调用NSE India API获取OHLC数据时遭遇401状态码错误求助

调用NSE India的历史指数API获取NIFTY 50的OHLC数据时返回401状态码，核心原因是NSE的API需要先通过访问主页获取合法会话Cookie，直接请求接口会被反爬机制拦截。以下是具体修复方案：

关键修复点 #

• 先通过Session访问NSE主页建立会话，获取必要的Cookie后再发起历史数据请求
• 确保从Excel读取的日期是DD-MM-YYYY格式的字符串，避免传入datetime对象导致格式错误
• 更新User-Agent为较新版本的浏览器标识，降低被反爬识别的概率

修改后的完整代码 #

import requests
import xlwings as xw
from datetime import datetime

def NseHistoricalData(index_type, from_date, to_date):
    # 初始化会话
    session = requests.Session()
    
    # 先访问NSE主页获取会话Cookie
    headers = {
        'User-Agent': 'Mozilla/5.0 (Windows NT 10.0; Win64; x64) AppleWebKit/537.36 (KHTML, like Gecko) Chrome/116.0.0.0 Safari/537.36',
        'Referer': 'https://www.nseindia.com/',
        'Accept-Language': 'en-US,en;q=0.9',
        'Accept-Encoding': 'gzip, deflate, br'
    }
    session.get('https://www.nseindia.com/', headers=headers)
    
    # 构造历史数据请求URL
    url = f"https://www.nseindia.com/api/historical/indicesHistory?indexType={index_type}&from={from_date}&to={to_date}"
    
    try:
        response_session = session.get(url, headers=headers)
        if response_session.status_code == 200:
            data = response_session.json()['data']['indexCloseOnlineRecords']
            if data:
                # 提取OHLC数据
                eod_open = data[0]['EOD_OPEN_INDEX_VAL']
                eod_high = data[0]['EOD_HIGH_INDEX_VAL']
                eod_close = data[0]['EOD_CLOSE_INDEX_VAL']
                eod_low = data[0]['EOD_LOW_INDEX_VAL']

                # 写入Excel文件
                file_path = r"C:\Users\vhind\Desktop\a\Zerodha\Version_v0\Zerodha\NSE_data.xlsm"
                wb = xw.Book(file_path)
                sheet = wb.sheets["Main"]

                sheet.range('M8').value = eod_open
                sheet.range('M9').value = eod_high
                sheet.range('M10').value = eod_close
                sheet.range('M11').value = eod_low

                wb.save(file_path)
                print("历史数据已成功写入Excel表格。")
            else:
                print("指定日期范围内无数据，请检查是否为交易日。")
        else:
            print(f"数据请求失败，状态码: {response_session.status_code}")
    except Exception as e:
        print(f"发生错误: {str(e)}")

# 读取并处理Excel中的日期
file_path = r"C:\Users\vhind\Desktop\a\Zerodha\Version_v0\Zerodha\NSE_data.xlsm"
wb = xw.Book(file_path)
sheet = wb.sheets["Main"]

# 转换日期为DD-MM-YYYY格式字符串
from_date_raw = sheet.range('C15').value
from_date = from_date_raw.strftime('%d-%m-%Y') if isinstance(from_date_raw, datetime) else str(from_date_raw)

to_date_raw = sheet.range('C16').value
to_date = to_date_raw.strftime('%d-%m-%Y') if isinstance(to_date_raw, datetime) else str(to_date_raw)

index_type = "NIFTY%2050"
NseHistoricalData(index_type, from_date, to_date)

额外说明 #

• NSE的反爬机制会定期更新，若后续再次出现401错误，可尝试更新User-Agent为当前浏览器的最新标识
• 请求的日期必须是NSE的交易日，非交易日API会返回空数据

内容的提问来源于stack exchange，提问作者drk