NIFTY Options + Spot · 1-second · 2023

₹5,999 one-time · no GST added · pay by UPI

Calendar year 2023 of NIFTY options and spot at 1-second bars: 245 trading days, one Parquet file per day.

Dates

2 Jan 2023 – 29 Dec 2023

Format

Parquet · ~3.7 GB · 490 files

Resolution

1 Second

Instruments

NIFTY · Options + Spot

Option files include an iv column taken as-is from the feed (not verified). NIFTY OI is complete.

Includes data through 29-dec-23. Forward updates not included.

Buy · ₹5,999 ⬇ Free sample · no email

Coverage by series

Columns

Options — Layout A (same as the free sample): datetime, stock_code, exchange_code, product_type, expiry_date, strike_price, right, open, high, low, close, volume, open_interest.
Layout B (most older files): timestamp, open, high, low, close, volume, oi, strike, option_type, expiry, iv.

Spot — Layout A (same as the free sample): datetime, stock_code, exchange_code, open, high, low, close, volume.
Layout B (most older files): timestamp, open, high, low, close, volume, atm_strike, straddle, straddle_iv.

NIFTY options + spot at 1-second, Parquet. Option files up to 29 Jun 2026 hold one expiry per trading day (the nearest weekly, calls and puts, strikes around the money); from 30 Jun 2026 each day has three expiries (the nearest weeklies plus the current monthly). Option files dated 2 Jan 2023 – 29 Jun 2026 use layout B, including an iv column taken as-is from the data feed (not independently verified); option files from 30 Jun 2026 use layout A (13 columns, no iv). Spot files carry OHLC plus atm_strike, straddle and straddle_iv. No Greeks, no bid/ask, no 1-second futures.

Many option files include an `iv` column taken as-is from the data feed; it is not independently computed or verified. NIFTY options 1-min carry it for Jul 2023 – 14 Aug 2026, NIFTY options 1-sec for 2 Jan 2023 – 29 Jun 2026 and SENSEX options 1-min for Nov 2023 – 14 Aug 2026; files outside those ranges have no iv column. Some spot 1-min files carry `straddle_iv`.

NIFTY options (1-min and 1-sec) and futures carry open interest.

Not in any file: Greeks, bid/ask quotes, order-book depth or tick-by-tick trade prints. Many option files do include an iv column taken as-is from the data feed (not independently computed or verified) — see /free/schema for the date ranges.

Full details: file schema · live coverage.