WealthTechnical EOD Downloader

Free software that downloads end-of-day files published by NSE and BSE to your PC and converts them for MetaStock, AmiBroker, NinjaTrader and more. It is not affiliated with NSE or BSE, and WealthTechnical LLP does not supply or redistribute market data.

1. Getting started

The window has three parts: Status at the top (last trading day per exchange, daily update on/off) with the Download / Update now, Re-export only and Stop buttons; the progress line (one line per exchange, time running and time left); and three tabs: Log (live), Settings (data folder, exchanges, formats, daily update) and Tools & help (review list, manual adjustments, spot-check, support file, guides, updates).

1. Data folder (Settings tab). On first start the program asks where to save your data. Choose any folder (for example D:\MarketData). It is remembered, so you never enter it again.
2. Exchanges. Tick NSE and/or BSE. The dates next to them are how far back history goes (NSE from 1994, BSE from 1990).
3. Output formats. Tick the formats you use.
4. Click Download / Update now. The first run downloads the full history. That takes about an hour per exchange at Fast, depending on your internet. You can click Stop at any time, and it continues where it left off next time. While it runs, the line under the progress bar shows how long it has been running, about how long is left in the current step and when it should finish.

Download speed: Fast suits most users. If the exchange refuses requests, the tool slows down by itself. Choose Safe if it keeps happening.

2. Daily automatic update and daily use

Under Automatic daily update, set a time (default 19:30, after the exchanges publish) and click Turn on. Every weekday the tool then:

• downloads the new day's prices for stocks and indices
• applies new splits, bonuses and symbol changes
• updates every folder and format

The PC needs to be on and logged in at that time. If it isn't, the next run catches up all missed days automatically. The Status box shows the last trading day received for each exchange.

Your daily routine (about a minute)

Once a week: open the Review list and look at unexplained_price_jumps.csv (see section 9). The Daily use button in the program shows these steps too.

Health status: is everything right?

Click Health status (next to Download / Update now) whenever you like - no fixed time is needed. It checks every day added since the last check, up to the last downloaded day, and takes a minute or two. Nothing is changed.

• Data: no missed or failed days (exchange holidays allowed for); the newest day's file is complete.
• Your programs' files: every ticked program's folder exists and holds every stock, and no stock is behind.
• Prices: 25 random stocks - each new day in each program's file is compared with the exchange's own price (adjusted for any later split or bonus).
• Splits and bonuses of the last 90 days were really applied in the files.
• Accuracy of splits and bonuses (whole history): on each ex-date the exchange's price really moved by the factor; the exchange's own previous close in its daily file confirms the factor; with NSE and BSE both ticked, both exchanges have the same splits/bonuses and the same adjusted prices.
• Rebuild check: 10 random stocks (60 once a week) are rebuilt from the raw prices and must equal your files exactly. If not, Re-export only rewrites them.
• Symbol changes: the history joins up where a stock was renamed.
• Indices, database integrity, backups, warnings in the log, free disk space.

Old exchange records. The exchanges' own split/bonus lists contain some old mistakes and gaps (mostly from before 2017). Findings about them - and about symbol changes and NSE vs BSE differences - are reviewed by WealthTechnical, and corrections arrive with program updates. Health status shows them as one line, "being reviewed by WealthTechnical - nothing for you to do", and they do not count as problems. The full details are saved in the health folder and go with Send report and the support file.

The result shows in the Status box (green: all passed; red: problems). In the Health report tab, problems are listed first, each with What to do. Send report to WealthTechnical e-mails the report; Copy report copies it for a chat. Every report is kept in <data folder>\health\.

3. Where your data is

Everything is inside the Data folder shown at the top. You choose it the first time you start the program; it is remembered from then on, also for the daily update. To move it later, click Browse… and choose another folder. The NSE folder / BSE folder buttons open each format's folder.

exports\
  NSE\
    Stocks\       MetaStock\  NinjaTrader8\  AmiBroker\  WealthTool\  CSV\
    Indices\      MetaStock\  NinjaTrader8\  AmiBroker\  WealthTool\  CSV\  index_symbols.csv
    Watchlists\   Lists\  MetaStock\WL_NIFTY50\ ...  NinjaTrader8\
  BSE\            (the same)

All prices are adjusted for splits and bonuses (not dividends). The raw exchange data is kept unchanged in the database.

Updating from a version before 1.3.3 moves the old folders into this layout once, in seconds; nothing is downloaded or rewritten. Afterwards point MetaStock (File → Open), AmiBroker and NinjaTrader at the new folders once.

4. Using with MetaStock

• In MetaStock use File → Open, browse to exports\NSE\Stocks\MetaStock\ and open a folder such as 01_2-D. Indices: exports\NSE\Indices\MetaStock\.
• Stocks are split into folders of about 1,000. A stock always stays in the same folder, so your saved charts and Explorer settings keep working.
• For an index member list, open its folder in exports\NSE\Watchlists\MetaStock\, e.g. WL_NIFTY50. To scan just that group, point Explorer at that folder.
• MetaStock reads the folders directly, so updates appear automatically. If MetaStock has a folder open during the update, that folder is updated on the next run.

