Get Option data/spot price from NSE India website using Python

	'''
	Created on Oct 26, 2013
	@author: pokerface
	This code gets the spot price and options data from NSE India(www.nseindia.com) website
	'''
	import urllib2
	from BeautifulSoup import BeautifulSoup
	import datetime
	import pandas
	import csv
	import os
	import re
	import logging
	logging.basicConfig(format='%(levelname)s %(asctime)s:%(message)s',level=logging.DEBUG)
	get_text = lambda x: x.getText()
	option_site = 'http://www.nseindia.com/live_market/dynaContent/live_watch/option_chain/optionKeys.jsp?symbol=<symbol>&date=<expiry>&instrument=<imnt_type>'
	future_site = 'http://www.nseindia.com/live_market/dynaContent/live_watch/get_quote/GetQuoteFO.jsp?underlying=<symbol>&instrument=<imnt_type>'
	fut_imnt_type = {'stock':'FUTSTK','index':'FUTIDX'}
	opt_imnt_type = {'stock':'OPTSTK','index':'OPTIDX'}
	def convert_to_date(dt):
	try:
	return datetime.datetime.strptime(dt[:2] + dt[2:5].title() + dt[5:],"%d%b%Y")
	except ValueError:
	return None
	def convert_to_float(num):
	try:
	return float(num.replace(',',''))
	except ValueError:
	return None
	def get_soup(site):
	"""get the html source for a web site"""
	try:
	logging.debug("Getting data from:" + site)
	hdr = {'User-Agent': 'Web-Scraping',
	'Accept': 'text/html,application/xhtml+xml,application/xml;q=0.9,*/*;q=0.8',
	'Accept-Charset': 'ISO-8859-1,utf-8;q=0.7,*;q=0.3',
	'Accept-Encoding': 'none',
	'Accept-Language': 'en-US,en;q=0.8',
	'Connection': 'keep-alive'}
	req = urllib2.Request(site, headers = hdr)
	page = urllib2.urlopen(req).read()
	return BeautifulSoup(page)
	except:
	logging.debug("Check the site: " + str(site))
	raise
	def get_spot_price(symbol,isIndex = True):
	"""Get spot price of an index or stock"""
	logging.debug("Getting spot price for index: " + str(symbol))
	imnt_type = fut_imnt_type['index'] if isIndex else fut_imnt_type['stock']
	soup = get_soup(future_site.replace("<symbol>", symbol).replace("<imnt_type>", imnt_type))
	try:
	return float(eval(soup.find("div", {"id": "responseDiv"}).getString().replace('null', 'None'))['data'][0]['lastPrice'].replace(",",""))
	except:
	logging.debug("Check the site: " + str(site))
	raise
	def get_expiries(symbol):
	"""Get option expiries"""
	soup = get_soup(option_site.replace("<symbol>", symbol).replace("<expiry>", "-").replace("<imnt_type>", "-"))
	expiries = []
	for i in soup.findAll('select')[1].findChildren('option'):
	exp = convert_to_date(i.getText())
	if exp:
	expiries.append(exp)
	return expiries
	def get_option_data(symbol, location, isIndex = True):
	"""get option data from NSE web site for a given symbol e.g. NIFTY(all expiries) and save it as a csv to a given location"""
	expiries = get_expiries(symbol)
	for expiry in expiries:
	imnt_type = opt_imnt_type['index'] if isIndex else opt_imnt_type['stock']
	soup = get_soup(option_site.replace("<symbol>", symbol).replace("<expiry>", expiry.strftime("%d%b%Y").upper()).replace("<imnt_type>",imnt_type))
	spot_price = get_spot_price(symbol, isIndex)
	trade_date = datetime.datetime.strptime(re.findall(r'\w{3}\s\d{2},\s\d{4}', soup.findAll('table')[0].findChildren('td')[1].findChildren('span')[1].getText())[0],'%b %d, %Y')
	table = soup.findAll('table')[2]
	rows = table.findAll('tr')
	headers =[]
	header_cells = rows[1].findAll('th')
	for i in header_cells:
	headers.append(str(i.get('title')).replace(' ','_'))
	call_length = len(header_cells)/2 +1
	tup = []
	for row in rows[2:]:
	opts = map(convert_to_float,map(get_text, row.findAll('td')))
	call = opts[:call_length]
	call += ['call', trade_date.strftime('%Y%m%d'), spot_price, expiry.strftime('%Y%m%d')]
	logging.debug(call)
	tup.append(tuple(call))
	put = opts[-call_length:][::-1]
	put += ['put', trade_date.strftime('%Y%m%d'), spot_price, expiry.strftime('%Y%m%d')]
	logging.debug(put)
	tup.append(tuple(put))
	logging.debug('tuple:' + str(tup))
	headers = headers[:call_length] + ['CallPut', 'trade_date', 'spot_price', 'expiry']
	df = pandas.DataFrame(tup, columns = headers)
	file = location + '/' + symbol + '_' + trade_date.strftime('%Y%m%d') + '_' + expiry.strftime('%Y%m%d') + '.csv'
	df.to_csv(file)
	logging.debug("Successfully saved:" + file)
	if __name__ == '__main__':
	print get_spot_price("ICICIBANK",isIndex = False)
	print get_spot_price("NIFTY",isIndex = True)
	get_option_data("ICICIBANK", 'D:/data', isIndex = False)
	get_option_data("NIFTY", 'D:/data', isIndex = True)

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