I wanted to know, which price is accurate? Can I trust Zerodha historical data blindly? Since Zerodha does not have data before 2000, I was hoping to use Yahoo data for that, but both data are quite different for this share. I found the same inconsistency in other stocks also.
I am new to share market, so please forgive me, If I am asking an obvious question.
Reliance share open price on 3rd Jan 2000 according to Zerodha is: 45.72 (NSE) and volume traded is 23150255 Reliance share open price on 3rd Jan 2000 according to Yahoo is: 37.095798 (NSE) and Volume traded is 28531559
You mean the difference on an intraday candle(minute) or for a day candle? For the day candle, we sync the day candle with bhav copy at EOD, so this can't be wrong. If you mean for a minute candle, you can know here the reason for the difference.
There was a bonus issue of 1:1 on 2015-03-10. For much older historical data, we adjust corporation action only for day candles, not for intraday candles. So, the difference. For recent historical data(post-2017), we adjust both days as well as intraday candles.
Do you adjust the candle from 1st Jan 2017? or 1st Jan 2018?
There is an issue, regarding un-adjusted data from some period around 2015. We are checking on this. Once adjusted you can fetch it from 2015 onwards. We will update here.
But in the minute candle, the price is 1456? Why is there such a big difference?
There is an issue, regarding un-adjusted data from some period around 2015. We are checking on this. Once adjusted you can fetch it from 2015 onwards. We will update here.
@rakeshr No, I mean, can you please tell me the date from which the data is getting adjusted? You said post-2017. Can you tell me the exact date? From which date can I start relying on the data, It would be very helpful, thank you.
You can go through this thread.
Okay, I understand, there can be some difference like that. A bit surprised to see, why the difference is even as big as 5 times the actual open price in case of "GUJGASLTD" on 2018-12-17.
Actual open price was 136.02 but minute candle showed 681.4. Is it even allowed to buy a share at 5 times its price?
I mean, can you please tell me the date from which the data is getting adjusted?
Prior to 2019, we haven't adjusted intraday data for all contracts, but only for more active contracts. So, currently, we can't assure you about the fixed date for CA adjustment that applies to all contracts prior to 2019. For more active contracts, CA adjusted intraday data should be from 2015. We are backfilling data for this. Should be fixed soon.
A bit surprised to see, why the difference is even as big as 5 times the actual open price in case of "GUJGASLTD" on 2018-12-17.
Again, this is the same case of CA(Corporate action) of Stock Split From Rs.10/- to Rs.2/- happend on 15 Jan 2019. And we have adjusted data only from 26 Dec 2018.
Do you have a list of all the companies for which the data is adjusted with starting date? It would be really helpful. For now, I really cant figure out, what data to trust without checking everything manually.
@rakeshr very disappointed with the data quality despite paying for monthly subscription. i plan to write to Nithin Kamath0 on this. The data is not split adjusted at all. Numerous examples
