BSE Historical Data
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Historical Data

Historical data for Stocks and Corporate Data can be provided as standard products, i.e. without filtering for user selected data points, or on customized basis.

Trade & Order Book Data

Order Book

The Order Book contains all the valid orders that are received on BSE. The Order book includes information about the order type, updation or deletion of orders and retention types.

Trade Book

The Trade Book contains all the trades carried out on BSE along with the time stamp of the trade and the Order IDs of the sell order and the buy order.

A Scripmaster file containing the details of the instruments which are listed on the exchange is provided separately along with the Trade Book and the Order Book.

The Order Book and the Trade Book can be subscribed either as standalone products or as a package.

Data Availability
Data Type Available* Readily Available**
Trade Book 1999-Till Date 2003-Till Date
Order Book - 2005-Till Date

*Available - The data will have to be retrieved from the data warehouse after receiving the requirement.

**Readily Available - The data can be provided immediately after receiving the payment.

This data is available for daily download as well as a consolidated file for the earlier periods. The data is presented in form of .csv files compressed using WinRAR format. The Daily files are available for download through the Internet. The historical files will be available on DVDs.