India Corporate Actions & Symbol History Truth Layer
A versioned, low-cost reference data product for NSE-listed equities — solving the broken-backtest problem caused by incorrect ticker history and missing corporate action adjustments.
The Problem
India equity backtests break silently. Symbols get renamed, merged, delisted, and re-listed — and most data pipelines have no record of it. Corporate actions (splits, bonuses, dividends) are either missing or applied inconsistently, producing price series that are wrong by construction.
See It in Action
Open these notebooks in Google Colab — no install, no signup required.
Broken vs Corrected Backtest
Raw NSE prices generate the wrong momentum signal on every split and bonus date. This notebook runs a 12-month momentum strategy on TATASTEEL before and after adjustment — showing the exact wrong trade, when it fires, and the P&L difference.
Raw vs Adjusted Price Series
How to apply cumulative adjustment factors to produce a continuous RELIANCE price series across two splits.
Open in Colab ↗Symbol Lineage Walkthrough
Trace a merger (ZENITHEQUIP → ICIL) and a rename (AEGISLOG → AEGIS) using ISIN as the stable anchor.
Open in Colab ↗Corporate Action Examples
Read split and bonus ratios, filter by confidence flag, and chain RELIANCE's full adjustment history.
Open in Colab ↗What We Provide
- Symbol lineage — complete rename, merger, and delisting history for NSE-listed equities
- Corporate action events — normalized dividend, split, bonus, rights, and merger records
- Adjustment factors — pre-computed multipliers for backtest-ready price series normalization
- Security master — active/inactive status, ISIN mappings, and identifier history
- Monthly versioned releases — changelogs, Dolt history, and CSV/Parquet bundles
Who It's For
- Quant boutiques and fintech teams building India equity analytics
- Algorithmic traders needing trustworthy corporate action adjustments
- Data engineers fixing broken symbol histories in production pipelines
- Broker research teams maintaining backtestable price series
- Portfolio managers reconciling NAV across ticker changes
How It Works
Data is extracted from official NSE sources, normalized to a canonical schema, enriched with lineage and adjustment logic, and published as versioned monthly bundles. Every record carries provenance metadata and a confidence score.
Delivery
Releases are shipped as CSV and Parquet bundles via private download links. No real-time API at launch — monthly versioned files with detailed changelogs.