Over the past few months, I’ve been playing around with the indian markets backed with quantatitve data to find a good alpha/edge.
To my surprise, I found no quality datasets for even bare minimum exploratory data analysis for indian market, therefore over a few months I ended up building up my own database and gathered quite bit of data from various sources!
I’m releasing the data for public access and it’s completely free! The entire dataset is around 40.1GB stored in an S3 Bucket. The following are some of the datasets avaiable:
- Intraday (1-minute) Candle Data - Stocks, Expired Options, Expired Futures: For. NIFTY, BANKNIFTY, FINNIFTY, MIDCPNIFTY and FnO Stocks from “2020-12-31”.
- Corporate Announcements - Contains all the information made public by companies as per SEBI requirements.
- News - Online articles from various publishers like LiveMint, MoneyControl, etc.
- Financial Results - Balance Sheets, Revenues, etc published every quarter by companies.
- and many more…
You can check out the website below. This is a personal project and more datasets will be added as when my research requires more datasets. Feel free to reach out for any suggestions or comments!
Website: https://desiquant.streamlit.app/