API Reference¶

This page contains the auto-generated API reference for aynse.

NSE Module¶

The main module for fetching NSE data.

Historical Data¶

aynse.nse.history.stock_raw `module-attribute` ¶

stock_raw = stock_raw

aynse.nse.history.stock_df ¶

stock_df(symbol, from_date, to_date, series='EQ')

aynse.nse.history.stock_csv ¶

stock_csv(symbol, from_date, to_date, series='EQ', output='', show_progress=True)

aynse.nse.history.derivatives_raw `module-attribute` ¶

derivatives_raw = derivatives_raw

aynse.nse.history.derivatives_df ¶

derivatives_df(symbol, from_date, to_date, expiry_date, instrument_type, strike_price=None, option_type=None)

aynse.nse.history.derivatives_csv ¶

derivatives_csv(symbol, from_date, to_date, expiry_date, instrument_type, strike_price=None, option_type=None, output='', show_progress=False)

aynse.nse.history.index_raw `module-attribute` ¶

index_raw = index_raw

aynse.nse.history.index_df ¶

index_df(symbol, from_date, to_date)

aynse.nse.history.index_csv ¶

index_csv(symbol, from_date, to_date, output='', show_progress=False)

aynse.nse.history.index_pe_raw `module-attribute` ¶

index_pe_raw = index_pe_raw

aynse.nse.history.index_pe_df ¶

index_pe_df(symbol, from_date, to_date)

aynse.nse.history.set_stock_history_backend ¶

set_stock_history_backend(backend: str) -> None

Set the stock history backend globally for stock_raw/stock_df/stock_csv.

Backends: - auto: try NSE historical API, then fallback to bhavcopy reconstruction - nse: use NSE historical API only - bhavcopy: use bhavcopy reconstruction only - custom: use user-registered provider only

aynse.nse.history.get_stock_history_backend ¶

get_stock_history_backend() -> str

Return currently configured global stock history backend.

aynse.nse.history.register_stock_history_provider ¶

register_stock_history_provider(provider: Optional[StockHistoryProvider]) -> None

Register a custom stock history provider used when backend is 'custom'.

The provider signature must be

provider(symbol: str, from_date: date, to_date: date, series: str) -> list[dict]

Archives¶

aynse.nse.archives.bhavcopy_raw `module-attribute` ¶

bhavcopy_raw = bhavcopy_raw

aynse.nse.archives.bhavcopy_save `module-attribute` ¶

bhavcopy_save = bhavcopy_save

aynse.nse.archives.full_bhavcopy_raw `module-attribute` ¶

full_bhavcopy_raw = full_bhavcopy_raw

aynse.nse.archives.full_bhavcopy_save `module-attribute` ¶

full_bhavcopy_save = full_bhavcopy_save

aynse.nse.archives.bhavcopy_fo_raw `module-attribute` ¶

bhavcopy_fo_raw = bhavcopy_fo_raw

aynse.nse.archives.bhavcopy_fo_save `module-attribute` ¶

bhavcopy_fo_save = bhavcopy_fo_save

aynse.nse.archives.bhavcopy_index_raw `module-attribute` ¶

bhavcopy_index_raw = bhavcopy_index_raw

aynse.nse.archives.bhavcopy_index_save `module-attribute` ¶

bhavcopy_index_save = bhavcopy_index_save

aynse.nse.archives.bulk_deals_raw `module-attribute` ¶

bulk_deals_raw = bulk_deals_raw

aynse.nse.archives.bulk_deals_save `module-attribute` ¶

bulk_deals_save = bulk_deals_save

aynse.nse.archives.index_constituent_raw `module-attribute` ¶

index_constituent_raw = index_constituent_raw

aynse.nse.archives.index_constituent_save `module-attribute` ¶

index_constituent_save = index_constituent_save

aynse.nse.archives.index_constituent_save_all `module-attribute` ¶

index_constituent_save_all = index_constituent_save_all

aynse.nse.archives.expiry_dates ¶

expiry_dates(dt: date, instrument_type: str = '', symbol: str = '', contracts: int = 0, months_ahead: int = 6) -> list

Algorithmically calculate expiry dates based on NSE rules.

