nsepython Cheat Sheet

01Setup & the two editionsget going

$ pip install nsepython★ LOCAL
The laptop/Windows/Jupyter edition — uses Python requests. Works from an Indian residential or VPN IP.
$ pip install nsepythonserver
The cloud edition (AWS, Colab, DigitalOcean) — uses the curl method. Same function names; import nsepythonserver instead.
from nsepython import *★
Flat namespace — every helper is top-level. Docs use nsepython even for server code for simplicity.
nsesymbolpurify("M&M")
Cleans a symbol for NSE's URL encoding (e.g. ampersands) before you pass it on.
NSE blocks datacenter IPs★
NSE's robots.txt blocks all web servers. The local edition can't run on cloud hosts — use nsepythonserver on an Indian server.

02The shape of nsepythonhow it thinks

helper(…) → nsefetch(url) → JSON★ MODEL
Every helper wraps a specific NSE/NIFTY endpoint; all of them go through the one nsefetch primitive.
returns dict | DataFrame★
Live quotes & chains come back as raw dicts; history, movers & FII/DII come back as DataFrames. Watch which you're getting.
nse_marketStatus()
Full market-status payload (all segments) as JSON.
is_market_open(segment="FO")
Boolean — is that segment open right now.
running_status()
Cheap clock check: True between 09:15 and 15:30 IST (doesn't hit the network).

03Live equity quoteraw JSON dicts

nse_eq("SBIN")★ MOST USED
The full equity quote payload — price, OHLC, 52wk, delivery, industry, everything NSE shows on the quote page.
nse_quote_ltp("RELIANCE")★
Just the last-traded price as a number — the lightweight call for a live LTP.
nse_quote("SBIN", section="trade_info")
Lower-level quote fetch; pass section to target a sub-block of the payload.
quote_equity("SBIN") · nsetools_get_quote("SBIN")
NSEpy-/NSETools-compatible aliases (their function names were migrated here).
nse_eq_symbols()
List of all equity symbols on NSE — your master lookup.

04Live F&O quotederivatives

nse_fno("BANKNIFTY")★
Full derivatives quote payload for an underlying — futures & options data as JSON.
quote_derivative("SBIN")
Derivative quote alias (migrated NSEpy name).
nse_expirydetails_by_symbol("NIFTY", meta="Futures")
Expiry details for a symbol; meta = "Futures"/"Options".
nse_custom_function_secfno("SBIN", attribute="lastPrice")
Pull one named field straight out of a security's F&O payload.

05Option chainthe raw chain

nse_optionchain_scrapper("NIFTY")★
The full raw option-chain JSON (records + filtered) — the source every other option helper parses.
option_chain("RELIANCE")
Convenience alias for the scrapper — same raw chain payload.
nse_optionchain_ltp(payload, strikePrice, optionType, inp=0)
Pluck the LTP for one strike/type out of an already-fetched chain payload.
indices vs equities
NIFTY/BANKNIFTY hit the index option-chain endpoint; stock symbols hit the equities one — the helper picks for you.

06OI chain builder & PCRthe workhorse

oi, spot, ts = oi_chain_builder("NIFTY", expiry="latest", oi_mode="full")★ MOST USED
Returns a tuple: OI DataFrame, underlying LTP, and the timestamp. oi_mode = "full"/"compact".
pcr(nse_optionchain_scrapper("NIFTY"))★
Put-Call Ratio = total put OI ÷ total call OI, straight from a chain payload.
ATM ≈ round(spot)
Use the returned spot from oi_chain_builder to find the at-the-money strike (nearest step).

07Option Greeks — Black-Scholespure math, no fetch

black_scholes_dexter(S0, X, t, σ, r=10, q=0.0, td=365)★
Spot, strike, days-to-expiry, volatility → a 10-tuple: call/put theta, call/put premium, call/put delta, gamma, vega, call/put rho.
σ = implied volatility
r is the rate (%), q the dividend yield, td the day-count basis. No network call — this is local maths.
norm(…)
The standard-normal helper used inside the Black-Scholes computation.

08Equity historyDataFrames · dd-mm-YYYY

equity_history("SBIN", "EQ", "01-01-2024", "31-03-2024")★ MOST USED
Clean OHLCV history DataFrame. Args: symbol, series (usually "EQ"), start_date, end_date — dates are dd-mm-YYYY.
equity_history_virgin("SBIN", "EQ", "…", "…")
Same call, but the raw un-processed frame (the "virgin" variant) if you want NSE's original columns.
security_wise_archive("01-01-2024", "31-03-2024", "SBIN", series="ALL")
Security-wise price/volume archive over a range, from the bhavcopy archive endpoint.
auto 40-day chunking★
NSE caps history at ~40 days/request — the library loops and stitches the range for you automatically.

09Derivative & index historyDataFrames

derivative_history("NIFTY", "01-01-2024", "31-03-2024", "FUTIDX", "28-03-2024")★
F&O history. Args: symbol, start, end, instrumentType, expiry_date, then strikePrice+optionType for options.
index_history("NIFTY 50", "01-01-2024", "31-03-2024")★
Historical index OHLC (from the NIFTY Indices endpoint). Use the index display name.
expiry_list("NIFTY", type="list")
Available expiry dates for a symbol.
expiry_history("NIFTY", type="options")
Historical expiry-wise data; type = "options"/"futures".