63MOONS Date Open High Low Close Symbol 18405 2013-07-30 572.2 586.7 545.00 549.60 63MOONS 18406 2013-07-31 544.0 559.9 513.95 539.85 63MOONS 18407 2013-08-01 485.9 485.9 180.00 191.65 63MOONS 18408 2013-08-02 173.3 175.4 105.45 147.50 63MOONS AAKASH Date Open High Low Close Symbol 25514 2021-01-29 90.70 90.7 89.50 90.00 AAKASH 25515 2021-02-01 90.00 94.5 89.55 93.95 AAKASH 25516 2021-04-27 137.55 143.0 137.55 141.90 AAKASH 25517 2021-04-28 139.10 144.0 139.10 143.25 AAKASH AARON Date Open High Low Close Symbol 25708 2020-09-01 55.6 57.0 55.6 57.0 AARON 25709 2020-09-02 55.0 55.0 54.0 54.0 AARON 25710 2020-09-03 29.5 30.5 29.0 30.5 AARON 25711 2020-09-04 29.0 29.0 29.0 29.0 AARON ABBOTINDIA Date Open High Low Close Symbol 48261 2010-01-06 276.0 276.1 268.25 269.65 ABBOTINDIA 48262 2010-01-07 276.0 276.1 268.25 269.65 ABBOTINDIA 48263 2010-01-08 755.0 807.0 755.00 807.00 ABBOTINDIA 48264 2010-01-11 825.0 825.0 790.00 804.80 ABBOTINDIA ABMINTLTD-BE Date Open High Low Close Symbol 54415 2017-03-10 203.45 203.45 184.55 203.45 ABMINTLTD-BE 54416 2017-03-14 213.35 213.60 213.35 213.60 ABMINTLTD-BE 54417 2017-03-16 37.35 37.35 37.35 37.35 ABMINTLTD-BE 54418 2017-03-17 39.20 39.20 39.20 39.20 ABMINTLTD-BE ADANIENT Date Open High Low Close Symbol 69670 2009-12-08 842.0 857.0 833.25 840.30 ADANIENT 69671 2009-12-09 844.9 857.8 832.00 845.70 ADANIENT 69672 2009-12-10 430.0 434.8 423.00 427.55 ADANIENT 69673 2009-12-11 430.0 437.0 424.50 425.60 ADANIENT ADROITINFO Date Open High Low Close Symbol 90654 2020-11-26 6.15 6.30 6.10 6.30 ADROITINFO 90655 2020-11-27 6.00 6.25 6.00 6.05 ADROITINFO 90656 2021-02-02 9.75 9.75 8.95 9.40 ADROITINFO 90657 2021-02-03 9.80 9.85 9.80 9.85 ADROITINFO AJMERA Date Open High Low Close Symbol 130756 2006-09-22 8.33 8.33 8.33 8.33 AJMERA 130757 2006-09-25 8.33 8.33 8.33 8.33 AJMERA 130758 2006-09-26 553.33 591.50 543.33 574.50 AJMERA 130759 2006-09-27 593.33 593.33 556.67 559.33 AJMERA AJOONI-SM Date Open High Low Close Symbol 134707 2018-11-16 16.00 16.00 16.00 16.00 AJOONI-SM 134708 2018-11-22 15.05 15.05 15.05 15.05 AJOONI-SM 134709 2019-02-21 25.00 25.00 24.30 24.35 AJOONI-SM 134710 2019-02-22 24.50 24.50 24.50 24.50 AJOONI-SM AKASH-BE Date Open High Low Close Symbol 135405 2016-03-28 14.10 14.10 13.00 13.15 AKASH-BE 135406 2016-03-29 13.75 13.75 12.55 12.80 AKASH-BE 135407 2019-10-11 60.50 60.50 60.50 60.50 AKASH-BE 135408 2019-10-14 63.50 63.50 59.10 59.15 AKASH-BE AKG Date Open High Low Close Symbol 135539 2020-11-24 49.50 49.50 49.5 49.5 AKG 135540 2020-11-27 49.50 49.50 49.5 49.5 AKG 135541 2021-02-16 102.65 102.65 98.2 102.4 AKG 135542 2021-02-17 102.00 106.95 97.3 97.3 AKG ALKYLAMINE Date Open High Low Close Symbol 166224 2021-05-07 8222.0 8332.0 8027.55 8176.65 ALKYLAMINE 166225 2021-05-10 8240.8 8348.0 8210.00 8282.45 ALKYLAMINE 166226 2021-05-11 3339.0 3644.3 3329.90 3644.30 ALKYLAMINE 166227 2021-05-12 3734.0 3970.0 3700.00 3909.25 ALKYLAMINE AMJUMBO-SM Date Open High Low Close Symbol 205854 2019-06-21 42.30 42.30 42.30 42.30 AMJUMBO-SM 205855 2019-06-24 44.00 44.00 43.00 43.00 AMJUMBO-SM 205856 2019-07-01 11.25 11.25 11.25 11.25 AMJUMBO-SM 205857 2019-07-02 11.80 11.80 11.80 11.80 AMJUMBO-SM ANANTRAJ Date Open High Low Close Symbol 212271 2020-10-01 31.20 31.95 30.90 31.30 ANANTRAJ 212272 2020-10-05 31.00 37.40 30.45 36.25 ANANTRAJ 212273 2020-10-20 19.95 21.20 19.15 19.50 ANANTRAJ 212274 2020-10-21 19.55 19.95 19.00 19.70 ANANTRAJ ANIKINDS Date Open High Low Close Symbol 223547 2020-12-15 21.00 22.35 20.35 22.35 ANIKINDS 223548 2020-12-16 23.00 24.55 22.80 24.55 ANIKINDS 223549 2021-02-02 14.40 14.70 13.75 14.10 ANIKINDS 223550 2021-02-03 13.85 14.80 13.50 14.80 ANIKINDS APLAPOLLO Date Open High Low Close Symbol 245267 2020-12-11 3798.30 3823.25 3654.00 3674.30 APLAPOLLO 245268 2020-12-14 3718.45 3845.00 3670.00 3814.80 APLAPOLLO 245269 2020-12-15 778.00 799.00 773.95 780.55 APLAPOLLO 245270 2020-12-16 783.50 796.90 780.55 790.20 APLAPOLLO
