tools-nse-market-data

NSE India market data tools for Ethos AI agents.

Stores historical OHLCV data locally in SQLite (pure WASM — no native compilation), syncs from Yahoo Finance and NSE Bhavcopy, manages watchlists, runs screener scans, computes 60+ technical indicators, and provides market/sector breadth analysis — all from your local machine, no cloud dependency.

What it does

• Seed database — ships pre-built 5-year OHLCV + indicators, ready on npm install
• Backfill — download up to 5 years of daily OHLCV for all NSE stocks
• Daily sync — fill the gap from last stored date to today
• Watchlist — track a curated set of symbols
• 40 built-in scans — momentum, breakout, reversal, relative strength, setups, volume
• 60+ indicators — RSI, EMA, SMA, MACD, ADX, Bollinger, Keltner, Stochastic, PSAR, OBV, and more
• Market & sector state — breadth metrics, mood score, sector rotation
• Backtesting — historical screen replay with P&L analysis
• FII/DII flows — institutional buy/sell data from NSE
• Corporate actions — dividends, splits, bonus
• Bulk/block deals — large institutional trades
• Ethos tools — exposes createNseMarketDataTools() returning Tool[] for agent integration
• 16 analysis skills — morning brief, trade setup, stock scoring, stage analysis, market regime, sector rotation, chart rendering, and more
• Charting — candlestick charts with annotations, support/resistance, moving averages via mplfinance
• Bootstrap & daily refresh skills — automated data preparation workflows for LLM agents

Data sources: Yahoo Finance (free, no API key) + NSE Bhavcopy (official bulk download).

How it works

                         ┌──────────────────────────────────────────┐
                         │           DATA SOURCES                   │
                         │  Yahoo Finance  ·  NSE Bhavcopy          │
                         └────────────┬─────────────────────────────┘
                                      │ backfill / update
                                      ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                          OHLCV (Raw Price Data)                             │
│                                                                             │
│  symbol     date        open     high     low      close    volume          │
│  ─────────  ──────────  ───────  ───────  ───────  ───────  ──────────      │
│  RELIANCE   2026-06-09  1280.00  1305.50  1275.20  1298.75  12,345,678     │
│  TCS        2026-06-09   3520.00  3548.00  3510.00  3535.00   4,567,890     │
│  INFY       2026-06-09   1480.00  1495.00  1472.00  1488.50   8,901,234     │
└────────────────────────────────┬────────────────────────────────────────────┘
                                 │ compute-indicators
                                 ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                      INDICATORS (60+ per symbol per day)                    │
│                                                                             │
│  Trend         │  Momentum      │  Volume        │  Position                │
│  ────────────  │  ───────────── │  ───────────── │  ─────────────           │
│  EMA 20/50/200 │  RSI (14)      │  RVOL          │  52-week high %         │
│  SMA 50/200    │  MACD          │  OBV slope     │  ATH distance           │
│  MA stack (0-4)│  ADX / DI+/DI- │  Delivery %    │  Price percentile       │
│  Stage (1-4)   │  Stochastic    │  VWAP position │  Pct from EMAs          │
│  PSAR signal   │  CCI / ROC     │  Dollar volume │  Base pattern           │
│                │                │                │                          │
│  Scores: sniper_score · composite_score · setup_type · setup_quality       │
│  Multi-TF: weekly EMA/RSI · monthly EMA · tf_alignment_score               │
└────────────────────────────────┬────────────────────────────────────────────┘
                                 │ scan conditions
                                 ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                          SCANS (40 built-in)                                │
│                                                                             │
│  Scan ID              │ Condition (WHERE clause)                            │
│  ───────────────────  │ ─────────────────────────────────────────────────── │
│  stage2_momentum      │ stage=2 AND ma_stack=4 AND rsi_14>55               │
│                       │   AND composite_score>=65                           │
│                       │                                                     │
│  52w_high_breakout    │ dist_52wk_high_pct<=1 AND rvol>=1.5                │
│                       │   AND closed_above_vwap=1                           │
│                       │                                                     │
│  momentum_surge       │ return_1m>8 AND rvol>=1.5 AND ma_stack>=3          │
│                       │   AND rsi_14>50                                     │
│                       │                                                     │
│  base_breakout        │ base_pattern IS NOT NULL AND base_depth_pct<25     │
│                       │   AND stage=2 AND near_pivot=1                      │
│                       │                                                     │
│  rs_leaders           │ rs_rank_in_segment>80 AND stage=2                  │
│                       │   AND return_3m>0                                   │
│                       │                                                     │
│  oversold_bounce      │ rsi_14<30 AND rsi_14>PREV(rsi_14)                  │
│                       │   AND close>low                                     │
└────────────────────────────────┬────────────────────────────────────────────┘
                                 │ analysis / backtest
                                 ▼
┌─────────────────────────────────────────────────────────────────────────────┐
│                          OUTPUT                                             │
│                                                                             │
│  Morning Brief    │  Backtest Results    │  Charts         │  Alerts        │
│  ───────────────  │  ──────────────────  │  ────────────── │  ────────────  │
│  Market regime    │  Win rate: 62%       │  Candlestick    │  52W high hit  │
│  Breadth score    │  Avg gain: +8.2%     │  MA overlays    │  Volume surge  │
│  Top 3 setups     │  Avg loss: -3.1%     │  Support/resist │  Stage change  │
│  Sector rotation  │  Expectancy: +3.8%   │  Buy/sell marks │  PSAR flip     │
│  Risk posture     │  Alpha vs Nifty: +5% │  Pattern labels │  Setup trigger │
└─────────────────────────────────────────────────────────────────────────────┘

