Watch Bonds traded on NSE India - Part1

On the website of the National Stock Exchange (NSE) India, the details of various Bonds traded on the exchange are published. Anyone can view this publicly available data...

...on this page which is updated in real-time (or near real-time).
Sufficient to keep an eye on numerous bonds traded on the exchange.

However, unlike the stock of a company that trades under single symbol on the exchange, bonds of a single company often have multiple series, each with their different yields and maturity-dates. Thus, even if one is interested in a single company, often one would need to monitor dozens of bonds of the same company to find one that has the desired yield and is also currently being traded.

To simplify this workflow, we can scrape the above NSE webpage and filter the bonds of interest to us. Here's one way we can do that using simple Python code...

	#!/usr/bin/env python3

	import requests
	from datetime import datetime
	import json

	def nse_headers():
	return {'Accept': '/',
	'Accept-Language': 'en-US,en;q=0.5',
	'Host': 'www.nseindia.com',
	'User-Agent': 'Mozilla/5.0 (Windows NT 6.1; WOW64; rv:28.0) Gecko/20100101 Firefox/28.0',
	'X-Requested-With': 'XMLHttpRequest'}

	# Create a browser session
	s = requests.session()
	print('Opened a session')

	# Fetch the bonds page
	print('Opening the NSE Bonds webpage...')
	s.get('http://www.nseindia.com/market-data/bonds-traded-in-capital-market', headers=nse_headers())

	# Fetch the bonds data as a CSV
	print('Downloading the bonds data as a CSV...')
	response = s.get('http://www.nseindia.com/api/liveBonds-traded-on-cm?type=bonds&csv=true', headers=nse_headers())

	# Ensure we notice any failures / bad responses
	response.raise_for_status()

	# Extract filename from the header
	# Sample Header = 'attachment; filename=MW-Bonds-on-CM-07-Jan-2022.csv'
	name = response.raw.getheaders()['Content-disposition'].rsplit('filename=')[1][:-4]
	timestamp = datetime.now().strftime('-%H-%M-%S')
	filename = name + timestamp + '.csv'

	# Write the bonds CSV data to a local file
	with open(filename, 'wb') as file:
	file.write(response.content)
	print('Saved the NSE Bonds data as', filename)

	# Fetch the bonds data as a JSON
	print('Downloading the bonds data as a JSON...')
	response = s.get('http://www.nseindia.com/api/liveBonds-traded-on-cm?type=bonds', headers=nse_headers())

	# Ensure we notice any failures / bad responses
	response.raise_for_status()

	# Prepare a json filename
	filename = filename[:-4] + '.json'

	# Write the bonds JSON data to a local file
	with open(filename, 'w') as file:
	json.dump(json.loads(response.content), file, indent=4)
	print('Saved the NSE Bonds data as', filename)