SENSEX & NIFTY OHLC Minute & Second Data

@mattafareed4848

Hello I can deliver a clean, gap-free OHLC dataset for both SENSEX and NIFTY at 1-minute and 30-second intervals from 1 Apr 2025 to 31 Mar 2026 using verified sources like official exchange feeds (BSE/NSE via authorized vendors such as TrueData or Global Data Feeds), ensuring timestamps in IST and exact reconciliation with exchange data; shortened or halted sessions will be clearly flagged. Files will be provided in well-structured Excel sheets as requested within 3–5 days. Regards Muhammad

@bimzaman000

I can deliver exactly what you’re asking for—clean, structured, and fully validated OHLC datasets for both SENSEX and NIFTY across the specified timeframes. **Data Source & Accuracy** The data will be sourced from reliable, verifiable market data providers that mirror official exchange feeds (NSE/BSE-authorized vendors such as exchange-approved historical data APIs). I will ensure that all OHLC values reconcile with the official exchange data within acceptable rounding tolerance. **Coverage & Completeness** * Full coverage from **1 April 2025 to 31 March 2026** * Strict adherence to **IST timestamps** * **No missing intervals** during regular trading hours * Any **shortened or halted sessions will be explicitly flagged**, never backfilled with synthetic data **Deliverables** You will receive well-organized Excel workbook(s) with either separate sheets or files for: * 1-minute SENSEX * 1-minute NIFTY * 30-second SENSEX * 30-second NIFTY Each dataset will include: * Date-Time (IST) * Open * High * Low * Close * Volume (where available) **Data Integrity Checks** * Sequential timestamp validation (no gaps during trading hours) * Cross-verification against official exchange records * Clean formatting, ready for analysis or direct use I confirm I can supply **both 1-minute and 30-second intervals exactly as specified**, with complete coverage and high accuracy. Let me know if you’d like a small sample first before full delivery.

@nareshk44

With over 7 years of experience in the industry, I'm confident that I can handle your OHLC data requirements for the SENSEX and NIFTY indices impeccably. My core expertise lies in Data Analysis, Collection, and Management; skills that are vital for this project. Using Excel, I can provide you with clean, ready-to-use worksheets with separate sheets—or separate files—clearly labeled for 1-minute SENSEX/NIFTY and 30-second SENSEX/NIFTY. Each sheet will include Date-Time, Open, High, Low, Close, and (if available) Volume. When it comes to data sourcing, I'm committed to pulling figures only from reliable and verifiable sources to ensure that every open, high, low, and close matches the official exchange feed. If any session is shortened or halted, rest assured that I'll flag it explicitly instead of filling gaps with synthetic values. Having delivered numerous projects with complete accuracy and coverage like yours in the past while maintaining sequential timestamps in IST without missing out on any rows during market hours leads me to believe that I'd be an excellent fit for your project. Time is of the essence here - tap into my commitment for fast delivery without compromising quality. Am excited to start working on this project today!

@devanshkhandekar

Hi,I am a seasoned Applied Data Scientist(6+ yoe) & I can deliver the exact Excel workbooks you need (IST timestamps, no gaps in market hours, flags for halts/short sessions) for SENSEX + NIFTY at 1-minute and 30-second OHLC from exchange-grade sources. Relevant past work: >>Built market-data pipelines that ingest tick/intraday feeds, resample to strict bar intervals (1m/30s), run gap/duplicate audits, and export analyst-ready Excel/Parquet with reproducible checks. >>Implemented OHLC reconciliation and session-aware calendars (market hours, special sessions, halt detection) with automated validation reports. Data source plan: >>Primary (official): NSE 1-minute snapshot products for exchange-grade minute bars. >>Authorized vendors (recommended for 30-sec + robust history): -TrueData Market Data API (authorized vendor; real-time + historical via API). -Global Data Feeds (authorized vendor; APIs for real-time + historical, including intraday/tick). -For 30-second bars, I will either pull native 30s bars from vendor APIs (if available) or build them from tick/1-sec data to ensure exact OHLC integrity. Workflow: 1. Pull 01-Apr-2025 → 31-Mar-2026 data, normalize to IST, enforce exchange trading hours. 2. Build/validate OHLC (+ Volume if available), detect/flag gaps, halts, and shortened sessions (no synthetic fills). 3. Export Excel with 4 clearly labeled sheets/files: 1m SENSEX/NIFTY + 30s SENSEX/NIFTY, plus a small QA summary (gap counts, flagged sessions).

@Sahyadri96

1 minute can be given quickly Completed projects till now 1) Python + DhanAPI +Excel + VBA option scalping strategy 2) Python 21 EMA and 9 EMA crossover strategy on DhanAPI 3) Google sheet + FyersAPI trading 4) Google sheet + Algomojo + Upstox 5) Tradetron Banknifty option scalping strategy 6) Excel 2600 NSE 10 years data 7) Copytrading using python 8) Tradetron Supertrend + MACD Crossover Strategy 9) Dhan option chain with Greeks in Google spreadsheet via Google Appscript 10) Backtesting of Nifty options for wait and trade strategy 11) Trigger orders for Dhan Nifty options 12) Shoonya API:- Wait and trade strategy 13) Tradetron: RSI + ADX + EMA strategy 14) Python Moving avarage channel trading Algo 15) Kotak Neo: Turtle scalping strategy for options 16) Fyers Filtered option chain in Excel I can deliver any project in Trading. Readymade setups for Python available

@Ritesh11gupta

Hello, I'm very interested in 'SENSEX & NIFTY OHLC Minute & Second Data'. I've done very similar work and can bring that experience directly to your project. I value long-term client relationships and always go the extra mile to make sure you're happy with the outcome. Let's talk!

@mitalik10

Hello, Yes, I can prepare a clean Excel dataset containing the last twelve months of OHLC data for both the SENSEX and NIFTY indices with 1-minute and 30-second intervals up to 31 March 2026. The data will be collected from reliable market data sources such as the official exchange feeds and verified financial data providers. All timestamps will be in IST, and the dataset will maintain continuous sequencing during regular market hours. Any shortened or halted trading sessions will be clearly flagged rather than filled with synthetic values. I will deliver organized Excel workbook(s) with clearly labeled sheets for: – 1-minute SENSEX – 1-minute NIFTY – 30-second SENSEX – 30-second NIFTY Each sheet will include Date-Time, Open, High, Low, Close, and Volume (if available). Please let me know if you have a preferred official data source or API access for the exchange feed.