Extracting EOD Data from BSE

July 19, 2011

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Earlier, I had worked around to download Bhavcopy from NSE. Now, I would make a similar attempt to download the BSE Bhavcopy

Objective: Download Bhavcopy (Equity) from http://www.bseindia.com and save only relevant columns Date, Symbol, Name, Open, High, Low, Close, Last and Volume.

Here is the R Code for the same

#Define Working Directory, where files would be saved
#Define start and end dates, and convert them into date format
startDate = as.Date("2011-05-26", order="ymd")
endDate = as.Date("2011-06-06", order="ymd")
#work with date, month, year for which data has to be extracted
myDate = startDate
zippedFile <- tempfile()
while (myDate <= endDate){
filenameDate = paste(as.character(myDate, "%y%m%d"), ".csv", sep = "")
downloadfilename=paste("eq", as.character(myDate, "%d%m%y"), "_csv.zip", sep = "")
monthfilename=paste(as.character(myDate, "%y%m"),".csv", sep = "")
temp =""
#Generate URL
myURL = paste("http://www.bseindia.com/bhavcopy/", downloadfilename, sep = "")
#retrieve Zipped file
#Download Zipped File
download.file(myURL,zippedFile, quiet=TRUE, mode="wb")
#Unzip file and save it in temp
temp <- read.csv(unzip(zippedFile))
#Rename Columns Volume and Date
colnames(temp)[1] <- "SYMBOL"
colnames(temp)[2] <- "NAME"
colnames(temp)[12] <- "VOLUME"
#Define Date format
temp$DATE <- as.Date(myDate, format="%d-%b-%Y")
#Reorder Columns and Select relevant columns
#Write the BHAVCOPY csv - datewise
write.csv(temp,file=filenameDate,row.names = FALSE)
#Write the csv in Monthly file
if (file.exists(monthfilename))
write.table(temp,file=monthfilename,sep=",", eol="\n", row.names = FALSE, col.names = FALSE, append=TRUE)
write.table(temp,file=monthfilename,sep=",", eol="\n", row.names = FALSE, col.names = TRUE, append=FALSE)
#Write the file Symbol wise
#Print Progress
#print(paste (myDate, "-Done!", endDate-myDate, "left"))
}, error=function(err){
#print(paste(myDate, "-No Record"))
myDate <- myDate+1
#print(paste(myDate, "Next Record"))
#Delete temp file - Bhavcopy
junk <- dir(pattern="EQ")

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