Datasets:

calender
/

indian-stock-hourly-2017-2021

date stringdate 2017-05-02 00:00:00 2021-12-31 00:00:00	time stringclasses 8 values	Open float64 7.61k 18.6k	High float64 7.63k 18.6k	Low float64 7.53k 18.6k	Close float64 7.58k 18.6k	Volume float64 1 13M	OpenInterest float64 0 26.8M ⌀	Ticker stringclasses 1 value
2017-05-02	09:00	9,337	9,372	9,337	9,364.2	1,528,575	null	NIFTY_FUT
2017-05-02	10:00	9,364	9,366	9,300	9,310.95	1,973,025	null	NIFTY_FUT
2017-05-02	11:00	9,310.95	9,316.5	9,281	9,307.2	1,555,575	null	NIFTY_FUT
2017-05-02	12:00	9,306.65	9,333.95	9,302.2	9,330.15	928,575	null	NIFTY_FUT
2017-05-02	13:00	9,329.1	9,344.85	9,318.1	9,324	988,725	null	NIFTY_FUT
2017-05-02	14:00	9,324	9,335	9,312.35	9,334	609,150	null	NIFTY_FUT
2017-05-02	15:00	9,334	9,343.75	9,331	9,341	969,150	null	NIFTY_FUT
2017-05-02	16:00	9,339.3	9,339.3	9,339.3	9,339.3	1	null	NIFTY_FUT
2017-05-03	09:00	9,342.05	9,366	9,315.1	9,339	1,488,450	null	NIFTY_FUT
2017-05-03	10:00	9,338.45	9,349	9,336.5	9,345	724,200	null	NIFTY_FUT
2017-05-03	11:00	9,345.15	9,347	9,330.75	9,341.5	448,050	null	NIFTY_FUT
2017-05-03	12:00	9,341.75	9,342.75	9,324.45	9,334.5	544,050	null	NIFTY_FUT
2017-05-03	13:00	9,334.5	9,348.85	9,330.6	9,347	631,500	null	NIFTY_FUT
2017-05-03	14:00	9,347	9,347.95	9,330.25	9,340.9	624,600	null	NIFTY_FUT
2017-05-03	15:00	9,340.95	9,347	9,336	9,336.6	772,425	null	NIFTY_FUT
2017-05-03	16:00	9,340.25	9,340.25	9,340.25	9,340.25	1	null	NIFTY_FUT
2017-05-04	09:00	9,358.25	9,375	9,344	9,353	1,553,175	null	NIFTY_FUT
2017-05-04	10:00	9,352.1	9,358.45	9,350.25	9,353	462,225	null	NIFTY_FUT
2017-05-04	11:00	9,353.05	9,356.5	9,346	9,348.6	638,925	null	NIFTY_FUT
2017-05-04	12:00	9,348	9,352.4	9,332.8	9,347.4	854,250	null	NIFTY_FUT
2017-05-04	13:00	9,347	9,372.4	9,345.1	9,370.05	1,048,950	null	NIFTY_FUT
2017-05-04	14:00	9,370.05	9,384	9,366.6	9,371	1,311,600	null	NIFTY_FUT
2017-05-04	15:00	9,371	9,381.4	9,371	9,381	906,225	null	NIFTY_FUT
2017-05-04	16:00	9,376.95	9,376.95	9,376.95	9,376.95	1	null	NIFTY_FUT
2017-05-05	09:00	9,359.8	9,359.8	9,331.5	9,336	1,726,725	null	NIFTY_FUT
2017-05-05	10:00	9,336	9,342.25	9,330.55	9,335.6	669,225	null	NIFTY_FUT
2017-05-05	11:00	9,335.6	9,342.15	9,310.2	9,312	1,544,850	null	NIFTY_FUT
2017-05-05	12:00	9,311.5	9,326.5	9,302.7	9,318.5	1,277,325	null	NIFTY_FUT
2017-05-05	13:00	9,317.4	9,321.6	9,297	9,317.85	1,430,925	null	NIFTY_FUT
2017-05-05	14:00	9,317.55	9,332.7	9,302.15	9,320.1	1,343,175	null	NIFTY_FUT
2017-05-05	15:00	9,320	9,324.4	9,310.75	9,315.75	1,239,075	null	NIFTY_FUT
