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NSE F&O historical data download for index derivatives: NIFTY options and futures
What an NSE F&O historical data download covers for index derivatives: NIFTY options and futures at 1-minute, how it differs from end-of-day bhavcopy, and how to load it.
"F&O data" can mean an end-of-day summary file or full intraday history. The exchange's daily files give one row per contract per day. For backtesting intraday or expiry strategies you need minute bars. Our archive covers the NIFTY index derivatives at 1-minute; it does not cover stock F&O.
End-of-day versus intraday
- End-of-day: one open, high, low, close, settlement and open interest per contract per day. Good for positioning studies, not for entries and exits.
- 1-minute intraday: the same fields for every minute a contract traded. What you need for anything that trades inside the day.
Options and futures together
import pandas as pd
day = "2026-10-27"
opt = pd.read_parquet(f"NIFTY_OPT_1min_{day}_exp2026-10-28.parquet")
fut = pd.read_parquet(f"NIFTY_FUT_1min_{day}_exp2026-11-25.parquet")
# basis of the futures over the index, every minute
spot = pd.read_parquet(f"NIFTY_SPOT_1min_{day}.parquet")
basis = fut.set_index("timestamp")["close"] - spot.set_index("timestamp")["close"]File and column names follow the same pattern across segments, so one loader handles all three.
Packs with options, futures and the index: 3 years, since 2020.
Questions
Does this include stock F&O?
No. The archive covers index derivatives: NIFTY on NSE, SENSEX and BANKEX on BSE, and MCX commodities.
Is it end-of-day or intraday?
Intraday, at 1-minute, with a 1-second option for NIFTY and SENSEX.
Are NIFTY futures included?
Yes, in the Complete packs, with options and the index.