PARAMETER	DESCRIPTION
`dt`	Reference date for calculation TYPE: `date`
`instrument_type`	Type of derivative instrument (e.g., "FUTIDX", "OPTIDX", "FUTSTK", "OPTSTK") TYPE: `str` DEFAULT: `''`
`symbol`	Symbol name (used to determine contract cycle) TYPE: `str` DEFAULT: `''`
`contracts`	Minimum open interest filter (deprecated in algorithmic approach) TYPE: `int` DEFAULT: `0`
`months_ahead`	Number of months ahead to calculate expiries for TYPE: `int` DEFAULT: `6`

RETURNS	DESCRIPTION
`list`	List of expiry dates

Live Data¶

aynse.nse.live.NSELive ¶

NSELive()

Initialize NSELive with centralized HTTP client

stock_quote ¶

stock_quote(symbol)

stock_quote_fno ¶

stock_quote_fno(symbol)

trade_info ¶

trade_info(symbol)

market_status ¶

market_status()

chart_data ¶

chart_data(symbol, indices=False, flag='1D')

Fetch intraday/period graph data.

NSE moved live chart data to NextApi: - Equities: /api/NextApi/apiClient/GetQuoteApi?functionName=getSymbolChartData symbol must be EQN (library adds suffix automatically) uses days parameter (e.g., 1D, 5D, 3M) - Indices: /api/NextApi/apiClient?functionName=getGraphChart uses type and flag (e.g., 1D, 5D, 6M)

We normalize responses so callers still receive a dict with grapthData.

tick_data ¶

tick_data(symbol, indices=False, flag='1D')

market_turnover ¶

market_turnover()

eq_derivative_turnover ¶

eq_derivative_turnover(type='allcontracts')

all_indices ¶

all_indices()

live_index ¶

live_index(symbol='NIFTY 50')

index_option_chain ¶

index_option_chain(symbol='NIFTY')

equities_option_chain ¶

equities_option_chain(symbol)

currency_option_chain ¶

currency_option_chain(symbol='USDINR')

live_fno ¶

live_fno()

pre_open_market ¶

pre_open_market(key='NIFTY')

holiday_list ¶

holiday_list()

corporate_announcements ¶

corporate_announcements(segment='equities', from_date=None, to_date=None, symbol=None)

This function returns the corporate annoucements (https://www.nseindia.com/companies-listing/corporate-filings-announcements)

bulk_equities_option_chain ¶

bulk_equities_option_chain(symbols, max_workers=3) -> Dict[str, Any]

Fetch option chains for multiple equity symbols concurrently.

PARAMETER	DESCRIPTION
`symbols`	List of equity symbols TYPE: `list`
`max_workers`	Maximum number of concurrent requests TYPE: `int` DEFAULT: `3`

RETURNS	DESCRIPTION
`dict`	Dictionary with symbol as key and option chain data as value TYPE: `Dict[str, Any]`

get_options_around_date ¶

get_options_around_date(symbol, target_date, days_before=5, days_after=5) -> Dict[str, Any]

Get option chain data and analyze it in context of a target date (like earnings).

PARAMETER	DESCRIPTION
`symbol`	Equity symbol TYPE: `str`
`target_date`	Target date (e.g., earnings date) TYPE: `date`
`days_before`	Days before target date to consider TYPE: `int` DEFAULT: `5`
`days_after`	Days after target date to consider TYPE: `int` DEFAULT: `5`

RETURNS	DESCRIPTION
`dict`	Analysis of options around the target date TYPE: `Dict[str, Any]`

analyze_earnings_options ¶

analyze_earnings_options(symbols_and_dates, max_workers=3) -> Dict[str, Any]

Analyze option chains for multiple stocks around their earnings dates.

PARAMETER	DESCRIPTION
`symbols_and_dates`	List of tuples (symbol, earnings_date) TYPE: `list`
`max_workers`	Maximum concurrent requests TYPE: `int` DEFAULT: `3`

RETURNS	DESCRIPTION
`dict`	Analysis results for each symbol TYPE: `Dict[str, Any]`

Holidays Module¶

aynse.holidays ¶

Trading holidays for NSE (National Stock Exchange of India).

This module provides a comprehensive list of trading holidays and utilities for checking if a given date is a trading day.

The holiday list is based on the Zipline calendar library and is updated with official NSE holiday announcements.

Reference

https://github.com/quantopian/trading_calendars/blob/master/trading_calendars/exchange_calendar_xbom.py

holidays ¶

holidays(year: Optional[int] = None, month: Optional[int] = None) -> List[date]

Get list of NSE trading holidays.

PARAMETER	DESCRIPTION
`year`	Filter by year (optional). If None, returns all holidays. TYPE: `Optional[int]` DEFAULT: `None`
`month`	Filter by month (optional, requires year to be set). TYPE: `Optional[int]` DEFAULT: `None`

RETURNS	DESCRIPTION
`List[date]`	List of holiday dates, sorted in chronological order.

