One of my TI forum members IV had a requirement for BSE Quotes along with Delivery Quantity. This made me implement "merge" function of R coding (thanks to the great work done by people behind various packages and guidance available on R Mailing lists)...

Earlier, I had worked around to download Bhavcopy from NSE. Now, I would make a similar attempt to download the BSE BhavcopyObjective: Download Bhavcopy (Equity) from http://www.bseindia.com and save only relevant columns Date, Symbol, Name, Open, High...

My prime interest being the Indian financial markets, the first step would be to get the data to play around. NSE India provides EOD of data as bhavcopies. The same are stored as zipped files at their servers. Downloading them one by one for a larger t...