Context

In-order to validate various trading strategies and to come up with new trading strategies, historical data is a must. Once historical data is available, there are various backtesting tools such as "Backtesting.py" which helps users to easily validate their strategies and generate extensive reports.

Content

This dataset contains minute by minute OHLC (Open, High, Low, Close) data for two leading Indian stock market indices (NIFTY and BANKNIFTY) for the time period of 2008 to 2020. PS: BANKNIFTY data is available only from 2010 to 2020

Data for each index is placed in a folder named after the index. Inside the folder, the data is available both in consolidated and year wise segregated form.

For EOD data since 1990 please refer Indian Stock Market EOD Data(1990 onwards) dataset

Acknowledgements

This data is sourced from "https://tradingtuitions.com/intraday-1-minute-data-free-download/". Only minor processing such as removing inconsistent columns is performed. In 2015 BankNifty data some interpolation is done to account for missing data. All other OHLC data is maintained as it is.

Photo Credits: Jason Leung on Unsplash