Examples:

>>> # Get all holidays
>>> all_holidays = holidays()

>>> # Get holidays for 2024
>>> holidays_2024 = holidays(year=2024)

>>> # Get holidays for January 2024
>>> jan_2024 = holidays(year=2024, month=1)

is_holiday ¶

is_holiday(dt: date) -> bool

Check if a date is an NSE trading holiday.

PARAMETER	DESCRIPTION
`dt`	Date to check TYPE: `date`

RETURNS	DESCRIPTION
`bool`	True if the date is a holiday, False otherwise

Example

from datetime import date is_holiday(date(2024, 1, 26)) # Republic Day True

is_trading_day ¶

is_trading_day(dt: date) -> bool

Check if a date is a trading day.

A trading day is a weekday (Monday-Friday) that is not a holiday.

PARAMETER	DESCRIPTION
`dt`	Date to check TYPE: `date`

RETURNS	DESCRIPTION
`bool`	True if the date is a trading day, False otherwise

Example

from datetime import date is_trading_day(date(2024, 1, 15)) # Monday, not a holiday True is_trading_day(date(2024, 1, 13)) # Saturday False

get_trading_days ¶

get_trading_days(from_date: date, to_date: date) -> List[date]

Get all trading days in a date range.

PARAMETER	DESCRIPTION
`from_date`	Start date (inclusive) TYPE: `date`
`to_date`	End date (inclusive) TYPE: `date`

RETURNS	DESCRIPTION
`List[date]`	List of trading days in the range, sorted chronologically

Example

from datetime import date trading_days = get_trading_days(date(2024, 1, 1), date(2024, 1, 31))

count_trading_days ¶

count_trading_days(from_date: date, to_date: date) -> int

Count the number of trading days in a date range.

PARAMETER	DESCRIPTION
`from_date`	Start date (inclusive) TYPE: `date`
`to_date`	End date (inclusive) TYPE: `date`

RETURNS	DESCRIPTION
`int`	Number of trading days in the range

RBI Module¶

aynse.rbi.RBI ¶

RBI()

Client for fetching RBI (Reserve Bank of India) data.

Provides access to policy rate archives and other monetary policy information from the RBI website.

Example

rbi = RBI() rates = rbi.policy_rate_archive(n=10) print(rates[0])

Initialize RBI client with a requests session.

current_rates ¶

current_rates() -> None

Get current RBI policy rates.

.. deprecated:: This function is broken due to website changes. Use policy_rate_archive() instead.

RAISES	DESCRIPTION
`DeprecationWarning`	Always raised as this method is deprecated

policy_rate_archive ¶

policy_rate_archive(n: int = 10) -> List[Dict[str, Any]]

Fetch historical policy rates from RBI website.

PARAMETER	DESCRIPTION
`n`	Number of past rate records to fetch (default: 10) TYPE: `int` DEFAULT: `10`

RETURNS	DESCRIPTION
`List[Dict[str, Any]]`	List of dictionaries containing policy rate data.
`List[Dict[str, Any]]`	Keys are normalized to lowercase with underscores.

Example

rbi = RBI() rates = rbi.policy_rate_archive(n=5) for rate in rates: ... print(rate.get('date'), rate.get('repo_rate'))

aynse.rbi.policy_rate_archive ¶

policy_rate_archive(n: int = 10) -> List[Dict[str, Any]]

Fetch historical policy rates from RBI website.

Scrapes the RBI policy rate archive page to extract historical policy rate data including repo rate, reverse repo rate, etc.

PARAMETER	DESCRIPTION
`n`	Number of past rate records to fetch (default: 10). Higher values will fetch more historical data. TYPE: `int` DEFAULT: `10`

RETURNS	DESCRIPTION
`List[Dict[str, Any]]`	List of dictionaries containing policy rate data.
`List[Dict[str, Any]]`	Each dictionary represents one rate announcement.
`List[Dict[str, Any]]`	Column names are normalized to lowercase with underscores.

RAISES	DESCRIPTION
`RequestException`	If the HTTP request fails
`ValueError`	If no data table is found on the page

Example

rates = policy_rate_archive(n=5) for rate in rates: ... print(f"Date: {rate.get('date')}, Repo: {rate.get('repo_rate')}")

HTTP Client¶

The library includes resilient HTTP clients with retry logic, rate limiting, and circuit breakers.

