GUIDE · SENSEX FUTURES DATA · CATALOG VERIFIED 2026-11-11

SENSEX futures historical data download at 1-minute

SENSEX futures historical data at 1-minute comes in the SENSEX Complete packs on Options Data (optionsdata.shop), alongside SENSEX options and the index. Futures cover NOV 2023 → NOV 2026; each listed contract is stored per trading day with its expiry in the file name, with OHLC, volume and open interest.

SENSEX Complete, 1 year SENSEX data overview Get free sample by email File schema

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

File layout

One file per trading day per listed futures contract, e.g. SENSEX_FUT_1min_<day>_exp<expiry>.parquet, and one index file per day, SENSEX_SPOT_1min_<day>.parquet. Timestamps are IST bar start; the first bar is 09:15.

The index covers JAN 2022 → NOV 2026, so basis (futures minus index) can be computed minute by minute.

Build a continuous front-month series

Keep the nearest contract on each day, or roll a few sessions early once the next contract trades more. The snippet keeps the nearest.

import re, pandas as pd
from pathlib import Path
pat = re.compile(r"SENSEX_FUT_1min_(\d{4}-\d{2}-\d{2})_exp(\d{4}-\d{2}-\d{2})")
parts = [pd.read_parquet(f).assign(day=m[1], exp=m[2])
         for f in Path("SENSEX").rglob("SENSEX_FUT_1min_*.parquet") if (m := pat.search(f.name))]
df = pd.concat(parts)
front = df[df["exp"] == df.groupby("day")["exp"].transform("min")]

Which pack

Futures are not sold alone: take SENSEX Complete, 1 year, 3 years, or NIFTY + SENSEX Complete for both indices.

Exactly which fields are in the files

Futures files

Column (layout A · layout B)	Type	Meaning
datetime · timestamp	timestamp	Bar start time, IST wall-clock
stock_code · symbol	string	Underlying / contract code
expiry_date · expiry	string	Futures contract expiry
open / high / low / close	float	Traded price OHLC within the bar
volume	int	Volume traded in the bar
open_interest · oi	int	Open interest at that bar

Each futures row is one contract in one minute: traded OHLC, volume and open interest, with the contract expiry on every row.

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

FAQ

Can I download SENSEX futures data on its own?

SENSEX futures come in the Complete packs, with options and the index.

How far back does SENSEX futures data go?

NOV 2023 → NOV 2026 at 1-minute.

Is open interest included?

Yes, on every futures row.

Get the data

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