I’m using the historical API for an offline backtest and need clarification about its corporate-action adjustments.
Dataset:
NSE equities: RELIANCE, HDFCBANK, ICICIBANK, INFY and TCS
Interval: 5minute
Historical period: 1 April–27 September 2026
Download date: 28 September 2026
Could you please confirm:
Are historical API OHLC prices retrospectively adjusted for splits, bonuses, rights issues, demergers and extraordinary dividends? Are ordinary dividends adjusted?
Is historical candle volume also adjusted? If so, how?
Does the historical API use exactly the same adjustment methodology as Kite charts?
Can I obtain the adjustment factors and their effective dates, or an unadjusted price-and-volume series?
Can subsequent corporate actions or corrections change candles returned for these historical dates?
I have read the support article about corporate-action adjustments on Kite charts, but would appreciate confirmation specifically for historical API candles.
This is a data-methodology question, not a request for strategy coding assistance. Thank you.