NSEHttpClient¶

from aynse.nse.http_client import NSEHttpClient

client = NSEHttpClient(
    base_url="https://www.nseindia.com",
    timeout=15.0,
    max_connections=20,
    rate_limit_per_sec=10
)

# Make requests
response = client.get("/api/marketStatus")
data = client.get_json("/api/marketStatus")

Connection Pool¶

from aynse.nse.connection_pool import get_connection_pool

pool = get_connection_pool()
client = pool.get_client("https://www.nseindia.com")

# The pool manages client lifecycle and reuse
data = client.get_json("/api/marketStatus")

# Get pool statistics
stats = pool.get_pool_stats()
print(f"Active clients: {stats['sync_clients']}")

Request Batching¶

aynse.nse.request_batcher.RequestBatcher ¶

RequestBatcher(max_batch_size: int = 10, max_concurrent_batches: int = 3, timeout: float = 30.0, strategy: BatchStrategy = ADAPTIVE)

Efficient request batching system for NSE API calls.

Supports both synchronous and asynchronous batching with different strategies.

Initialize the request batcher.

PARAMETER	DESCRIPTION
`max_batch_size`	Maximum requests per batch TYPE: `int` DEFAULT: `10`
`max_concurrent_batches`	Maximum concurrent batch processors TYPE: `int` DEFAULT: `3`
`timeout`	Request timeout in seconds TYPE: `float` DEFAULT: `30.0`
`strategy`	Batching strategy to use TYPE: `BatchStrategy` DEFAULT: `ADAPTIVE`

abatch_requests `async` ¶

abatch_requests(requests: List[Dict[str, Any]], request_coro_func: Callable[..., Future[Any]], max_concurrency: Optional[int] = None, **kwargs: Any) -> List[BatchResult]

Async batch processing with bounded concurrency.

PARAMETER	DESCRIPTION
`requests`	List of request parameter dicts TYPE: `List[Dict[str, Any]]`
`request_coro_func`	Async function to call per request TYPE: `Callable[..., Future[Any]]`
`max_concurrency`	Optional concurrency cap (defaults to max_concurrent_batches * max_batch_size) TYPE: `Optional[int]` DEFAULT: `None`
`**kwargs`	Extra kwargs for request function TYPE: `Any` DEFAULT: `{}`

batch_requests ¶

batch_requests(requests: List[Dict[str, Any]], request_func: Callable[..., Any], **kwargs: Any) -> List[BatchResult]

Process multiple requests in batches.

PARAMETER	DESCRIPTION
`requests`	List of request parameters TYPE: `List[Dict[str, Any]]`
`request_func`	Function to process individual requests TYPE: `Callable[..., Any]`
`**kwargs`	Additional arguments for request_func TYPE: `Any` DEFAULT: `{}`

RETURNS	DESCRIPTION
`List[BatchResult]`	List of BatchResult objects

get_stats ¶

get_stats() -> BatchStats

Get current batch processing statistics

reset_stats ¶

reset_stats()

Reset batch processing statistics

aynse.nse.request_batcher.BatchStrategy ¶

Bases: Enum

Different strategies for batching requests

Streaming Processor¶

aynse.nse.streaming_processor.StreamingProcessor ¶

StreamingProcessor(config: Optional[StreamConfig] = None)

Efficient streaming processor for large NSE datasets.

Processes data in chunks to minimize memory usage and handle large files that wouldn't fit in memory.

Initialize streaming processor with configuration

process_csv_file ¶

process_csv_file(file_path: str, processor_func: Callable[[List[Dict[str, Any]]], Any], skip_header: bool = True) -> Any

Process a CSV file in streaming chunks.

PARAMETER	DESCRIPTION
`file_path`	Path to CSV file TYPE: `str`
`processor_func`	Function to process each chunk of data TYPE: `Callable[[List[Dict[str, Any]]], Any]`
`skip_header`	Whether to skip the first row (header) TYPE: `bool` DEFAULT: `True`

RETURNS	DESCRIPTION
`Any`	Result of processing all chunks

process_csv_string ¶

process_csv_string(csv_data: str, processor_func: Callable[[List[Dict[str, Any]]], Any], skip_header: bool = True) -> Any

Process CSV data from string in streaming chunks.

PARAMETER	DESCRIPTION
`csv_data`	CSV data as string TYPE: `str`
`processor_func`	Function to process each chunk TYPE: `Callable[[List[Dict[str, Any]]], Any]`
`skip_header`	Whether to skip the first row TYPE: `bool` DEFAULT: `True`

RETURNS	DESCRIPTION
`Any`	Result of processing all chunks

process_json_file ¶

process_json_file(file_path: str, processor_func: Callable[[List[Dict[str, Any]]], Any]) -> Any

Process a JSON file in streaming chunks.