Example flow: finding a Minervini-style breakout

RELIANCE.NS daily data (5 years)
        │
        ▼ compute-indicators
   EMA20=1290, EMA50=1260, EMA200=1180    ← all rising, price above all = MA stack 4
   RSI=62, MACD histogram positive         ← momentum confirmed
   Stage=2, composite_score=78             ← uptrend with high quality
   base_pattern="cup_with_handle"          ← consolidation detected
   dist_52wk_high_pct=1.2%                ← near new high
   rvol=1.8                                ← volume 80% above average
        │
        ▼ stage2_momentum scan
   ✅ MATCH: stage=2 AND ma_stack=4 AND rsi_14>55 AND composite_score>=65
        │
        ▼ backtest (entry next day open, 2× ATR stop, 30-day hold)
   Entry: ₹1,299 → Exit: ₹1,412 (+8.7%) after 22 days

Quick start

npm install @ethosagent/tools-nse-market-data

# Full initialization: instruments + 5-year backfill + indicators
nse-market-data init --years 5

# Or step by step:
nse-market-data watchlist add RELIANCE.NS
nse-market-data backfill --symbols RELIANCE.NS
nse-market-data compute-indicators
nse-market-data history RELIANCE.NS --days 10
nse-market-data scan momentum_surge

Run locally (development)

npm install
npm run build

# Use a throwaway DB for testing
export NSE_MARKET_DATA_DB=/tmp/test-market.db

# Full init (downloads data, computes indicators)
node dist/cli.js init --years 5

# Backfill all symbols
node dist/cli.js backfill --all --skip-synced --concurrency 10

# Mark delisted symbols inactive
node dist/cli.js backfill --all --skip-synced --mark-failed-inactive

# Compute everything
node dist/cli.js compute-indicators
node dist/cli.js compute-market-state
node dist/cli.js compute-sector-state

# Run scans
node dist/cli.js scan --list
node dist/cli.js scan momentum_surge
node dist/cli.js scan base_breakout

# Watchlist
node dist/cli.js watchlist add RELIANCE.NS
node dist/cli.js watchlist show

# History and quotes
node dist/cli.js history RELIANCE.NS --days 10
node dist/cli.js quote RELIANCE.NS

# Backtest
node dist/cli.js backtest --from 2025-01-01 --to 2025-12-31 --scan-id momentum_surge

# Institutional data
node dist/cli.js fetch-fii-dii --days 5
node dist/cli.js fetch-bulk-block
node dist/cli.js fetch-corporate-actions --symbol RELIANCE.NS

CLI reference

Setup & Seed

| Command | Description | |---|---| | init [--years N] | Full initialization: seed instruments + scans, backfill index + watchlist, compute indicators (default 5 years) | | seed-update | Import new symbols from GitHub seed (additive) | | refresh-instruments | Reload instruments + index constituents from data/. Symbols not in the seed are deactivated (is_active = 0), not deleted — the removed count is deactivations | | refresh-scans | Reload scan definitions from scans/ |

