Adjusted histroical data

mlnr_club

Hello All,

Anyone knows if the historical data provided by Zerodha is adjusted (for splits/bonus/demerger/etc)?
What is the earliest date from which the data is available.

Thanks.

salim_chisty

We adjust historical data for corporate actions to improve analysis. Adjustments are made for bonuses, splits, rights issues, spin-offs, and extraordinary dividends. You can find a similar discussion here.

mlnr_club

how about demergers? is the SIEMENS data adjusted before the demerger this april?

salim_chisty

We adjust as soon as we receive the Cost of Acquisition (COA) for the particular script. The adjustment for this script has already been done, and you can verify it in a similar discussion on our TradingQnA post here.

AQ2326

Hi Salim, I've checked SBIN (NSE) data with adjusted TradingView data. Looks like Zerodha Kite historical data is not adjusted; Values of Zerodha Kite OHLC data are consistent;ly higher than the TradinfView Adjusted data; Volume matches exactly but the OHLC doesn't.

AQ2326

SBIN(NSE) Kite Connect TradingView(ADJ)
Date 5/4/2020 5/4/2020
open 182.45 168.349644
high 183.5 169.3184965
low 178 164.2435552
close 178.85 165.0278735
volume 58122608 58122608

@salim_chisty - Plz find that the Zerodha data is not adjusted; Give me a ticker symbol where you think data has been adjusted by Kite team. My email: [email protected].
Any help will be appreciated. I need the historical NSE data urgently; I need the confirmation that zerodha kita data is Adjusted for corporate actions.

AQ2326

SBIN(NSE) Zerodha TradingView(ADJ)
Date 5/29/2020 5/29/2020
open 156.1 144.0360708
high 161.9 149.3878086
low 155.2 143.2056166
close 161.3 148.8341879
volume 58368035 58368035
@salim_chisty plz see the data for 29th May 2020; It's not adjusted; Give me a ticker symbol where you think data has been adjusted by Kite team. I will check

salim_chisty

We're checking this and will provide an update shortly.

salim_chisty

@AQ2326 We have answered your query here.