2017-05-05	16:00	9,316.7	9,316.7	9,316.7	9,316.7	1	null	NIFTY_FUT
2017-05-08	09:00	9,336.1	9,349	9,322.15	9,342.55	1,140,900	null	NIFTY_FUT
2017-05-08	10:00	9,344.45	9,362.35	9,338.9	9,356	945,300	null	NIFTY_FUT
2017-05-08	11:00	9,356	9,363.45	9,340.5	9,347.25	940,275	null	NIFTY_FUT
2017-05-08	12:00	9,347.65	9,348.15	9,331	9,336.65	952,350	null	NIFTY_FUT
2017-05-08	13:00	9,337.4	9,348.55	9,330	9,343.15	455,475	null	NIFTY_FUT
2017-05-08	14:00	9,343.9	9,353.3	9,336.85	9,340.9	555,000	null	NIFTY_FUT
2017-05-08	15:00	9,341	9,348.1	9,338.75	9,345	706,125	null	NIFTY_FUT
2017-05-08	16:00	9,343.6	9,343.6	9,343.6	9,343.6	1	null	NIFTY_FUT
2017-05-09	09:00	9,350.25	9,357	9,331.95	9,345.9	1,342,125	null	NIFTY_FUT
2017-05-09	10:00	9,345.9	9,350.65	9,337.1	9,349.8	603,750	null	NIFTY_FUT
2017-05-09	11:00	9,349.5	9,359.4	9,346.5	9,350	632,850	null	NIFTY_FUT
2017-05-09	12:00	9,349.65	9,360	9,347.65	9,357	390,675	null	NIFTY_FUT
2017-05-09	13:00	9,356.15	9,372.65	9,353.05	9,353.4	1,073,850	null	NIFTY_FUT
2017-05-09	14:00	9,353.5	9,360	9,344	9,352	624,000	null	NIFTY_FUT
2017-05-09	15:00	9,352.55	9,353.7	9,347.35	9,350.6	646,200	null	NIFTY_FUT
2017-05-09	16:00	9,350.4	9,350.4	9,350.4	9,350.4	1	null	NIFTY_FUT
2017-05-10	09:00	9,359.35	9,407.75	9,357.95	9,404.25	2,304,075	null	NIFTY_FUT
2017-05-10	10:00	9,404.25	9,410	9,398.05	9,408.8	1,079,850	null	NIFTY_FUT
2017-05-10	11:00	9,409	9,412.5	9,391.5	9,400.4	716,775	null	NIFTY_FUT
2017-05-10	12:00	9,400.4	9,405.4	9,387.05	9,400.1	792,525	null	NIFTY_FUT
2017-05-10	13:00	9,400.05	9,414	9,392.5	9,396.1	909,225	null	NIFTY_FUT
2017-05-10	14:00	9,396.1	9,413.8	9,395.55	9,405.5	850,275	null	NIFTY_FUT
2017-05-10	15:00	9,405.35	9,424.5	9,405.15	9,418.55	1,707,525	null	NIFTY_FUT
2017-05-10	16:00	9,419.2	9,419.2	9,419.2	9,419.2	1	null	NIFTY_FUT
2017-05-11	09:00	9,431.6	9,448	9,431.6	9,442.5	1,182,225	null	NIFTY_FUT
2017-05-11	10:00	9,442.5	9,455.45	9,439.85	9,453.9	786,375	null	NIFTY_FUT
2017-05-11	11:00	9,453.1	9,459.45	9,449.45	9,458	532,425	null	NIFTY_FUT
2017-05-11	12:00	9,458.1	9,464	9,455.2	9,455.2	536,025	null	NIFTY_FUT
2017-05-11	13:00	9,455	9,456.3	9,441.05	9,448.4	755,625	null	NIFTY_FUT
2017-05-11	14:00	9,448.4	9,455	9,444.15	9,446	384,525	null	NIFTY_FUT
2017-05-11	15:00	9,445.9	9,450	9,434.5	9,437	1,181,925	null	NIFTY_FUT
2017-05-11	16:00	9,439.85	9,439.85	9,439.85	9,439.85	1	null	NIFTY_FUT
2017-05-12	09:00	9,428.25	9,443.1	9,401	9,409	1,756,950	null	NIFTY_FUT
2017-05-12	10:00	9,409.3	9,420.35	9,404.05	9,414.5	745,575	null	NIFTY_FUT