Data Sync

| Command | Description | |---|---| | backfill [--symbols A,B] [--from DATE] [--all] [--source bhavcopy\|yahoo] [--stored-source S] [--skip-synced] [--concurrency N] [--mark-failed-inactive] | Download OHLCV history, per price sources | | backfill-status | Show synced vs pending symbols | | update [--mode watchlist\|all] [--source bhavcopy\|yahoo] | Sync from last stored date to today; prints progress lines and a short summary | | sources | Instruments per price source and recent automatic source switches |

NSE indices

| Command | Description | |---|---| | index list [--available] | Registered NSE-file indices with bar counts; --available lists names in the latest NSE file that are not registered | | index add "<NSE name>" [--category C] [--from DATE] | Register an index by its NSE name (e.g. "Nifty Chemicals"), backfill it from the NSE file (default 365 days, not before 2016-01-01), attach constituents | | index backfill [--symbols A,B] [--from DATE] | Re-fetch index history from the NSE file (default: every NSE-file index, 365 days) | | index constituents [--symbols A,B] | Re-download NSE constituent lists and replace the members |

Analysis

| Command | Description | |---|---| | compute-indicators [--symbol SYM] [--from DATE] [--to DATE] | Compute 60+ technical indicators | | compute-market-state [--from DATE] [--to DATE] | Compute market breadth metrics | | compute-sector-state [--from DATE] [--to DATE] | Compute sector rotation metrics | | scan <scan_id> | Run a saved scan | | scan --list | List all 40 built-in scans | | screen [--list NAME] [--volume-surge N] [--near-high N] | Screen watchlist | | backtest --from DATE --to DATE [--scan-id ID] [--hold-days N] | Backtest a scan |

Queries

| Command | Description | |---|---| | history SYMBOL [--days N] | OHLCV history from local DB | | quote SYMBOL | Live price from Yahoo Finance |

Watchlist

| Command | Description | |---|---| | watchlist add SYMBOL [--list NAME] [--notes TEXT] | Add to watchlist | | watchlist remove SYMBOL [--list NAME] | Remove from watchlist | | watchlist show [--list NAME] | Show watchlist |

Data Fetching

| Command | Description | |---|---| | fetch-fii-dii [--date DATE] [--days N] | Fetch FII/DII institutional flows | | fetch-corporate-actions --symbol SYM [--from DATE] [--to DATE] | Fetch dividends, splits, bonus | | fetch-bulk-block [--date DATE] | Fetch bulk and block deals |

Maintenance

| Command | Description | |---|---| | import-instruments --csv PATH [--report PATH] [--backfill-days N] [--batch N] [--delay-ms N] | Add-only bulk import of a Symbol,Description,Sector,Industry CSV (registers missing <Symbol>.NS, backfills; resumable) | | mark-inactive SYMBOL1,SYMBOL2,... | Mark symbols as inactive | | detect-splits [--gap N] | Detect potential stock splits | | clean | Delete all stored data |

Options: --db PATH (override DB path) or NSE_MARKET_DATA_DB env var. Default: ~/.ethos/market-data/market.db

Using with Ethos

Installation

pnpm add @ethosagent/tools-nse-market-data

Register tools

import { createNseMarketDataTools } from '@ethosagent/tools-nse-market-data';
// inside wire():
for (const tool of createNseMarketDataTools()) tools.register(tool);

LLM initialization instructions

Add this to your agent's system prompt or personality config:

## NSE Market Data — Initialization

Before using any NSE market data tool, check if the database is ready:

1. Call nse_market_history with symbol "RELIANCE.NS" and days 1.
   - If it returns data → Go to step 3.
   - If it returns empty → Go to step 2.

2. Bootstrap the database. Tell the user to run:
   mkdir -p ~/.ethos/market-data && gunzip -k -c \
     ~/.ethos/plugins/node_modules/@ethosagent/tools-nse-market-data/data/seed.db.gz \
     > ~/.ethos/market-data/market.db
   After confirmed, continue to step 3.

3. Compute indicators. Call nse_compute_indicators with no arguments.
   - If processed > 0 → Success. Scans and analysis are ready.
   - If processed = 0 → Tell the user to run from CLI:
       nse-market-data refresh-instruments
       nse-market-data compute-indicators
     Then retry.

4. Daily updates (once per day after market close):
   a. nse_market_update with mode: "all"
   b. nse_compute_indicators with no arguments.

IMPORTANT: Do NOT run scans or analysis until indicators are computed.

