Indian Options Archive

Help: files, payment and delivery

What does one file contain?

One instrument type for one trading day: for options, one expiry of one index on one day, every strike and both calls and puts. Futures files hold one contract month for one day, and index files hold the index level for one day.

Which fields are included?

Timestamp, open, high, low, close and volume on every row. Options add strike, call or put, expiry and open interest; futures add expiry and open interest. Two column-name layouts exist (older and newer files) and both are documented in the data dictionary that comes with every download.

How are timestamps defined?

In Indian Standard Time, labelled at the start of each bar. For index products the first regular bar is 09:15 and the last is 15:29.

Are volume and open interest in lots?

No, in units: the number of contracts multiplied by the lot size in force on that date. Divide by the lot size to get lots.

Which tools can read the files?

Parquet opens directly in pandas, polars, DuckDB, Spark, R (arrow) and most BI tools. If you prefer CSV, your order page offers a CSV download of the same data.

Can I see the data before buying?

Yes. The free samples include a full NIFTY expiry day at 1 minute, a week of NIFTY options at 1 minute, and a NIFTY day at 1 second, each with a data dictionary.

Are stock options included?

No. The archive covers index derivatives (NIFTY, SENSEX, BANKEX and the other indices named on each pack) and MCX commodities.

How do I pay and download?

Tell the assistant what you need, or click Get this data on a pack, and leave your name and email. We email you the details, the price and how to pay. When the payment is confirmed, the download link for every part of the pack arrives by email.

Is this a subscription?

No. Each pack is a single purchase and the files are yours to keep. The price is in the email you get before you pay.

Is this investment advice?

No. Indian Options Archive sells historical market data for research, education and backtesting.

Something else? Ask us, or download the free samples.