First write a registered letter to the firm explaining your greivences. You may take receiving also from the firm. Then after some time go to National Stock Exchange and complaint about your missing shares. You can take the address of NSE from their web site. NSE has the powers to direct brokers in arbitration. However, there may be lack of some evidence in your case, regading this you may take advise from some other broker or NSE to prove your point. Generally what ever shares are bought by you are stored in your DMAT account and a contract note giving the day , number of shares, cost etc is sent to your email. A print out of contract note is good enough proof to prove you point. You may appoach SEBI also. But before that make your case strong with evidences in your favour as company first will deny any malpactice and onus will be on you to prove your point.