LLM skills for data management

| Skill | When to use | Trigger phrases | |---|---|---| | nse_full_data_bootstrap | First-time setup or major rebuild | "bootstrap NSE data", "initialize market database", "fill all market data" | | nse_daily_refresh | Daily maintenance after bootstrap is done | "refresh NSE data", "update market data", "run daily prep" |

Tool reference

| Tool | Description | |---|---| | nse_market_clean | Wipe all stored data | | nse_market_backfill | Backfill historical OHLCV (supports batched execution; source as for update) | | nse_market_update | Incremental sync to today (source: bhavcopy default, or yahoo); streams progress | | nse_index_add | Register an NSE index by its official name and backfill it from the NSE file | | nse_instrument_add | Register an equity or index the seed data missed | | nse_instrument_import | Add-only bulk registration + backfill from a Symbol,Description,Sector,Industry CSV | | nse_watchlist_add | Add symbol to watchlist | | nse_watchlist_remove | Remove from watchlist | | nse_watchlist_show | Show watchlist with prices | | nse_market_history | Get OHLCV rows for a symbol | | nse_market_screen | Screener against stored data | | nse_run_scan | Run a saved scan by ID | | nse_market_query | Run one read-only SQL SELECT against the local database | | nse_invoke_skill | Invoke an analysis skill (stock_deep_analysis, trade_setup, etc.) | | nse_market_brief | Comprehensive market overview | | nse_market_indicators | Get technical indicators for a symbol | | nse_watchdog | Alert condition checker with cooldown | | nse_compute_indicators | Compute/refresh all indicators |

nse_market_query — ad-hoc SQL

For questions nobody pre-built a scan for. Anything the scan library already covers is better answered by nse_run_scan or nse_market_screen — those encode domain judgement this tool does not.

It sits in its own toolset, market_query, rather than market, so a personality can hold the curated scans without holding arbitrary SQL.

| Argument | Default | Notes | |---|---|---| | sql | — | Required. One statement, starting with SELECT or WITH. | | limit | 200 | Max 1000. Out-of-range values are clamped. |

Joining today's price row to today's indicators — the case the tool exists for:

{
  "sql": "SELECT o.symbol AS symbol, n.name AS name, o.close AS close, i.rsi_14 AS rsi, i.rvol AS rvol FROM ohlcv_daily o JOIN indicators_daily i ON i.symbol = o.symbol AND i.date = o.date JOIN instruments n ON n.symbol = o.symbol WHERE o.date = (SELECT MAX(date) FROM indicators_daily) AND n.instrument_type = 'equity' AND n.is_active = 1 AND i.rvol >= 2 ORDER BY i.rvol DESC",
  "limit": 25
}

Returns JSON: row_count, truncated, elapsed_ms, columns, rows, and a note when the result was cut short.

Constraints:

• Read-only. The connection is opened readOnly with PRAGMA query_only = 1, and a tokenizer scrubs comments and string literals before rejecting ATTACH, PRAGMA, writes, and anything after a ;.
• Alias every output column. Duplicate names collapse — SELECT i.symbol, c.symbol returns one symbol key.
• Output is capped three ways: the row limit, an injected LIMIT, and a ~30,000-character JSON budget. A truncated result without an ORDER BY is an arbitrary sample.
• There is no statement timeout. node-sqlite3-wasm exposes no interrupt(), so an unconstrained join blocks the agent until it finishes. Always constrain by date or symbol.

nse_instrument_add — register a missing instrument

Registers a symbol that already exists on the price feed. Before this tool, adding one meant editing data/instruments.json and re-running refresh-instruments.

| Argument | Default | Notes | |---|---|---| | symbol | — | Required. RELIANCE.NS, TATASTEEL.BO, or ^NSEBANK. | | name | from feed | Required when validate is false. | | exchange | NSE | | | sector, industry, isin, market_cap_band | — | Optional labels. sector is what sector scans group on. | | instrument_type | equity | Or index. | | index_category | — | Indices only: broad, sector, cap_segment, regime, thematic. | | members | — | Indices only: [{ "symbol": "TCS.NS", "weight": 8.2 }]. Weights optional. | | as_of_date | today (IST) | YYYY-MM-DD, stamped on constituent rows. | | validate | true | Check the symbol against the price feed first. | | update | false | Overwrite an existing row instead of reporting it. | | backfill | false | Download price history immediately. | | backfill_days | 365 | Ignored when backfill is false. |

{ "symbol": "ZOMATO.NS", "sector": "Consumer Services", "backfill": true, "backfill_days": 1825 }

Then run nse_compute_indicators — without indicators the symbol stays invisible to nse_run_scan, nse_market_screen, and nse_market_indicators.