AAKASH Date Open High Low Close Symbol 25514 2021-01-29 90.70 90.7 89.50 90.00 AAKASH 25515 2021-02-01 90.00 94.5 89.55 93.95 AAKASH 25516 2021-04-27 137.55 143.0 137.55 141.90 AAKASH
Their is no corporate action on this. It's normal price movement for the mentioned period.
AARON Date Open High Low Close Symbol 25708 2020-09-01 55.6 57.0 55.6 57.0 AARON 25709 2020-09-02 55.0 55.0 54.0 54.0 AARON 25710 2020-09-03 29.5 30.5 29.0 30.5 AARON
Similar for this as well. Their is no corporate action on this. It's normal price movement.
ANANTRAJ Date Open High Low Close Symbol 212271 2020-10-01 31.20 31.95 30.90 31.30 ANANTRAJ 212272 2020-10-05 31.00 37.40 30.45 36.25 ANANTRAJ 212273 2020-10-20 19.95 21.20 19.15 19.50 ANANTRAJ
Their was demerger corporate action on 06-Oct-2020 for this. This was not adjusted as we adjust corporate action only for Bonus and split corporate action.
ANIKINDS Date Open High Low Close Symbol 223547 2020-12-15 21.00 22.35 20.35 22.35 ANIKINDS 223548 2020-12-16 23.00 24.55 22.80 24.55 ANIKINDS 223549 2021-02-02 14.40 14.70 13.75 14.10 ANIKINDS
Similar for this as well. Their is no corporate action on this. It's normal price movement.
APLAPOLLO Date Open High Low Close Symbol 245267 2020-12-11 3798.30 3823.25 3654.00 3674.30 APLAPOLLO 245268 2020-12-14 3718.45 3845.00 3670.00 3814.80 APLAPOLLO 245269 2020-12-15 778.00 799.00 773.95 780.55 APLAPOLLO 245270 2020-12-16 783.50 796.90 780.55 790.20 APLAPOLLO
We just checked this for APLAPOLLO:NSE(instrument_token:6599681), it's showing adjusted price for Stock split from Rs 10/- Per Share To Rs 2/- Per Share on 15-Dec-2020.
We only have corporate adjusted data for the last couple of years, so older data before 2018/2019 depending on the instrument, might not be adjusted. Also, as mentioned above, we adjust the price only for two corporate actions i.e split and bonus. You can know more about corporate action dates for the respective instruments from Nse.
The open price for Federal Bank on 2013-08-01 was 350(as you can see from attached nse website historical data). There was a 1:1 split on 08 Jul 2015 , so price was halved, which is matching with our historical data.
This is for anyone who wants to know if minute data and daily data match or not. I was working with RELIANCE data, when I found that minute data of 2017/1/2 opens at 536.55, whereas daily data open at 1084. So to check which one is adjusted, I plotted this: Sometime before the start of 2018, daily data was adjusted and matched with intraday data.
For the day candle, we sync the day candle with bhav copy at EOD, so this can't be wrong. If you mean for a minute candle, you can know here the reason for the difference.
And is there any way to get data before 2000 that is consistent with Zerodha's data? Thank you.
According to day candle, the open price of PERSISTENT on 2015-03-09 was 937, but according to the minute candle, the open price was 1872.05 at 9:15.
