R code to download Options and Futures data from NSE

The code below can download daily bhav for Futures and Options from the NSE website. 

I have also include sample code that downloads indices level from the National Stock Exchange

	#### For OS x libcurl may not work###
	# This code work without quantmode#
	NSEIndex = "^NSEI"
	# Risk free interest rate fixed at 7.5%
	# Source NSE Mibor
	riskfree = 0.075
	#Specify date
	dates = c("12/28/2015")
	tdata <- as.Date(dates, format = "%m/%d/%Y")
	# Find URL link at NSE website for the bhavcopy of the day
	urllink = paste("http://www.nseindia.com/content/historical/DERIVATIVES/",(format(tdata, "%Y")),"/",toupper(format(tdata, "%b")),"/fo",toupper(format(tdata, "%d%b%Y")),"bhav.csv.zip", sep="")
	tempzip = paste(toupper(format(tdata, "%d%b%Y")),"bhav.csv.zip", sep="")
	tempfilename = paste("fo",toupper(format(tdata, "%d%b%Y")), "bhav.csv", sep="")
	# download the compressed file and extract
	download.file(urllink,tempzip, mode="wb" , method = "libcurl")
	unzip(tempzip, tempfilename, overwrite = T)
	optiondf <- read.table(tempfilename, sep=",", header=T)
	print("Downloaded derivative market data for the day")
	print(head(optiondf))
	# Download or read indices' close price
	indexlnk = paste("http://www.nseindia.com/content/indices/ind_close_all_", toupper(format(tdata, "%d%m%Y")),".csv", sep="")
	tempindexzip = paste(toupper(format(tdata, "%d%m%Y")),"index.csv", sep="")
	download.file(indexlnk,tempindexzip, mode="wb" , method = "libcurl")
	indexdf <- read.table(tempindexzip, sep=",", header=T)
	print("Downloaded market index data for the day")
	print(head(indexdf))

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