2017-05-12	11:00	9,413.9	9,423	9,407.5	9,409.4	631,125	null	NIFTY_FUT
2017-05-12	12:00	9,409.5	9,415.35	9,396	9,398.25	847,800	null	NIFTY_FUT
2017-05-12	13:00	9,398	9,413	9,395	9,401.7	698,925	null	NIFTY_FUT
2017-05-12	14:00	9,401.7	9,407.75	9,389.05	9,401.8	1,072,950	null	NIFTY_FUT
2017-05-12	15:00	9,401.8	9,421.9	9,401	9,420.45	1,125,375	null	NIFTY_FUT
2017-05-12	16:00	9,414.8	9,414.8	9,414.8	9,414.8	1	null	NIFTY_FUT
2017-05-15	09:00	9,448	9,453.55	9,437	9,443.6	2,110,950	null	NIFTY_FUT
2017-05-15	10:00	9,443.4	9,452.75	9,441.3	9,446.15	1,098,600	null	NIFTY_FUT
2017-05-15	11:00	9,447.45	9,452.45	9,445	9,447.5	643,350	null	NIFTY_FUT
2017-05-15	12:00	9,447.9	9,454.4	9,442.2	9,442.5	898,650	null	NIFTY_FUT
2017-05-15	13:00	9,443	9,448.45	9,441.7	9,443.85	656,850	null	NIFTY_FUT
2017-05-15	14:00	9,444.2	9,449.35	9,442.05	9,447.45	784,350	null	NIFTY_FUT
2017-05-15	15:00	9,447.9	9,458	9,446.4	9,456.2	1,725,000	null	NIFTY_FUT
2017-05-15	16:00	9,453.3	9,453.3	9,453.3	9,453.3	2	null	NIFTY_FUT
2017-05-16	09:00	9,462.2	9,493.95	9,458	9,484.35	3,938,100	null	NIFTY_FUT
2017-05-16	10:00	9,483.25	9,485	9,463.6	9,470.45	1,738,050	null	NIFTY_FUT
2017-05-16	11:00	9,470.5	9,479	9,469.15	9,476.6	644,100	null	NIFTY_FUT
2017-05-16	12:00	9,476.65	9,487.35	9,474	9,485	1,011,300	null	NIFTY_FUT
2017-05-16	13:00	9,485	9,510.45	9,484.1	9,509.55	2,758,350	null	NIFTY_FUT
2017-05-16	14:00	9,509.65	9,532.5	9,508.3	9,522.05	3,808,800	null	NIFTY_FUT
2017-05-16	15:00	9,522.2	9,528.1	9,518.65	9,519	2,206,950	null	NIFTY_FUT
2017-05-16	16:00	9,522.15	9,522.15	9,522.15	9,522.15	2	null	NIFTY_FUT
2017-05-17	09:00	9,518.75	9,518.75	9,493.6	9,511.55	2,590,650	null	NIFTY_FUT
2017-05-17	10:00	9,511.9	9,518.45	9,507.5	9,513.15	1,270,350	null	NIFTY_FUT
2017-05-17	11:00	9,513.2	9,516.8	9,502.7	9,511.05	813,300	null	NIFTY_FUT
2017-05-17	12:00	9,511	9,513.9	9,497.35	9,509.9	1,111,050	null	NIFTY_FUT
2017-05-17	13:00	9,510	9,537.75	9,510	9,534.6	1,905,750	null	NIFTY_FUT
2017-05-17	14:00	9,534.6	9,536.2	9,517.65	9,524.85	1,549,800	null	NIFTY_FUT
2017-05-17	15:00	9,523.5	9,536.5	9,520.15	9,535	1,739,400	null	NIFTY_FUT
2017-05-17	16:00	9,533.75	9,533.75	9,533.75	9,533.75	2	null	NIFTY_FUT
2017-05-18	09:00	9,476.05	9,503	9,470.1	9,481.4	4,101,300	null	NIFTY_FUT
2017-05-18	10:00	9,480.95	9,485.35	9,463	9,472.5	3,688,950	null	NIFTY_FUT
2017-05-18	11:00	9,472.5	9,494.85	9,471.1	9,485	1,700,700	null	NIFTY_FUT
2017-05-18	12:00	9,485.6	9,491.95	9,478.25	9,486.6	1,402,050	null	NIFTY_FUT

