fobhav: Historical Derivatives(F&O) Bhavcopy

Introduction

To download historical bhavcopy just mention the date in numeric format(Date, Month, Year). Note that date should be mentioned in quotation mark “” (inverted comma).

# Example: Lets download the bhavcopy of 1 July 2021 for Derivatives (F&O). 
library(nser)
report = fobhav("01072021")
head(report)
#>   INSTRUMENT    SYMBOL   EXPIRY_DT STRIKE_PR OPTION_TYP     OPEN     HIGH
#> 1     FUTIDX BANKNIFTY 29-Jul-2021         0         XX 34975.75 35086.35
#> 2     FUTIDX BANKNIFTY 26-Aug-2021         0         XX 35426.30 35426.30
#> 3     FUTIDX BANKNIFTY 30-Sep-2021         0         XX 35303.05 35358.20
#> 4     FUTIDX  FINNIFTY 01-Jul-2021         0         XX 16480.00 16480.00
#> 5     FUTIDX  FINNIFTY 08-Jul-2021         0         XX 16435.00 16435.00
#> 6     FUTIDX  FINNIFTY 15-Jul-2021         0         XX     0.00     0.00
#>        LOW    CLOSE SETTLE_PR CONTRACTS VAL_INLAKH OPEN_INT CHG_IN_OI
#> 1 34810.85 34853.05  34853.05    105417  920286.40  2113400    -91225
#> 2 34973.45 35004.70  35004.70      2041   17894.82    79450      3850
#> 3 35128.85 35159.30  35159.30       264    2324.22    10300       425
#> 4 16368.50 16373.10  16376.85       112     735.46      600      -720
#> 5 16415.00 16415.00  16388.35         3      19.70      240       120
#> 6     0.00 15608.35  16399.80         0       0.00        0         0
#>     TIMESTAMP  X
#> 1 01-JUL-2021 NA
#> 2 01-JUL-2021 NA
#> 3 01-JUL-2021 NA
#> 4 01-JUL-2021 NA
#> 5 01-JUL-2021 NA
#> 6 01-JUL-2021 NA