10Indices & VIXNIFTY Indices data

nse_get_index_quote("NIFTY 50")★
Live quote for one index — last, change, %chg, OHLC.
nse_get_index_list() · nse_index()
All index names; nse_index() returns the full live all-indices snapshot.
index_pe_pb_div("NIFTY 50", "01-01-2024", "31-03-2024")
Historical PE, PB & dividend-yield series for an index.
index_total_returns("NIFTY 50", "…", "…") · index_info("NIFTY 50")
Total-return index history; static index metadata.
indiavix()
Current India VIX value — the market's volatility gauge.

11Market movers & pre-openlive session

nse_get_top_gainers() · nse_get_top_losers()★
Top gainers / losers as DataFrames — no typo traps here, unlike some sibling libraries.
nse_most_active(type="securities", sort="value")
Most active by "value"/"volume"; type = "securities"/"etf"/"sme".
nse_get_advances_declines(mode="pandas")
Market breadth — advances vs declines across indices.
nse_preopen(key="NIFTY", type="pandas")
Pre-open session book for a segment key ("NIFTY", "FO", "BANKNIFTY" …).
nse_preopen_movers(key="FO", filter=1.5)
Pre-open gainers/losers past a %-move threshold. Also nse_price_band_hitters(bandtype, view).

12F&O universe & participantsderivatives structure

fnolist()★
List of all F&O-eligible symbols.
nse_get_fno_lot_sizes(symbol="all", mode="list")
Current lot sizes; pass a symbol for one, or mode="pandas" for a frame.
get_fao_participant_oi("28-03-2024")
Participant-wise open interest (Client / DII / FII / Pro) for a date.
nse_expirydetails(payload, i=0)
Extract the i-th expiry from an F&O payload.

13Dealsbulk · block · large

get_bulkdeals() · get_blockdeals()★
Today's bulk & block deals as DataFrames.
nse_largedeals(mode="bulk_deals")
Unified large-deals feed; mode = "bulk_deals"/"block_deals"/"short_deals".
nse_largedeals_historical("01-01-2024", "31-03-2024", mode="bulk_deals")
Historical large deals over a date range.
nse_blockdeal()
Legacy block-deal fetch (migrated name).

14FII/DII & corporateflows & filings

nse_fiidii(mode="pandas")★
Daily FII & DII cash-segment buy/sell figures.
nse_results(index="equities", period="Quarterly")
Financial results feed; period = "Quarterly"/"Annual".
nse_past_results("SBIN")
A single company's historical results.
nse_events()
Corporate event calendar (board meetings, dividends, etc.).
nse_circular(mode="latest")
NSE circulars feed.

15Bhavcopy · holidays · statusdaily files & calendar

get_bhavcopy("28-03-2024")★
Full end-of-day bhavcopy for one trading session as a DataFrame.
nse_holidays(type="trading")
Holiday list; type = "trading"/"clearing". holiday_master() gives the full master.
is_market_open(segment="FO")
Live open/closed check for a segment — pair with the holiday list before scheduling jobs.

16Beta & analysisderived metrics

get_beta("SBIN", days=365, symbol2="NIFTY 50")
Beta of a stock vs a benchmark over N days. getbeta is the shorthand alias.
get_beta_df_maker("SBIN", 365)
Builds the daily-returns DataFrame that the beta calc runs on — handy for custom stats.
whoistheboss()
A fun/utility helper bundled with the library.

17The nsefetch escape hatchcall any endpoint

nsefetch("https://www.nseindia.com/api/marketStatus")★
The primitive: primes cookies, GETs any NSE API URL, returns parsed JSON. If no helper exists, build the URL and call this.
headers · niftyindices_headers
The pre-built header dicts nsefetch uses — reuse them for your own requests to the NSE / NIFTY Indices hosts.
logging.basicConfig(level=logging.DEBUG)
The library logs via the stdlib logging module — flip to DEBUG to see the URLs and chunk loops.
migrated: NSEpy + NSETools
Those two unmaintained libraries' function names were absorbed here, so old snippets often just work.

18Gotchas & production notesread before you ship

local won't run on cloud★
NSE blocks datacenter IPs. On AWS/GCP/Colab use nsepythonserver, and it must be an Indian server IP.
dict vs DataFrame★
Quotes/chains return raw dicts (index into the JSON yourself); history/movers return DataFrames. Mixing them up is the #1 bug.
history dates = dd-mm-YYYY★
Strings like "01-06-2024", not ISO. equity_history also needs a series ("EQ").
oi_chain_builder returns a tuple
(oi_df, spot_ltp, timestamp) — unpack all three; don't treat it as a single frame.
live = market hours only
Quotes, option chain & movers are empty/stale outside 09:15–15:30 IST and on holidays.
rate-limit & cookies
NSE throttles bursts; nsefetch re-primes cookies each call. Add sleeps/retries, don't hammer in tight loops.
unofficial · pin your version
Scrapes NSE's public JSON APIs; endpoints shift often. Pin the version, expect breakage, personal research only.

nsepython cheat sheet

Four ideas worth a picture

1 · How a call resolves

2 · Two editions, one API

3 · The options toolkit

4 · The history-call shape

Worth memorizing