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NSE-Future-and-Options-Dataset-3M

NSE-Future-and-Options-Dataset-3M

active ARFF GPL 2 Visibility: public Uploaded 24-03-2022 by Mark Murphy
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Context This Data is gathered from NSE website for the past three months I am posting this here so people can analyse this data and gather meaningful insights from this. Example - Probability of Stock ending up at Max Pain with the help of Open Interest. Content The dataset contains stock symbol with which it is traded, Expiry Date. Strike Price and the Option pricing of the Symbol at that Strike price. Acknowledgements I thank the people working at NSE for publishing these reports everyday. Inspiration Whenever we want to initiate an Options trade we look at various parameters like OpenInterest, Change in OI, Technical Analysis Indicators before deciding to Buy/Sell the Option. Most times we need to browse to multiple websites to gather the data we need, This is an example to show how you can customise the data for our needs.

16 features

Unnamed:_0numeric2533210 unique values
0 missing
INSTRUMENTstring4 unique values
0 missing
SYMBOLstring164 unique values
0 missing
EXPIRY_DTstring37 unique values
0 missing
STRIKE_PRnumeric934 unique values
0 missing
OPTION_TYPstring3 unique values
0 missing
OPENnumeric25794 unique values
0 missing
HIGHnumeric27093 unique values
0 missing
LOWnumeric25093 unique values
0 missing
CLOSEnumeric34046 unique values
0 missing
SETTLE_PRnumeric101890 unique values
0 missing
CONTRACTSnumeric17737 unique values
0 missing
VAL_INLAKHnumeric159543 unique values
0 missing
OPEN_INTnumeric36927 unique values
0 missing
CHG_IN_OInumeric20966 unique values
0 missing
TIMESTAMPstring69 unique values
0 missing

19 properties

2533210
Number of instances (rows) of the dataset.
16
Number of attributes (columns) of the dataset.
Number of distinct values of the target attribute (if it is nominal).
0
Number of missing values in the dataset.
0
Number of instances with at least one value missing.
11
Number of numeric attributes.
0
Number of nominal attributes.
0
Percentage of nominal attributes.
Average class difference between consecutive instances.
68.75
Percentage of numeric attributes.
0
Percentage of missing values.
0
Percentage of instances having missing values.
0
Percentage of binary attributes.
0
Number of binary attributes.
Number of instances belonging to the least frequent class.
Percentage of instances belonging to the least frequent class.
Number of instances belonging to the most frequent class.
Percentage of instances belonging to the most frequent class.
0
Number of attributes divided by the number of instances.

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