End of preview. Expand in Data Studio

Indian Stock Market Hourly Data (2017-2021)

Hourly OHLCV data for major Indian stock market indices and their futures contracts from the National Stock Exchange (NSE).

Overview

Metric	Value
Time Period	May 2017 - December 2021
Frequency	Hourly (8 candles/day)
Instruments	5 (2 futures + 3 indices)
Total Data Points	40,445 hourly bars
Coverage	~85-90% of trading hours

Splits

Split	Instrument	Description	Rows
`nifty_fut`	NIFTY 50 Futures	Front-month futures contract	8,354
`banknifty_fut`	Bank NIFTY Futures	Front-month futures contract	8,354
`nifty`	NIFTY 50 Index	Benchmark index of top 50 companies	8,044
`banknifty`	Bank NIFTY Index	Banking sector index	7,850
`indiavix`	India VIX	Volatility index	7,843

Usage

from datasets import load_dataset

# Load specific instrument
nifty_fut = load_dataset("calender/indian-stock-hourly-2017-2021", split="nifty_fut")
banknifty = load_dataset("calender/indian-stock-hourly-2017-2021", split="banknifty")

# Load all splits
dataset = load_dataset("calender/indian-stock-hourly-2017-2021")
print(dataset)
# DatasetDict({
#     nifty_fut: Dataset({...})
#     banknifty_fut: Dataset({...})
#     nifty: Dataset({...})
#     banknifty: Dataset({...})
#     indiavix: Dataset({...})
# })

Schema

Column	Type	Description
`date`	string	Trading date (YYYY-MM-DD)
`time`	string	Hour timestamp (HH:MM)
`Open`	float	Opening price
`High`	float	High price
`Low`	float	Low price
`Close`	float	Closing price
`Volume`	float	Traded volume (0 for spot indices)
`OpenInterest`	float	Open interest (futures only)
`Ticker`	string	Instrument identifier

Trading hours are 9:15 AM - 3:30 PM IST. Hourly candles are generated at: 09:00, 10:00, 11:00, 12:00, 13:00, 14:00, 15:00, 16:00.

Sample

date,time,Open,High,Low,Close,Volume,OpenInterest,Ticker
2017-05-02,09:00,9337.00,9372.00,9337.00,9364.00,1528575.0,,NIFTY_FUT
2017-05-02,10:00,9364.00,9366.00,9306.00,9310.95,1973025.0,,NIFTY_FUT

Limitations

No volume for spot indices: NIFTY, BANKNIFTY, INDIAVIX are calculated indices
Futures rollover gaps: Price gaps of 2-5% at month boundaries
Missing data: Approximately 10-15% of trading hours missing from source
COVID period: March 2020 had trading halts and extreme volatility

Also Available On

Kaggle: https://kaggle.com/datasets/tenetssss/indian-stock-hourly-2017-2021

Citation

@dataset{indian_stock_hourly_2017_2021,
  title = {Indian Stock Market Hourly Data (2017-2021)},
  author = {Calendar, S.},
  year = {2026},
  url = {https://huggingface.co/datasets/calender/indian-stock-hourly-2017-2021}
}

Downloads last month: 14

Size of downloaded dataset files:

2.86 MB

Size of the auto-converted Parquet files:

1.26 MB

Number of rows:

40,445