NSE & BSE Tick by tick trading data with Investor Identity
The National Stock Exchange (NSE) and the Bombay Stock Exchange (BSE) are the two most significant stock exchanges in India, and between them, are responsible for the majority of share transactions. Specifically, the NSE transactions database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and June 30, 2006. The most significant characteristic of the dataset is that it comes at the transaction level which identifies both counterparties ( buyer and seller) in a transaction, unlike all other existing datasets which have information only on one side ( buy or sell). The dataset contain about 1.8 billion trading records carried out by over three million distinct investors. Similarly, the BSE database contains the complete trading records of all stocks that traded on the exchange between January 1, 2005 and December 30, 2010. The dataset contains about 5 billion trading records carried out by over 3 million distinct investors.