5. Using with AmiBroker

1. First time: File → Import ASCII, choose all files in exports\NSE\Stocks\AmiBroker\ (indices: exports\NSE\Indices\AmiBroker\), and pick the format file NSE_EOD.format found in the same folder.
2. Daily: import just _latest_day.txt, which holds only the newest day for all stocks.
3. Watchlists: Symbol → Watch List → Import and choose a file from exports\NSE\Watchlists\Lists\.
4. After a split or bonus: re-import the stocks listed in review\history_changed_since_last_export.txt. AmiBroker keeps its own copy, so their old prices need replacing.

6. Using with NinjaTrader 8

NinjaTrader 8 is free for charting and analysis: download it here; watch the video on how to download NinjaTrader 8 (also the green Get NinjaTrader 8 FREE button in the program). The NinjaTrader 8 guide button in the program shows these steps and opens the folder.

What is in exports\NSE\Stocks\NinjaTrader8\

Names: NinjaTrader names use only letters and digits (M&M → MM, BAJAJ-AUTO → BAJAJAUTO). BSE stocks end in BSE (RELIANCEBSE), so NSE and BSE can be used side by side. Names never change once given.

First time

1. Control Center → Tools → Import → Historical Data.
2. Format NinjaTrader (timestamps represent end of bar time), data type Last, time zone (UTC+05:30) Chennai, Kolkata, Mumbai, New Delhi.
3. Click Select files, open folder 01_…, press Ctrl+A, Open, then Import. Repeat for each numbered folder, then Indices\NinjaTrader8. One folder at a time keeps NinjaTrader fast.

Create instrument lists

1. Control Center → Tools → Instrument Lists, click New and name the list (e.g. NSE 01_A-C, NIFTY50, NSE Indices).
2. Open the matching …-NT8-Symbol-Import-List.txt in Notepad, Ctrl+A, Ctrl+C.
3. Paste the names into the list (or use Import if your NinjaTrader version shows it) and save.

Every day

1. The program updates by itself in the evening (or click Download / Update now).
2. In NinjaTrader: Tools → Import → Historical Data, same settings, select all files in DAILY and Import. Missing a few days is fine: DAILY holds 10 days and NinjaTrader replaces bars it already has.
3. If REIMPORT has files, import them too.

Prices are already adjusted for splits and bonuses and rounded to 2 decimals. Do not apply splits again inside NinjaTrader.

7. Splits, bonuses and symbol changes

• Automatic: splits, bonuses and consolidations. When the ex-date arrives, the stock's whole history is re-adjusted in every format.
• Automatic: symbol changes (NSE) and ticker changes (BSE). The history continues under the new name, in the same MetaStock folder. Changes are listed in review\symbol_changes_applied.txt.
• Manual: rights issues, demergers and schemes need a decision. They are listed in corporate_actions_to_review.csv. To adjust one, click Manual adjustments and add a line: SYMBOL,YYYY-MM-DD,factor,note. The factor multiplies prices before that date: 1:5 split = 0.2, 1:1 bonus = 0.5. A factor of 1 cancels a wrong automatic entry.

8. Indices and watchlists

With Indices & watchlists ticked, you get:

• Indices: about 100 NSE indices (Nifty 50, Bank, sector indices, India VIX) and BSE indices (Sensex, BSE 100, BSE 500…), updated daily. Old names such as CNX Nifty are merged into today's name. Index symbols are listed in exports\NSE\Indices\index_symbols.csv.
• Watchlists: members of 24 NSE indices, refreshed daily, and BSE stocks by industry, refreshed weekly.

9. The review files

Spot-check sample creates a sheet with the last 30 days of 50 random stocks and the main indices, so you can compare a few against your broker's charts.

10. Troubleshooting

The program talks to you

Blue lines in the Log tab explain what is happening in plain words: why the first download takes long (and how to save time by ticking only the programs you use), that later runs fetch only the new days, what was done when a split, bonus or symbol change arrived, and when the next automatic update will run. Tools & help → Questions & answers covers the questions most users have.

The log in the window

The box at the bottom shows the log live: each step as it starts and ends, how long it took, warnings in orange and errors in red. Untick Details for just the summary. Copy today's log copies today's lines so you can paste them into a message to support; Open log file opens the full file.

11. Getting help

Click Create support file. It saves a zip on your Desktop with the logs, settings and review lists (no price data). Send it to WealthTechnical LLP through www.wealthtechnical.com with a short description of the problem.

Write / suggest (gold button, bottom right) sends us a message from your own e-mail. Click Add files… to attach screenshots or files, or tick Also attach today's log and the latest health report. My e-mail app attaches them for you (Outlook, Thunderbird and similar); for Gmail or Outlook.com the program puts them in one zip and opens its folder, so you drag it into the e-mail.

Disclaimer and privacy. WealthTechnical LLP does not store, host, sell or redistribute any market data: the data is downloaded directly from the NSE and BSE websites onto your own PC, for your own use only (do not redistribute, sell or host it). To count users, the program sends an anonymous install ID, the program and Windows version and the exchanges and formats you tick, on the first run and once a day; no name, e-mail, files or market data. Switch it off in Settings ("Count this PC"). The full Terms of Use and Disclaimer are shown and accepted at installation and first start; read them again any time in Tools & help > Terms of use.

Messages from WealthTechnical (news, new versions, exchange changes) appear in a yellow bar at the top; click Read. All messages are in Tools & help > Messages.

© WealthTechnical LLP. NSE and BSE are trademarks of their respective owners.