Friday, August 21, 2009

Intraday Tick Data for 21st Aug 09

Here is the link for Intraday Tick Data for 21st Aug 2009.
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3 comments:

Seiko on August 22, 2009 at 5:27 PM said...

First of all, I thank for the efforts taken in compiling the data.
How to rectify the errors in the data?
For example, Bank Nifty Near month future (F1) in volume column, I see the value 1 - How can it be when the lot size is 50?
Also, the total volume for the day is 1130400. When volume column is summed, it is giving 1829949. Similar errors are there on other dates also.
I need this intraday data desparately. Please post some solution.
Thanks in advance

Seiko on August 22, 2009 at 5:29 PM said...

I failed to mention the date in the example quoted. It is 31/07

Doji (Blog Author) on August 23, 2009 at 9:58 PM said...

Hi Grn,

Those are the tick errors. I dont sanitize the data and upload it as-is. data is from infia infoline.

Doji

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