PARAMETER	DESCRIPTION
`file_path`	Path to JSON file (assumed to be array of objects) TYPE: `str`
`processor_func`	Function to process each chunk TYPE: `Callable[[List[Dict[str, Any]]], Any]`

RETURNS	DESCRIPTION
`Any`	Result of processing all chunks

process_zip_file ¶

process_zip_file(zip_path: str, processor_func: Callable[[List[Dict[str, Any]]], Any], csv_filename: Optional[str] = None) -> Any

Process CSV data from within a ZIP file in streaming chunks.

PARAMETER	DESCRIPTION
`zip_path`	Path to ZIP file TYPE: `str`
`processor_func`	Function to process each chunk TYPE: `Callable[[List[Dict[str, Any]]], Any]`
`csv_filename`	Specific CSV file within ZIP (if None, uses first CSV found) TYPE: `Optional[str]` DEFAULT: `None`

RETURNS	DESCRIPTION
`Any`	Result of processing all chunks

aynse.nse.streaming_processor.StreamConfig `dataclass` ¶

StreamConfig(chunk_size: int = 1000, max_memory_mb: int = 100, buffer_size: int = 8192, encoding: str = 'utf-8')

Configuration for streaming data processing

Utilities¶

aynse.util.break_dates ¶

break_dates(from_date: date, to_date: date, max_days_per_chunk: int = 31) -> List[Tuple[date, date]]

Break a date range into monthly chunks for efficient API calls.

The NSE API typically limits requests to one month at a time, so this function splits larger date ranges into monthly chunks.

PARAMETER	DESCRIPTION
`from_date`	Start date of the range TYPE: `date`
`to_date`	End date of the range TYPE: `date`
`max_days_per_chunk`	Maximum days per chunk (default: 31) TYPE: `int` DEFAULT: `31`

RETURNS	DESCRIPTION
`List[Tuple[date, date]]`	List of (start_date, end_date) tuples for each chunk

RAISES	DESCRIPTION
`ValueError`	If from_date is after to_date

Example

from datetime import date break_dates(date(2024, 1, 15), date(2024, 3, 20)) [(date(2024, 1, 15), date(2024, 1, 31)), (date(2024, 2, 1), date(2024, 2, 29)), (date(2024, 3, 1), date(2024, 3, 20))]

aynse.util.cached ¶

cached(app_name: str, max_age_seconds: Optional[int] = None) -> Callable[[F], F]

Decorator for caching function results to disk.

Results are stored as gzip-compressed pickle files in a user-specific cache directory. The cache key is generated from the function arguments.

PARAMETER	DESCRIPTION
`app_name`	Name of the application (used for cache directory) TYPE: `str`
`max_age_seconds`	Optional TTL for cache entries. If set, expired cache files are ignored and rebuilt. TYPE: `Optional[int]` DEFAULT: `None`

RETURNS	DESCRIPTION
`Callable[[F], F]`	Decorator function

Environment Variables

J_CACHE_DIR: Override default cache directory

Example

@cached("myapp") def expensive_function(symbol, date): # ... expensive API call ... return data

aynse.util.live_cache ¶

live_cache(func: F) -> F

Decorator for time-based caching of live data functions.

Caches the result of a function for a configurable timeout period. This is useful for live market data where we want to avoid hitting the API too frequently but still get reasonably fresh data.

The decorated class must have a time_out attribute specifying the cache duration in seconds.

PARAMETER	DESCRIPTION
`func`	Method to cache (must be an instance method) TYPE: `F`

RETURNS	DESCRIPTION
`F`	Wrapped method with time-based caching

Example

class LiveData: time_out = 5 # Cache for 5 seconds

@live_cache
def get_quote(self, symbol):
    # ... expensive API call ...
    return quote

aynse.util.is_trading_day ¶

is_trading_day(dt: date, holidays_list: Optional[List[date]] = None) -> bool

Check if a given date is a trading day.

A trading day is a weekday (Monday-Friday) that is not a holiday.

