Fyers MCX Data Extractor

A beautiful, production-grade tool designed to download historical MCX futures OHLCV data directly from the Fyers API v3.

It features both a robust Command Line Interface (CLI) and a gorgeous Web UI built with FastAPI and Vanilla JS.

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🛠️ Built With / Tech Stack

• Python: Core backend logic for async scheduling and chunking.
• FastAPI: High-performance asynchronous web framework powering the UI.
• Vanilla JS: Clean, dependency-free frontend with Glassmorphism styling.
• Fyers API v3: Official broker API for historical data extraction.

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✨ Features

• Beautiful Web Interface: A modern, interactive web portal that makes downloading data as simple as point-and-click.

• Smart Symbol Auto-Discovery: Automatically parses the live Fyers MCX Master CSV to search, dropdown, or auto-detect active continuous future contracts (e.g., MCX:CRUDEOIL26MARFUT).
• Data Chunking: Automatically bypasses Fyers' 100-day limit per request by securely chunking dates behind the scenes.
• Robust Retries: Handles API rate-limiting and connection failures gracefully using exponential backoff.
• Smart Auth Flow: Opens the browser for OAuth only when required. Caches valid tokens locally in token.json so you stay logged in.

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🚀 Setup Instructions

1. Prerequisites

• Python 3.9+
• A Fyers Developer Account and a live trading account.

2. Create a Fyers API App

1. Go to the Fyers API Dashboard.
2. Create a new App.
3. Set the Redirect URI to http://127.0.0.1:8000/api/auth/callback.
4. After creation, copy your App ID (Client ID) and Secret Key.

3. Installation

1. Clone this repository:

   git clone https://github.com/Achal13jain/Fyers-data-extractor.git
   cd Fyers-data-extractor/fyers_mcx_downloader

2. Create and activate a virtual environment:

   python -m venv venv
   # On Windows:
   venv\Scripts\activate
   # On Mac/Linux:
   source venv/bin/activate

3. Install the dependencies:

   pip install -r requirements.txt

4. Configuration

1. Rename .env.example to .env:

   cp .env.example .env

2. Open .env and fill in your credentials from Step 2:

   FYERS_CLIENT_ID=your_client_id_here
   FYERS_SECRET_KEY=your_secret_key_here
   FYERS_REDIRECT_URI=http://127.0.0.1:8000/api/auth/callback
   LOG_LEVEL=INFO

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🔐 Authentication (Fully Automatic)

Authentication is handled entirely through the browser — no terminal interaction required.

sequenceDiagram
    participant User
    participant App
    participant Fyers
    
    User->>App: Click Download
    alt No valid token
        App->>Fyers: Redirect to Fyers Login
        User->>Fyers: Enter Credentials & PIN
        Fyers-->>App: Auto-redirect with Auth Code
        App->>Fyers: Exchange Code for Access Token
        Fyers-->>App: Return Access Token
        App->>App: Save cache to token.json
        App-->>User: Show ✅ Authenticated
    else Valid token exists
        App->>Fyers: Token Validation Check
        Fyers-->>App: Token Valid
        App-->>User: Show ✅ Authenticated
    end

Loading

1. Click Download on the Web UI. If no valid token exists, you'll be redirected to the Fyers login page.
2. Log in with your Fyers credentials (Client ID + 4-digit PIN).
3. Auto-redirect: After login, Fyers redirects back to the app which automatically captures your auth code, generates a token, and saves it.
4. Done! You'll see a green "✅ Authenticated" badge. Click Download again to get your CSV.

The token is cached in token.json and reused until it expires (end of day). Future downloads are instant.

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💻 Web App Usage (Recommended)

The easiest way to extract data is using the interactive local web server.

1. Run the FastAPI server:

   python web.py

2. Open your browser to http://127.0.0.1:8000.
3. Type in any symbol like SILVER or CRUDEOIL to search the active futures contracts dynamically.
4. Select your desired Resolution/Timeframe (e.g., 1 Minute, 5 Minutes, Daily).
5. Select your date ranges and click Download! The CSV will immediately compile and save to your computer.

Sample Output (gold_1min.csv)

timestamp,open,high,low,close,volume
2024-01-01 09:00:00,63240,63245,63210,63230,1250
2024-01-01 09:01:00,63230,63255,63225,63248,850
2024-01-01 09:02:00,63248,63260,63240,63252,900

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⌨️ CLI Usage

If you prefer terminal commands for automation, the CLI is fully supported. Note: On your very first run, it will open your browser to log into Fyers and generate the OAuth token. Read the console logs for instructions.

Download 1-min data for the default Gold symbol from Jan 2024 to today:

python main.py --from 2024-01-01

Download with a custom symbol and output file:

python main.py --symbol MCX:GOLD25JUNFUT --from 2024-06-01 --to 2024-09-30 --output gold_jun2024.csv

Supported Resolutions: 1, 2, 3, 5, 10, 15, 20, 30, 60, 120, 240, 1D

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❓ Troubleshooting / FAQ

• "Invalid Redirect URI" Error: Make sure you've exactly matched http://127.0.0.1:8000/api/auth/callback in your Fyers App Redirect URI settings.
• Token Expiry: The token cached in token.json lasts until the end of the day. If it expires, the app will seamlessly prompt you to log in again.
• Rate Limit Errors: Fyers has strict limits on historical API calls. The script uses exponential backoff and chunking to manage it, but if you hit extreme limits, wait a minute for limits to reset before retrying.

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🤝 Contributing

Contributions are what make the open-source community such an amazing place to learn, inspire, and create. Any contributions you make are greatly appreciated.

Please see the CONTRIBUTING.md file for more information.

📝 License

Distributed under the MIT License. See LICENSE for more information.