Extracting EOD Data from BSE

July 19, 2011
By

[This article was first published on My Paper Trades, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.

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
setwd('D:/')
 
#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
tryCatch({
#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
temp<-subset(temp,select=c("DATE","SYMBOL","NAME","OPEN","HIGH","LOW","CLOSE","LAST","VOLUME"))
 
#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)
}else
{
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")
file.remove(junk)

To leave a comment for the author, please follow the link and comment on their blog: My Paper Trades.

R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.



If you got this far, why not subscribe for updates from the site? Choose your flavor: e-mail, twitter, RSS, or facebook...

Tags: , ,

Comments are closed.

Search R-bloggers

Sponsors

Never miss an update!
Subscribe to R-bloggers to receive
e-mails with the latest R posts.
(You will not see this message again.)

Click here to close (This popup will not appear again)