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SENSEX Options + Spot · 1-second · May 2024 to date

SENSEX options and spot at 1-second bars from 27 May 2024, being extended to the current date as new trading days are added: the nearest expiries, OHLC and volume, one Parquet file per trading day per expiry plus a daily spot file. Open interest is not included (the OI column is 0 in these files). One download.

Dates27 May 2024 – present
FormatParquet
Resolution1 Second
InstrumentsSENSEX · Options + Spot

SENSEX 1-second OI is 0.

Data to date; new trading days are added as they arrive.

Columns

Options · 13 columns
ColumnMeaning
datetimeBar start time (IST)
stock_codeUnderlying symbol
exchange_codeExchange segment
product_typeOptions / Futures
expiry_dateContract expiry
strike_priceStrike price
rightCall or Put
openFirst traded price in the bar
highHighest traded price
lowLowest traded price
closeLast traded price
volumeQuantity traded in the bar
open_interestOpen interest

Some files use these names instead: timestamp, open, high, low, close, volume, oi, strike, option_type, expiry

Spot · 8 columns
ColumnMeaning
datetimeBar start time (IST)
stock_codeUnderlying symbol
exchange_codeExchange segment
openFirst traded price in the bar
highHighest traded price
lowLowest traded price
closeLast traded price
volumeQuantity traded in the bar

Some files use these names instead: timestamp, open, high, low, close, volume, atm_strike, straddle

Rename snippet (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"})

What exactly is in the files

  • Folders: one per instrument and dataset (for example SENSEX/OPT_1sec/), 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.

NIFTY options + spot · 1-secondOne trading day (10 Sep 2026), two expiries plus spot, with README and data dictionary.Same 1-second file layout, shown on NIFTY.NIFTY_OPT_1sec_SAMPLE.zip
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SENSEX options + futures + spot · 1-minuteOne trading day (21 Oct 2026): options, three futures months and spot.SENSEX contracts at 1-minute; the 1-second files use the same columns.SENSEX_1min_2026-10-21_SAMPLE.zip
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No Greeks or bid/ask. Schema · Coverage

Datasets: Expired option contracts

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