PARAMETER	DESCRIPTION
`dt`	Date to check TYPE: `date`
`holidays_list`	Optional list of holiday dates. If None, uses the holidays from the holidays module. TYPE: `Optional[List[date]]` DEFAULT: `None`

RETURNS	DESCRIPTION
`bool`	True if the date is a trading day, False otherwise

API Reference¶

NSE Module¶

Historical Data¶

aynse.nse.history.stock_raw module-attribute ¶

aynse.nse.history.stock_df ¶

aynse.nse.history.stock_csv ¶

aynse.nse.history.derivatives_raw module-attribute ¶

aynse.nse.history.derivatives_df ¶

aynse.nse.history.derivatives_csv ¶

aynse.nse.history.index_raw module-attribute ¶

aynse.nse.history.index_df ¶

aynse.nse.history.index_csv ¶

aynse.nse.history.index_pe_raw module-attribute ¶

aynse.nse.history.index_pe_df ¶

aynse.nse.history.set_stock_history_backend ¶

aynse.nse.history.get_stock_history_backend ¶

aynse.nse.history.register_stock_history_provider ¶

Archives¶

aynse.nse.archives.bhavcopy_raw module-attribute ¶

aynse.nse.archives.bhavcopy_save module-attribute ¶

aynse.nse.archives.full_bhavcopy_raw module-attribute ¶

aynse.nse.archives.full_bhavcopy_save module-attribute ¶

aynse.nse.archives.bhavcopy_fo_raw module-attribute ¶

aynse.nse.archives.bhavcopy_fo_save module-attribute ¶

aynse.nse.archives.bhavcopy_index_raw module-attribute ¶

aynse.nse.archives.bhavcopy_index_save module-attribute ¶

aynse.nse.archives.bulk_deals_raw module-attribute ¶

aynse.nse.archives.bulk_deals_save module-attribute ¶

aynse.nse.archives.index_constituent_raw module-attribute ¶

aynse.nse.archives.index_constituent_save module-attribute ¶

aynse.nse.archives.index_constituent_save_all module-attribute ¶

aynse.nse.archives.expiry_dates ¶

Live Data¶

aynse.nse.live.NSELive ¶

stock_quote ¶

stock_quote_fno ¶

trade_info ¶

market_status ¶

chart_data ¶

tick_data ¶

market_turnover ¶

eq_derivative_turnover ¶

all_indices ¶

live_index ¶

index_option_chain ¶

equities_option_chain ¶

currency_option_chain ¶

live_fno ¶

pre_open_market ¶

holiday_list ¶

corporate_announcements ¶

bulk_equities_option_chain ¶

get_options_around_date ¶

analyze_earnings_options ¶

Holidays Module¶

aynse.holidays ¶

holidays ¶

is_holiday ¶

is_trading_day ¶

get_trading_days ¶

count_trading_days ¶

RBI Module¶

aynse.rbi.RBI ¶

current_rates ¶

policy_rate_archive ¶

aynse.rbi.policy_rate_archive ¶

HTTP Client¶

NSEHttpClient¶

Connection Pool¶

Request Batching¶

aynse.nse.request_batcher.RequestBatcher ¶

abatch_requests async ¶

batch_requests ¶

get_stats ¶

reset_stats ¶

aynse.nse.request_batcher.BatchStrategy ¶

Streaming Processor¶

aynse.nse.streaming_processor.StreamingProcessor ¶

process_csv_file ¶

process_csv_string ¶

aynse.nse.history.stock_raw `module-attribute` ¶

aynse.nse.history.derivatives_raw `module-attribute` ¶

aynse.nse.history.index_raw `module-attribute` ¶

aynse.nse.history.index_pe_raw `module-attribute` ¶

aynse.nse.archives.bhavcopy_raw `module-attribute` ¶

aynse.nse.archives.bhavcopy_save `module-attribute` ¶

aynse.nse.archives.full_bhavcopy_raw `module-attribute` ¶

aynse.nse.archives.full_bhavcopy_save `module-attribute` ¶

aynse.nse.archives.bhavcopy_fo_raw `module-attribute` ¶

aynse.nse.archives.bhavcopy_fo_save `module-attribute` ¶

aynse.nse.archives.bhavcopy_index_raw `module-attribute` ¶

aynse.nse.archives.bhavcopy_index_save `module-attribute` ¶

aynse.nse.archives.bulk_deals_raw `module-attribute` ¶

aynse.nse.archives.bulk_deals_save `module-attribute` ¶

aynse.nse.archives.index_constituent_raw `module-attribute` ¶

aynse.nse.archives.index_constituent_save `module-attribute` ¶

aynse.nse.archives.index_constituent_save_all `module-attribute` ¶

abatch_requests `async` ¶

aynse.nse.streaming_processor.StreamConfig `dataclass` ¶