Behaviour worth knowing:

• Idempotent. An existing symbol reports its current values and OHLCV coverage, writes nothing, and costs zero feed calls. Pass update: true to overwrite.
• Backfill runs before the write, so a typo is caught before a row lands.
• Validation only blocks on a definitive miss. A feed response that positively says the symbol does not exist refuses the registration; a timeout or 5xx registers the instrument with a caveat rather than failing.
• Indices use the same tool — instrument_type: "index". They live in instruments; there is no separate indices table. members writes to index_constituents, and members that are not themselves registered are attached but named back to you.

{
  "symbol": "^CNXPHARMA",
  "instrument_type": "index",
  "index_category": "sector",
  "members": [{ "symbol": "SUNPHARMA.NS", "weight": 21.4 }, { "symbol": "CIPLA.NS", "weight": 8.1 }]
}

nse_index_add — add an NSE index by name

{ "name": "Nifty MidSmallcap 400", "category": "broad", "backfill_days": 365 }

The name is checked against NSE's latest daily all-indices file; an unknown name is refused with the three closest names. The symbol comes from the name (^NIFTYMIDSMALLCAP400; the 38 catalogued indices keep their established keys, e.g. NIFTY Midcap 100 → ^NSMIDCP100). History and volume come from the NSE file, and constituents from NSE's list when one is published. Indices added this way live only in the database — they are not in the shipped data/instruments.json, so a fresh refresh-instruments deactivates them like any other manually added instrument (see below).

Manually added instruments and the refresh sweep

refresh-instruments and init reload instruments from the shipped seed JSON, then sweep every symbol that is not in that batch. A manually added symbol is never in the seed.

That sweep used to be a hard DELETE, which destroyed the row and orphaned its price history. It now sets is_active = 0. So a manually added instrument survives the refresh — but it comes back deactivated, and the scan runner filters the universe to is_active = 1, so it will not appear in scan results until it is reactivated.

If a symbol you added has quietly stopped showing up in scans, this is why. Re-run nse_instrument_add with update: true to set it active again.

Skills

The package ships 16 analysis skills in skills/ that guide LLM agents through structured workflows:

Data Management

| Skill | Purpose | |---|---| | nse_full_data_bootstrap | Full historical setup: stocks → indexes → indicators → scans → validate | | nse_daily_refresh | Daily update: sync → compute indicators → refresh scans → assess readiness |

Analysis

| Skill | Purpose | |---|---| | morning_brief | Pre-market trading brief: regime, breadth, sectors, top setups, risk posture | | stock_deep_analysis | Comprehensive single-stock analysis with support/resistance levels | | trade_setup | Entry zone, stop loss, targets for a specific stock | | stock_scoring | Composite quality scoring across multiple dimensions | | stage_analysis | Weinstein stage classification and implications | | market_regime | Broad market regime assessment from breadth data | | sector_rotation | Sector relative strength ranking and rotation signals | | breadth_narrative | Market breadth interpretation for trading decisions | | scan_explain | Explain what a scan found and why it matters | | base_pattern_analysis | Chart base/consolidation pattern analysis | | smart_money_scan | Institutional activity detection (FII/DII + bulk/block deals) | | risk_check | Position sizing and risk assessment | | watchdog_triage | Alert condition evaluation with cooldown management | | chart_ohlcv | Candlestick chart rendering with annotations and MA overlays |

Backtesting

Run any scan over historical data to measure win rate, expectancy, and alpha. See docs/backtesting.md for the full guide.

# Backtest a built-in scan
nse-market-data backtest --scan-id stage2_momentum --from 2025-01-01 --to 2026-06-01 --hold-days 30

# Backtest a custom screen
nse-market-data backtest --screen "stage = 2 AND rsi_14 > 55 AND rvol >= 1.5" --from 2025-01-01 --to 2026-06-01

Output includes: per-trade detail, win rate, expectancy, max drawdown, Sharpe ratio, benchmark alpha, and by-regime breakdown.

Seed database

The npm package bundles data/seed.db.gz — a pre-built database with 5 years of OHLCV data for all active NSE symbols (indicators are not included to keep the package under 60MB). On npm install, the postinstall script decompresses it to ~/.ethos/market-data/market.db.

