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Author: Bakulesh Two stars, 250 posts Old School Fool Add to my Favorite Fools Ignore this person (you won't see their posts anymore) Number: of 244  
Subject: Historical Data of BSE SENSEX Components Date: 2/18/2008 4:34 PM
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Historical Data of BSE SENSEX Components
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I was looking for information on BSE Components. I use the Finance Yahoo site for US, UK, etc data. But for SENSEX the Finance Yahoo site for India has the "components" link grayed out. Fortunately at BSE's website they have a ZIP file with components of SENSEX and other BSE indices all neatly organised in a MS-Excel file. The ZIP file is located at following link: www.bseindia.com/downloads/about/INDICES.zip.

I am reproducing what it shows in sheet named "SENSEX" at the end of this post. (Note. I copied and pasted the sheet content and changed all "tab" characters to comma. In other simlarly copy-pasted matter I changed to show comma where a blank shows for showing different fields of line).

I usually download the historical data of stocks which are part of Dow Jones Industrial Average using a program written in PowerBasic. What it does is take symbols from a file one by one and builds the URL which will give the historical data in CSV format and access the site with the URL.

With Indian stocks I tried this: from the Excel file I can get something called "code", name of company, sector, weight (what they call "Adj. Factor"). Probably for all stocks a symbol like <code>.BO will work. For example for first listed company "ACC Ltd." the code is "500410" so a symbol like this can be formed: 500410.BO. This did give me the "summary" page of ACC Ltd. The "Historical Prices" although not grayed out produced a message: "Historical quote data is unavailable for the specified date range". The date range form did not have starting date properly specified but that is not the problem. Entering valid dates for starting and ending of the period wanted doesnot produce data and same message is showed. A search using "symbol lookup" for "ACC Ltd" gave a list of 4 symbols like following:

Symbol, Name, Market, Industry, Add to My Portfolio
500410.BO, ACC LTD, Bombay, N/A, Add
600410.BO, ACC LTD, Bombay, N/A, Add
ACC.NS, ASSOCIATED CEMENT CO LTD, NSE, N/A, Add
ACC_a.NS, ASSOCIATED CEMENT CO LTD, NSE, N/A, Add

Here there are 2 "ACC LTD" in "Bombay" market and 2 "ASSOCIATED CEMENT CO LTD" for "NSE" market. Both in BO did not have "Historical Prices". With symbol ACC.NS I did get historical data. With symbol ACC_a.NS I had same problem as the 2 listed in BO.

Like this I continued looking up data for other companies and compiled a list of symbols which give historical data. Next company is "Ambuja Cements". This on search with "symbol lookup" gave:

Symbol, Name, Market, Industry, Add to My Portfolio
AMBUJARAJ.NS, AMBUJA CEMENT RAJAS. LTD, NSE, N/A, Add
AMBUJAR_a.NS, AMBUJA CEMENT RAJAS. LTD, NSE, N/A, Add
3077381.IL, AMBUJA CEMENT REG-S, N/A, N/A, Add
AMBUF.PK, AMBUJA CEMENTS LTD, Other OTC, N/A, Add
GUJAMBCEM.NS, GUJARAT AMBUJA CEMENT LTD, NSE, N/A, Add
GUJAMBC_a.NS, GUJARAT AMBUJA CEMENT LTD, NSE, N/A, Add

Of these only GUJAMBCEM.NS showed historical data. Apparently Ambuja Cements does not exist and there are sister companies both traded in India's exchanges and by inclusion in SENSEX is meant use of price data of both companies? Anyway, then I searched Google for words: "Ambuja Cements Stock Data Historical" and found a link like this: investing.businessweek.com/research/stocks/snapshot/snapshot.asp?symbol=ABUJ.BO. At this link a page similar to Yahoo's summary page shows. On clicking a link "Historical Quote" a year's daily data are shown. I need 5 year data so I changed the starting date to 5 years back from ending date. The historical data now show monthly quotes which is fine with me but this can be changed. Only irritating aspect is for some reason (possibly a bug) when last "page" is requested the page shows for a few seconds and then first page again loads. Workaround this problem is to request slightly more data than you need. For example if you want 5 years data then request 5.25 years data. Each page shows 10 weeks worth of data (I think). My problem is not solved by this because I need a capability to download data using a PowerBasic program. I fully realise that here in this board I am unlikely to find help on browser scripting and how to translate it into a language like PowerBasic. But describing this here just in case somebody wants to dig deep into businessweek site and try to figure out how to accomplish this. And of course information here might be useful as it is to somebody who is happy accessing data manually via a browser.

-Bakulesh
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SENSEX Constituents:,,Composition revised from 19/11/2007,
Code,Name,Sector,Adj. Factor
500410,ACC Ltd.,Housing Related,0.60
500425,Ambuja Cements Ltd.,Housing Related,0.60
500490,Bajaj Auto Ltd.,Transport Equipments,0.65
500103,Bharat Heavy Electricals Ltd.,Capital Goods,0.35
532454,Bharti Airtel Ltd.,Telecom,0.35
500087,Cipla Ltd.,Healthcare,0.65
532868,DLF Ltd.,Housing Related,0.15
500300,Grasim Industries Ltd.,Diversified,0.75
500010,HDFC,Finance,0.85
500180,HDFC Bank Ltd.,Finance,0.80
500440,Hindalco Industries Ltd.,Metal,Metal Products & Mining,0.70
500696,Hindustan Unilever Ltd.,FMCG,0.50
532174,ICICI Bank Ltd.,Finance,1.00
500209,Infosys Technologies Ltd.,Information Technology,0.85
500875,ITC Ltd.,FMCG,0.70
500510,Larsen & Toubro Limited,Capital Goods,0.90
500520,Mahindra & Mahindra Ltd.,Transport Equipments,0.80
532500,Maruti Suzuki India Ltd.,Transport Equipments,0.50
532555,NTPC Ltd.,Power,0.15
500312,ONGC Ltd.,Oil & Gas,0.20
500359,Ranbaxy Laboratories Ltd.,Healthcare,0.70
532712,Reliance Communications Limited,Telecom,0.35
500390,Reliance Energy Ltd.,Power,0.65
500325,Reliance Industries Ltd.,Oil & Gas,0.50
500376,Satyam Computer Services Ltd.,Information Technology,0.95
500112,State Bank of India,Finance,0.45
532540,Tata Consultancy Services Limited,Information Technology,0.25
500570,Tata Motors Ltd.,Transport Equipments,0.60
500470,Tata Steel Ltd.,Metal,Metal Products & Mining,0.70
507685,Wipro Ltd.,Information Technology,0.20
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