nse-rs

An async Rust library for fetching live market data from the National Stock Exchange of India (NSE) — no API key or account required.

Provides live equity quotes, index quotes, structured option chains, futures, intraday & historical candles, polling feed loops, and EOD bhavcopy archives.

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Features

• Live equity quotes — flat NseQuote with LTP, OHLCV, change, volume
• Live index quotes — NIFTY 50, NIFTY BANK, FINNIFTY etc. via get_index_quote()
• Structured option chain — OptionChain grouped by expiry date → strike → CE/PE
• Futures — all contracts for a symbol filtered from derivatives
• Historical candles — 1/3/5/15/30/60 min intraday (30-day window) or D/W/M (25+ years)
• Polling feed — poll_quote() and poll_index() loops for simulated live streaming
• EOD bhavcopy — equity and F&O archives parsed into typed structs
• Script token cache — symbol → charting token cached in memory; no double-requests
• Auto session retry — cookie refresh on 403/decode failures, disk-cached for 1 hour
• No OpenSSL — uses rustls-tls-native-roots; cross-compiles cleanly

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Installation

[dependencies]
nse-rs = { git = "https://github.com/ratan00/nse-rs.git" }
tokio  = { version = "1", features = ["full"] }
chrono = "0.4"

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Quick Start

use nse_rs::NseClient;

#[tokio::main]
async fn main() -> anyhow::Result<()> {
    let client = NseClient::new();
    client.init_session().await?;

    // Flat live quote
    let quote = client.get_stock_quote("RELIANCE").await?;
    println!("{}: LTP ₹{:.2}  vol {}", quote.symbol, quote.ltp, quote.volume);

    // Index spot price
    let nifty = client.get_index_quote("NIFTY 50").await?;
    println!("NIFTY 50: {:.2}  ({:+.2}%)", nifty.last, nifty.change_pct);

    // Structured option chain
    let chain = client.get_option_chain("NIFTY").await?;
    for (expiry, rows) in &chain.expiries {
        println!("=== {} ===", expiry);
        for row in rows.iter().take(3) {
            println!("  {:>8.0}  CE {:.2}  PE {:.2}",
                row.strike, row.ce.ltp, row.pe.ltp);
        }
    }

    Ok(())
}

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API Reference

NseClient

Create with NseClient::new(), then call init_session().await? before any data fetch.

Live data

Method	Returns	Description
get_stock_quote(symbol)	NseQuote	Flat live quote for an equity (e.g. "SBIN")
get_index_quote(index_name)	NseIndexQuote	Spot for an index (e.g. "NIFTY 50", "NIFTY BANK")
get_option_chain(symbol)	OptionChain	All options grouped by expiry/strike with CE+PE
get_futures(symbol)	Vec<DerivativeContract>	All futures contracts
get_option_contracts(symbol)	Vec<DerivativeContract>	Raw option contracts (unstructured)
get_derivatives_quote(symbol)	NextApiDerivativesResponse	Full raw derivatives response
get_market_status()	MarketStatusResponse	Open / Closed / Pre-market

Polling feed

use tokio::sync::mpsc;

let (tx, mut rx) = mpsc::channel(64);

// Spawn a polling loop — sends a NseQuote every 3 seconds
tokio::spawn(async move {
    client.poll_quote("INFY", 3_000, tx).await;
});

while let Some(q) = rx.recv().await {
    println!("{}: ₹{:.2}", q.symbol, q.ltp);
}

poll_index("NIFTY 50", interval_ms, tx) works the same way for indices.

Both loops stop automatically when the receiver is dropped.

Historical candles

use chrono::Utc;

let end   = Utc::now();
let start = end - chrono::Duration::days(5);

// 5-minute intraday candles (market hours only, auto-filtered)
let candles = client.get_historical_candles("SBIN", start, end, "5").await?;

// Daily candles going back years
let daily = client.get_historical_candles("NIFTY", start, end, "D").await?;

Supported intervals: "1" "3" "5" "15" "30" "60" (minutes, max 30-day window) or "D" "W" "M" (unlimited history).

Intraday candles are automatically filtered to 09:15–15:30 IST.

EOD archives

use chrono::NaiveDate;

let date = NaiveDate::from_ymd_opt(2025, 6, 20).unwrap();

// Equity bhavcopy
let records = client.fetch_full_bhavcopy(date).await?;

// All actively trading symbol names for a date
let symbols = client.fetch_symbol_list(date).await?;

// F&O bhavcopy — typed structs, both pre/post July-2024 formats
let fo = client.fetch_fo_bhavcopy(date).await?;
for rec in fo.iter().take(5) {
    println!("{} {} {} @ {:.2}  OI {}", rec.symbol, rec.expiry, rec.option_type, rec.strike, rec.oi);
}

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Key Types

NseQuote

pub struct NseQuote {
    pub symbol:       String,
    pub company_name: String,
    pub ltp:          f64,
    pub open:         f64,
    pub high:         f64,
    pub low:          f64,
    pub prev_close:   f64,
    pub close:        f64,
    pub change:       f64,
    pub change_pct:   f64,
    pub volume:       f64,
    pub traded_value: f64,
    pub year_high:    f64,
    pub year_low:     f64,
    pub last_update:  String,
}

OptionChain

pub struct OptionChain {
    pub symbol:   String,
    // expiry date string → rows sorted by strike ascending
    pub expiries: BTreeMap<String, Vec<OptionChainRow>>,
}

pub struct OptionChainRow {
    pub strike: f64,
    pub ce:     OptionSide,
    pub pe:     OptionSide,
}

pub struct OptionSide {
    pub ltp:          f64,
    pub oi:           f64,
    pub change_in_oi: f64,
    pub volume:       f64,
}

FoBhavRecord

pub struct FoBhavRecord {
    pub symbol:          String,
    pub expiry:          String,
    pub instrument_type: String, // "FUTIDX", "OPTIDX", "FUTSTK", "OPTSTK"
    pub option_type:     String, // "CE", "PE", or "-"
    pub strike:          f64,
    pub open:            f64,
    pub high:            f64,
    pub low:             f64,
    pub close:           f64,
    pub settle_price:    f64,
    pub contracts:       u64,
    pub oi:              u64,
    pub change_in_oi:    i64,
}

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Session & Cookie Management

NSE's web APIs require browser cookies (nsit, nseappid, etc.) obtained by hitting their landing page. nse-rs handles this transparently:

1. Disk cache at ~/.cache/nse-rs/session.json — reused for up to 1 hour across process restarts
2. Auto-refresh — if a request returns a 403 or a decode error, the session is refreshed once and the request retried automatically
3. Force refresh — call client.force_refresh_session().await? to discard and re-fetch

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⚠️ Cloud & Geo Restrictions

www.nseindia.com (live quotes, option chains, charting) enforces strict firewall rules:

• Geo-blocking — requests from IPs outside India are frequently rejected with 403 or TCP resets
• Cloud IP blocking — AWS, GCP, Azure, DigitalOcean and similar data-centre ranges are blocked even within India

Run from a residential Indian internet connection. Residential proxies are an alternative.

The archive domain nsearchives.nseindia.com (bhavcopy downloads) does not have these restrictions and works globally.

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Running the Example

cargo run --example demo

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Credits: inspired by Python's jugaad-data and nsemine — rewritten in Rust for type safety, zero-cost abstractions, and no runtime overhead.

License

MIT