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.
We do adjust historical data for corporate actions to improve analysis. Historical data is adjusted for corporate actions, including bonuses, splits, rights issues, spin-offs, and extraordinary dividends (more than 2%), to ensure consistency in price series for analysis.
These adjustments are applied during the beginning-of-day process on the ex-date (before market open) and are reflected in the historical data from that point onward.
There is currently no dedicated Corporate Actions API, and Kite Connect does not provide an unadjusted historical price-and-volume series.
Historical candle values will be updated from time to time due to subsequent corporate-action adjustments. As a result, the values returned for previously available dates may differ if the same historical data is retrieved at a later point.
Are historical candle volumes rescaled for corporate actions, or do they retain the original traded share counts? If rescaled, what rule is used, and are the adjustment factors available separately?
These adjustments are applied during the beginning-of-day process on the ex-date (before market open) and are reflected in the historical data from that point onward.
There is currently no dedicated Corporate Actions API, and Kite Connect does not provide an unadjusted historical price-and-volume series.
Historical candle values will be updated from time to time due to subsequent corporate-action adjustments. As a result, the values returned for previously available dates may differ if the same historical data is retrieved at a later point.