Why is there a difference? The day candle price is correct, but the minute candle price is incorrect.
Used the following code in Python to fetch the results:
kite.historical_data(4701441,"2015-03-09 00:00:00", "2015-03-09 23:59:59", "day", continuous=False, oi=False)
kite.historical_data(4701441,"2015-03-09 00:00:00", "2015-03-09 23:59:59", "minute", continuous=False, oi=False)
2015-03-10. For much older historical data, we adjust corporation action only for day candles, not for intraday candles. So, the difference. For recent historical data(post-2017), we adjust both days as well as intraday candles.Thank you.
"ABB" open price on 2019-12-20 (day candle) is 1324.
But in the minute candle, the price is 1456? Why is there such a big difference?
Actual open price was 136.02 but minute candle showed 681.4. Is it even allowed to buy a share at 5 times its price?
Thanks a lot for your help.
Stock Split From Rs.10/- to Rs.2/-happend on15 Jan 2019. And we have adjusted data only from26 Dec 2018.ABB on 2019-12-20
ALEMBICLTD on 2019-08-26
Do you have a list of all the companies for which the data is adjusted with starting date? It would be really helpful. For now, I really cant figure out, what data to trust without checking everything manually.
63MOONS
Date Open High Low Close Symbol
18405 2013-07-30 572.2 586.7 545.00 549.60 63MOONS
18406 2013-07-31 544.0 559.9 513.95 539.85 63MOONS
18407 2013-08-01 485.9 485.9 180.00 191.65 63MOONS
18408 2013-08-02 173.3 175.4 105.45 147.50 63MOONS
AAKASH
Date Open High Low Close Symbol
25514 2021-01-29 90.70 90.7 89.50 90.00 AAKASH
25515 2021-02-01 90.00 94.5 89.55 93.95 AAKASH
25516 2021-04-27 137.55 143.0 137.55 141.90 AAKASH
25517 2021-04-28 139.10 144.0 139.10 143.25 AAKASH
AARON
Date Open High Low Close Symbol
25708 2020-09-01 55.6 57.0 55.6 57.0 AARON
25709 2020-09-02 55.0 55.0 54.0 54.0 AARON
25710 2020-09-03 29.5 30.5 29.0 30.5 AARON
25711 2020-09-04 29.0 29.0 29.0 29.0 AARON
ABBOTINDIA
Date Open High Low Close Symbol
48261 2010-01-06 276.0 276.1 268.25 269.65 ABBOTINDIA
48262 2010-01-07 276.0 276.1 268.25 269.65 ABBOTINDIA
48263 2010-01-08 755.0 807.0 755.00 807.00 ABBOTINDIA
48264 2010-01-11 825.0 825.0 790.00 804.80 ABBOTINDIA
ABMINTLTD-BE
Date Open High Low Close Symbol
54415 2017-03-10 203.45 203.45 184.55 203.45 ABMINTLTD-BE
54416 2017-03-14 213.35 213.60 213.35 213.60 ABMINTLTD-BE
54417 2017-03-16 37.35 37.35 37.35 37.35 ABMINTLTD-BE
54418 2017-03-17 39.20 39.20 39.20 39.20 ABMINTLTD-BE
ADANIENT
Date Open High Low Close Symbol
69670 2009-12-08 842.0 857.0 833.25 840.30 ADANIENT
69671 2009-12-09 844.9 857.8 832.00 845.70 ADANIENT
69672 2009-12-10 430.0 434.8 423.00 427.55 ADANIENT
69673 2009-12-11 430.0 437.0 424.50 425.60 ADANIENT
ADROITINFO
Date Open High Low Close Symbol
90654 2020-11-26 6.15 6.30 6.10 6.30 ADROITINFO
90655 2020-11-27 6.00 6.25 6.00 6.05 ADROITINFO
90656 2021-02-02 9.75 9.75 8.95 9.40 ADROITINFO
90657 2021-02-03 9.80 9.85 9.80 9.85 ADROITINFO
