In rsquaredacademy/nse2r: Fetch Data from 'National Stock Exchange (India)'

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nse2r

Fetch data from the National Stock Exchange, India.

Overview

NSE (National Stock Exchange) is the leading stock exchange of India, located in the city of Mumbai. While users can manually download data from NSE through a browser, importing this data into R becomes cumbersome. The nse2r R package implements the retrieval of data from NSE and aims to reduce the pre-processing steps needed in analyzing such data.

nse2r is inspired by and a port of the Python package nsetools. The authors and contributors for this R package are not affiliated with NSE and NSE does not offer support for this R package.

With nse2r, you can fetch the following data related to:

• stocks
  • quote for a given stock
  • stock description
  • validate stock symbol/ticker
  • most actively traded stocks in a month
  • 52 week high/low
  • top gainers/losers for the last trading session
• index
  • list of NSE indices
  • validate index symbol/ticker
  • quote for a given index
• futures & options
  • top gainers/losers for the last trading session
• pre open market data
  • nifty
  • nifty bank
• indices advances & declines

Installation

You can install the development version of nse2r from GitHub with:

# install.packages("devtools")
devtools::install_github("rsquaredacademy/nse2r")

Usage

library(nse2r)

nse2r uses consistent prefix nse_ for easy tab completion.

• nse_index_ for index
• nse_stock_ for stocks
• nse_fo_ for futures and options
• nse_preopen_ for preopen data

Preprocessing

nse2r does basic data preprocessing which are listed below:

• modify column data types from character to numeric and Date
• modify column names
  • make them more descriptive
  • to snake_case from camelCase

Users can retain the names and format as returned by NSE using the clean_names argument and setting it to FALSE.

Index

Fetch Indices Quote

nse_index_quote()

# retain original column names as returned by NSE
nse_index_quote(clean_names = FALSE)

Stock

Top gainers for the last trading session.

nse_stock_top_gainers()

# retain original column names as returned by NSE
nse_stock_top_gainers(clean_names = FALSE)

Stocks that have touched their 52 week highs during the day

nse_stock_year_high()

# retain original column names as returned by NSE
nse_stock_year_high(clean_names = FALSE)

Most actively traded stocks in a month

nse_stock_most_traded()

# retain original column names as returned by NSE
nse_stock_most_traded(clean_names = FALSE)

Futures & Options

Top futures and options gainers for the last trading session.

nse_fo_top_gainers()

# retain original column names as returned by NSE
nse_fo_top_gainers(clean_names = FALSE)

Pre Open Market Data

Fetch data of pre open session of Nifty Bank.

nse_preopen_nifty_bank()

# retain original column names as returned by NSE
nse_preopen_nifty(clean_names = FALSE)

Advances & Declines

nse_advances_declines()

# retain original column names as returned by NSE
nse_advances_declines(clean_names = FALSE)

rsquaredacademy/nse2r documentation built on Nov. 19, 2022, 10:16 p.m.