day moves

When 1-minute data is enough

Most option strategies (straddles and strangles at a fixed time, spreads, OI-based filters, multi-day holds) decide and exit on timescales of minutes. A 1-minute bar gives you the traded open, high, low and close of each contract in that minute, and the full width of the chain lets you test far strikes and hedges.

Use 1-minute when you need breadth: many years of expiries, every strike, futures and spot alongside. The NIFTY Complete packs put all three on the same clock.

When you need 1-second data

Inside one minute, an expiry-day option can move far enough to trigger a stop and recover. A 1-minute bar shows the high and low, but not which came first, so a stop-and-target backtest has to guess. 1-second bars remove most of that guess.

Use 1-second for tight stops, scalps around the money, fill and slippage studies, and expiry-afternoon behaviour. The daily spot file includes atm_strike and straddle, computed from the nearest-expiry options in the same second. File structure and checks: how the NIFTY 1-second data is built.

What a missing bar means in each

In both resolutions a contract only has a row for a bar in which it has data; nothing is forward-filled. Near-the-money strikes are close to continuous; far strikes appear in bursts. In 1-second files many bars have zero volume, so use volume > 0, not the presence of a row, as evidence of a trade.

You can always build 1-minute bars from 1-second ones, but not the reverse. If you are unsure, test the idea on 1-minute first and buy 1-second only for the period where execution matters.

import pandas as pd
df = pd.read_parquet("NIFTY_OPT_1sec_2026-09-10_exp2026-09-15.parquet")
# 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"})
df["datetime"] = pd.to_datetime(df["datetime"])
m = (df.set_index("datetime")
        .groupby(["strike_price", "right"])
        .resample("1min")
        .agg({"open": "first", "high": "max", "low": "min", "close": "last",
              "volume": "sum", "open_interest": "last"})
        .dropna(subset=["close"]))

Exactly which fields are in the files

Options files

Column (layout A · layout B)	Type	Meaning
datetime · timestamp	timestamp	Bar start time, IST wall-clock (e.g. 2026-09-10 09:15:00)
stock_code · —	string	Underlying code: NIFTY, or BSESEN for SENSEX
exchange_code · —	string	NFO (NSE F&O) or BFO (BSE F&O)
product_type · —	string	Options
expiry_date · expiry	string	Contract expiry (A: 15-SEP-2026, B: 2026-09-15)
strike_price · strike	number	Strike price
right · option_type	string	A: Call / Put, B: CE / PE
open / high / low / close	float	Traded premium OHLC within the bar
volume	int	Volume traded in the bar
open_interest · oi	int	Open interest at that bar (SENSEX has gaps where it is 0 — see /free/schema)

Each row is one contract in one bar: traded OHLC, volume and open interest, with strike, expiry and call/put on every row.

Format: Parquet. Validate on the free sample and the schema page before buying.

FAQ

Is 1-second NIFTY option data worth it over 1-minute?

Only when execution inside a minute matters: tight stops, scalps, slippage or expiry-day moves. For most strategy research 1-minute is enough and covers every strike.

How far back does NIFTY 1-second option data go?

NIFTY 1-second options cover JAN 2023 → OCT 2026; 1-minute covers JAN 2023 → NOV 2026. Each pack page shows its exact dates.

Does the 1-second data include every strike?

No. It holds the nearest expiries at strikes around the money. The 1-minute files hold every traded strike of the nearest expiries.

Can I convert 1-second data to 1-minute?

Yes. Resample per strike and side with first/max/min/last for OHLC and sum for volume, as in the code on this page.

Is there a free sample of both?

Yes. The free sample is sent by email: NIFTY options at 1-minute and a separate 1-second day, with your email and mobile number.

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