This is a work in progress. Most of the NSE stuff is usable, but not complete.

Important modules are as follows -

• all_stocks_list - A utility that populates a DB table of all stocks traded on BSE and NSE. See the respective Util files for the stocks that are of interest to us. Utility - would likely 'stay in this repository'.
• get_stocks_nse - New way of downloading NSE stocks data. Application - will stay here.
• get_stocks_bse - Download data for individual stocks traded on BSE. Application - will stay here.
• get_indices_nse - Download data for indices traded on NSE. Application - will stay here.
• corp_actions_nse - Downloading corproate actions data for NSE. Mainly used to get Bonus/Split data to adjust historical prices. Application - will stay here.
• scrip_to_h5 - Few experiments with HDF5 store (not usable yet). (Most likely Deprecated), will go away
• read_sql_data - (Will move to 'library' repo.)
• process_pd_panel_lc and process_pd_panel_vector - Experimental files, will stay here.
• corp_actions_bse - Not in usable form. Will mostly be deprecated.

get_stock_nse and get_stocks_nse2 are used to download OHLCVD historical data for a stock. get_stock_nse2 - uses bhavcopy, get_stocks_nse is observed to be a bit unreliable, hence the second approach is the supported one.

get_stock_nse is used to download historical data sing bhavcopy method.

get_stocks_bse is used to download OHLCVD historical data for BSE scrips.

This downloaded data is kind of a staging data. Most of this data is maintained inside an SQLite3 DB. (So someone can directly go and use it).

corp_actions_nse and corp_actions_bse are used to get corp actions for an NSE or a BSE stock. NSE version is always preferred. BSE version is incomplete yet as there are a number of issues with that (eg. ex_date is missing in many cases, stocks split ratio is missing.) To really fill this data we'd do it manually later.

get_indices_bse and get_indices_nse are used to get indices historical data from 1-Jan-2002 or whichever is earlier. These two scrips need a bit more work.

all_stocks_list.py - is a script that generates 'master list' of all stocks traded on either NSE or BSE. We do not take stocks from all 'groups' in BSE we only take group A, B and T (D and DT - we may but they are not very liquid and hence not very useful). For NSE we are only interested in EQ and BE series

The structure of HDF file is being iterated, so it's really very very early right now to discuss in details.