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BSE F&O Bid/Ask Quotes, Jan 2025 to Jul 2026

SENSEX and BANKEX options plus BSE stock options, best bid/ask quotes with bid and ask sizes. 392 trading days, 1 Jan 2025 to 31 Jul 2026, 230 underlyings, about 2.4 billion quote rows. Open interest is present on most option rows. Parquet. One download.

Dates1 Jan 2025 – 31 Jul 2026
FormatParquet
Resolutionbidask
Instruments · BFO

SENSEX OI has gaps; BANKEX OI is 0 except 15 Jul – 14 Aug 2026.

Data through 31-jul-26. No future updates.

What quote data is for

These are best bid and ask quotes with their sizes, not traded bars. A 1-minute bar only shows prices that actually printed; quotes show what you could have bought or sold at, and how much. Use them to measure spreads, model fills at the touch, and estimate slippage on SENSEX and BANKEX options before trusting a backtest built on traded prices.

SENSEX expiry days moved twice in this window. From January 2025 weekly contracts moved from Friday to Tuesday (the 3 January 2025 weekly was the last Friday expiry), and for contracts expiring from September 2025 they moved to Thursday, with the first Thursday weekly on 4 September 2025. BANKEX monthly contracts moved to Tuesday and then to Thursday on the same dates. Take each contract's expiry from the data rather than from the calendar. Open interest gaps are listed above.

Pair it with SENSEX options 1-minute bars to check how wide the spread was when a signal fired. See also: SENSEX options dataset · SENSEX 1-minute guide

Columns

What exactly is in the files

  • Folders: one per instrument and dataset, plus a MANIFEST.txt listing every file. Large orders come in several zip parts; unzip them into the same folder.

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Real files in the same format and columns as the pack. Enter your email and mobile once; after that the download starts straight away.

SENSEX options + futures + spot · 1-minuteOne trading day (21 Oct 2026): options, three futures months and spot.No bid/ask sample yet: this shows the same contracts as traded 1-minute bars.SENSEX_1min_2026-10-21_SAMPLE.zip
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Best bid/ask quotes with sizes, not traded bars. Schema · Coverage

Datasets: SENSEX options 1-minute dataset

Updated · Options Data