After install, compute indicators separately:

nse-market-data compute-indicators
nse-market-data compute-market-state
nse-market-data compute-sector-state

Or tell the LLM: "Run nse_full_data_bootstrap for 5 years"

Generating a fresh seed

make build
make seed-db    # ~2-4 hours: backfill all OHLCV + compress (no indicators)

This runs: refresh instruments → refresh scans → backfill all → mark failed inactive → compress → write manifest.

The seed is also uploaded to GitHub releases on make release, enabling nse-market-data seed-update to fetch newer data without upgrading the package.

Price sources

Every instrument stores where its prices come from: instruments.price_source (yahoo, bhavcopy or nse_index) and instruments.source_key (the Yahoo symbol, <NSE symbol>:<series> such as AAKAAR:SM, or the NSE index name).

• Indices always come from NSE's daily all-indices file (ind_close_all_DDMMYYYY.csv): one request per day covers every index, with real volume. History goes back to 2016-01-01.
• Stocks and trusts — update and backfill take a preference, --source / source:
  • bhavcopy (default): one NSE CM bhavcopy per trading day serves every symbol NSE lists, whatever its stored source (a plain .NS symbol maps to SYM:EQ and also matches BE/BZ and other equity series; -SM.NS matches SM and ST). What the bhavcopy does not list — .BO symbols, renamed tickers, a stock that did not trade — falls back to its stored source, usually Yahoo.
  • yahoo: Yahoo serves every Yahoo-sourced symbol and overwrites those days. SME/InvIT/REIT symbols stored as bhavcopy stay on the bhavcopy.
• Bhavcopy prices are raw (adj_close = close), not split/bonus-adjusted. Adjustments come from detect-splits / corporate actions, or from a periodic --source yahoo run.
• Days with no new session are skipped. The day's NSE file doubles as the session probe (404 = holiday, weekend or not yet published); when there is no new session, no Yahoo request is made.
• A symbol with no stored source is resolved once, when it is backfilled: Yahoo if Yahoo has at least half the trading days of the range, else the bhavcopy if NSE lists it, else refused with the reason. Updates never probe.
• A Yahoo-sourced symbol that misses 3+ consecutive trading days the bhavcopy has (during a --source yahoo run) is switched to the bhavcopy; the switch is recorded in source_switches and listed in the summary.
• Yahoo calls pass a process-wide 400 ms spacing check. The check is not atomic, so concurrent workers (--concurrency, 5 in update) can pass it together: measured about 12 requests/s with 5 workers, not 2.5. Unchanged in 0.1.37.
• NSE files are cached next to the database (nse-index-close/, nse-bhavcopy/); re-reading a cached range makes no request.
• If a write fails with database is locked, the error names the <db>.lock directory. Remove it only when no nse-market-data or ethos process is running.

Database

SQLite (via node-sqlite3-wasm — pure WASM, no native compilation) at ~/.ethos/market-data/market.db (STRICT tables):

| Table | Purpose | |---|---| | instruments | Master list of ~1,400 NSE symbols | | ohlcv_daily | Daily OHLCV rows, PK (symbol, date) | | sync_meta | Last successful sync date per symbol (+ Yahoo miss streak) | | source_switches | Automatic price-source changes | | watchlist | User's tracked symbols | | index_constituents | Index membership (replaced from NSE's lists; refreshed by update --mode all when older than 30 days) | | indicators_daily | 60+ computed indicators per symbol per date | | market_state_daily | Market breadth and mood score | | sector_state_daily | Per-sector breadth metrics | | saved_scans | 40 built-in + custom screener queries | | ath_tracker | All-time high tracking | | fii_dii_daily | FII/DII institutional flows | | corporate_actions | Dividends, splits, bonus | | bulk_block_deals | Large institutional trades |

Release process

make seed-db              # Generate fresh seed (optional, ~2-4 hours)
make version-bump-patch   # Bump version
git add -A && git commit -m "chore: release v0.x.y"
make release              # verify + check + build + tag + push + upload seed
make smoke                # Verify on npm (~3 min)

Requires NPM_TOKEN secret in GitHub repository settings.

Contributing

git clone https://github.com/MiteshSharma/tools-nse-market-data
cd tools-nse-market-data
npm install
npm run check    # typecheck + lint + test

Code style: Biome (2 spaces, 100-char lines, single quotes).

License

MIT © 2026 Mitesh Sharma