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Datasets:
calender
/
indian-stock-hourly-2017-2021

Tasks:
Time Series Forecasting
Modalities:
Tabular
Text
Formats:
csv
Languages:
English
Size:
10K - 100K
Tags:
finance
stock-market
india
nse
nifty
banknifty
Libraries:
Datasets
pandas
Polars
License:
Dataset card Data Studio Files
xet
 Community
1
Dataset Viewer
Auto-converted to Parquet Duplicate
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

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
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Number of rows:
40,445
Total file size:
4.1 MB