AJMERA
Date Open High Low Close Symbol
130756 2006-09-22 8.33 8.33 8.33 8.33 AJMERA
130757 2006-09-25 8.33 8.33 8.33 8.33 AJMERA
130758 2006-09-26 553.33 591.50 543.33 574.50 AJMERA
130759 2006-09-27 593.33 593.33 556.67 559.33 AJMERA
AJOONI-SM
Date Open High Low Close Symbol
134707 2018-11-16 16.00 16.00 16.00 16.00 AJOONI-SM
134708 2018-11-22 15.05 15.05 15.05 15.05 AJOONI-SM
134709 2019-02-21 25.00 25.00 24.30 24.35 AJOONI-SM
134710 2019-02-22 24.50 24.50 24.50 24.50 AJOONI-SM
AKASH-BE
Date Open High Low Close Symbol
135405 2016-03-28 14.10 14.10 13.00 13.15 AKASH-BE
135406 2016-03-29 13.75 13.75 12.55 12.80 AKASH-BE
135407 2019-10-11 60.50 60.50 60.50 60.50 AKASH-BE
135408 2019-10-14 63.50 63.50 59.10 59.15 AKASH-BE
AKG
Date Open High Low Close Symbol
135539 2020-11-24 49.50 49.50 49.5 49.5 AKG
135540 2020-11-27 49.50 49.50 49.5 49.5 AKG
135541 2021-02-16 102.65 102.65 98.2 102.4 AKG
135542 2021-02-17 102.00 106.95 97.3 97.3 AKG
ALKYLAMINE
Date Open High Low Close Symbol
166224 2021-05-07 8222.0 8332.0 8027.55 8176.65 ALKYLAMINE
166225 2021-05-10 8240.8 8348.0 8210.00 8282.45 ALKYLAMINE
166226 2021-05-11 3339.0 3644.3 3329.90 3644.30 ALKYLAMINE
166227 2021-05-12 3734.0 3970.0 3700.00 3909.25 ALKYLAMINE
AMJUMBO-SM
Date Open High Low Close Symbol
205854 2019-06-21 42.30 42.30 42.30 42.30 AMJUMBO-SM
205855 2019-06-24 44.00 44.00 43.00 43.00 AMJUMBO-SM
205856 2019-07-01 11.25 11.25 11.25 11.25 AMJUMBO-SM
205857 2019-07-02 11.80 11.80 11.80 11.80 AMJUMBO-SM
ANANTRAJ
Date Open High Low Close Symbol
212271 2020-10-01 31.20 31.95 30.90 31.30 ANANTRAJ
212272 2020-10-05 31.00 37.40 30.45 36.25 ANANTRAJ
212273 2020-10-20 19.95 21.20 19.15 19.50 ANANTRAJ
212274 2020-10-21 19.55 19.95 19.00 19.70 ANANTRAJ
ANIKINDS
Date Open High Low Close Symbol
223547 2020-12-15 21.00 22.35 20.35 22.35 ANIKINDS
223548 2020-12-16 23.00 24.55 22.80 24.55 ANIKINDS
223549 2021-02-02 14.40 14.70 13.75 14.10 ANIKINDS
223550 2021-02-03 13.85 14.80 13.50 14.80 ANIKINDS
APLAPOLLO
Date Open High Low Close Symbol
245267 2020-12-11 3798.30 3823.25 3654.00 3674.30 APLAPOLLO
245268 2020-12-14 3718.45 3845.00 3670.00 3814.80 APLAPOLLO
245269 2020-12-15 778.00 799.00 773.95 780.55 APLAPOLLO
245270 2020-12-16 783.50 796.90 780.55 790.20 APLAPOLLO
You can know more about corporate action dates for the respective instruments from Nse.
1D candle shows price around 170, while I think the actual price was somewhere near 30.
Can you please adjust it in your DB, if its wrong. Thanks
1:1 split on 08 Jul 2015, so price was halved, which is matching with our historical data.Moneycontrol also shows a split of 1/5 on 04-06-2013
https://www.moneycontrol.com/company-facts/federalbank/splits/FB#FB
I was working with RELIANCE data, when I found that minute data of 2017/1/2 opens at 536.55, whereas daily data open at 1084. So to check which one is adjusted, I plotted this:
Sometime before the start of 2018, daily data was adjusted and matched with intraday data.