This is the bot I have written for downloading and counting the data of National stock exchange. The bot is written when I was learning Python. The code is just to kept here for a reference and does not provide any garentee.

bhavbot.py

#! /usr/bin/python
"""
A bot National-Stock-Exchange-Robot. This is the robot for downloading and
counting the total number of lines of the csv file of the particular date. This
robot will remove days on which National Stock Exchange do not have the report.
User can also provide the list of dates separated by comma as
command line arguments.

$ ./BhavBot.py 2014-10-17 --holidays holiday.txt

or

$ ./BhavBot.py 2014-10-17

Dependency
==========

mechanize: https://pypi.python.org/pypi/mechanize/0.2.5
"""

import mechanize
import zipfile
from datetime import date, datetime
from sys import argv, exit

class Date():
    def __init__(self, strdate, path=None):
        self._date = datetime.strptime(strdate, '%Y-%m-%d').date()
        self._mindate = date(day=21, month=11, year=1994)
        if path:
            self._holidays = self._getholidays(path)
        else:
            self._holidays = None

    def _getholidays(self, path):
        f = open(path, 'r')
        list = f.read().split(',')
        f.close()
        # For removing file default '/n' escape sequence.
        list[-1] = list[-1].strip()
        return list

    def validate(self):
        weekday = self._date.strftime('%a')
        strdate = self._date.strftime('%d-%b-%Y')
        if (self._date > date.today()) or (self._date < self._mindate) or (weekday in ['Sun', 'Sat']) or (self._holidays and (strdate in self._holidays)):
            return False
        else:
            return True

    def getCombined(self):
        return self._date.strftime('%d%b%Y')

    def getSeperated(self):
        return self._date.strftime('%d-%m-%Y')

class ZCFile():
    def __init__(self, rawzip, strdate):
        self._pathzip = '/tmp/data.csv.zip'
        self._createzip(rawzip)
        self._date = strdate

    def _createzip(self, rawzip):
        f = open(self._pathzip, 'w')
        f.write(rawzip)
        f.close()

    def _readcsvFromZip(self):
        self._zfile = zipfile.ZipFile(self._pathzip, 'r')
        csv = self._zfile.read('cm%sbhav.csv' % (self._date), 'r')
        self._zfile.close()
        return csv

    def count(self):
        csv = self._readcsvFromZip()
        return csv.count('\n')

class BhavBot():
    def __init__(self, combinedate, seperatedate):
        self._combinedate = combinedate.upper()
        self._seperatedate = seperatedate
        self._br = mechanize.Browser()
        self._config()
        self._hostname = 'http://nseindia.com'
        self._url = self._hostname + '/ArchieveSearch?h_filetype=eqbhav&date=%s&section=EQ' % (self._seperatedate)
        self._csv_url = self._hostname + '/content/historical/EQUITIES/%s/%s/cm%sbhav.csv.zip' % (self._seperatedate[-4:],self._combinedate[2:5], self._combinedate)

    def _config(self):
        user_agent = "Mozilla/5.0 (X11; Linux x86_64) AppleWebKit/537.36 (KHTML, like Gecko) Ubuntu Chromium/37.0.2062.120 Chrome/37.0.2062.120 Safari/537.36"
        accept = 'text/html,application/xhtml+xml,application/xml;q=0.9,image/webp,*/*;q=0.8'
        self._br.set_handle_robots(False)
        self._br.addheaders = [('User-agent', user_agent), ('Accept', accept)]

    def _getPage(self):
        response = self._br.open(self._url)
        return response.read()

    def _getzip(self):
        response = self._br.open(self._csv_url)
        return response.read()

    def _getTotalLines(self):
        rawzip = self._getzip()
        csv = ZCFile(rawzip, self._combinedate)
        return csv.count()

    def total_lines(self):
        page = self._getPage()
        if 'No file found' in page:
            return False
        else:
            return self._getTotalLines()

def main():
    usage = 'usage: date(YYYY-MM-DD) [--holidays File]'
    args = argv[1:]
    if not args:
        print(usage)
        exit(1)
    else:
        if len(args) == 3:
            if args[1] == '--holidays':
                mydate = Date(args[0], args[2])
            else:
                print(usage)
                exit(1)
        else:
            mydate = Date(args[0])
        if not mydate.validate():
            print('ERROR: Stock exchange is not Open on this date. Ex: Before the current date or date which is not on Sunday or Saturday. Minimum date is 21-11-1994')
            exit(1)
        else:
            bot = BhavBot(mydate.getCombined(), mydate.getSeperated())
            print("Note: Please Wait. Downloading a file.")
            lines = bot.total_lines()
            if lines:
                print('This CSV file contains : {}'.format(lines))
                exit(0)
            else:
                print('ERROR: The csv is not available for the perticular date')
                exit(1)

if __name__ == '__main__':
    main()

holiday.txt

01-Jan-2010,26-Jan-2010,12-Feb-2010,01-Mar-2010,16-Mar-2010,24-Mar-2010,01-Apr-2010,02-Apr-2010,14-Apr-2010,27-May-2010,01-Jul-2010,10-Sep-2010,30-Sep-2010,05-Nov-2010,17-Nov-2010,17-Dec-2010,26-Jan-2011,16-Feb-2011,02-Mar-2011,01-Apr-2011,04-Apr-2011,12-Apr-2011,14-Apr-2011,22-Apr-2011,17-May-2011,01-Jul-2011,15-Aug-2011,19-Aug-2011,31-Aug-2011,01-Sep-2011,30-Sep-2011,06-Oct-2011,26-Oct-2011,27-Oct-2011,07-Nov-2011,10-Nov-2011,06-Dec-2011,26-Jan-2012,16-Feb-2012,20-Feb-2012,08-Mar-2012,23-Mar-2012,02-Apr-2012,05-Apr-2012,06-Apr-2012,01-May-2012,02-Jul-2012,15-Aug-2012,20-Aug-2012,19-Sep-2012,02-Oct-2012,24-Oct-2012,13-Nov-2012,14-Nov-2012,28-Nov-2012,25-Dec-2012,25-Jan-2013,19-Feb-2013,27-Mar-2013,29-Mar-2013,01-Apr-2013,11-Apr-2013,19-Apr-2013,24-Apr-2013,01-May-2013,01-Jul-2013,09-Aug-2013,15-Aug-2013,09-Sep-2013,02-Oct-2013,16-Oct-2013,04-Nov-2013,14-Nov-2013,15-Nov-2013,25-Dec-2013,14-Jan-2014,19-Feb-2014,27-Feb-2014,17-Mar-2014,31-Mar-2014,01-Apr-2014,08-Apr-2014,14-Apr-2014,18-Apr-2014,24-Apr-2014,01-May-2014,14-May-2014,01-Jul-2014,29-Jul-2014,15-Aug-2014,18-Aug-2014,29-Aug-2014,02-Oct-2014,03-Oct-2014,06-Oct-2014,15-Oct-2014