NSE EOD Split/Bonus/? Adjustment

Discussion in 'End of Day' started by heron, Nov 6, 2008.

  1. heron

    heron New Member

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    Hello all,

    I'm working on creating an analysis tool for NSE Capital Market trades and for that I need adjusted NSE EOD data for last 5 years.

    I've written a perl script to download NSE EOD and so this first piece of the puzzle is solved.

    Next, I need to adjust the data for splits and bonuses. Before I go ahead and do it, need to be sure what kinds of adjustments are required. Is it just splits and bonuses or is there anything else that I'll need to do? I'll be using this data to create charts/reports/etc.

    Any help will be greatly appreciated. Thanks.
     
  2. AW10

    AW10 Well-Known Member

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    I can think of Rights issue and Reverse split (where book value of shares is increased by merging shares..hence net #of floating stocks reduces.)

    I think, Histrorical EOD data from NSE site is already adjusted for corproate action. But plz chk. Best will be to indentify the scrips where these actions were taken in past..and test your charts.. If you see unsual spikes in the chart that means data is wrong.
     
  3. heron

    heron New Member

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    Thanks AW10, that helps.
     
  4. klo

    klo New Member

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    Dear hereon,

    I don't think nse data is bonus or stocks split adjusted.
     
  5. pons

    pons Member

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    NSE or BSE datas available at NSe Bse sites are not adjusted to Split or bonus. These datas are actual datas on respective dates.
     
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