Adjusted histroical data

mlnr_club
Hello All,

Anyone knows if the historical data provided by Zerodha is adjusted (for splits/bonus/demerger/etc)?
What is the earliest date from which the data is available.

Thanks.
  • salim_chisty
    We adjust historical data for corporate actions to improve analysis. Adjustments are made for bonuses, splits, rights issues, spin-offs, and extraordinary dividends. You can find a similar discussion here.
  • mlnr_club
    how about demergers? is the SIEMENS data adjusted before the demerger this april?
  • salim_chisty
    salim_chisty edited July 9
    We adjust as soon as we receive the Cost of Acquisition (COA) for the particular script. The adjustment for this script has already been done, and you can verify it in a similar discussion on our TradingQnA post here.
  • AQ2326
    Hi Salim, I've checked SBIN (NSE) data with adjusted TradingView data. Looks like Zerodha Kite historical data is not adjusted; Values of Zerodha Kite OHLC data are consistent;ly higher than the TradinfView Adjusted data; Volume matches exactly but the OHLC doesn't.
  • AQ2326
    AQ2326 edited November 25
    SBIN(NSE) Kite Connect TradingView(ADJ)
    Date 5/4/2020 5/4/2020
    open 182.45 168.349644
    high 183.5 169.3184965
    low 178 164.2435552
    close 178.85 165.0278735
    volume 58122608 58122608

    @salim_chisty - Plz find that the Zerodha data is not adjusted; Give me a ticker symbol where you think data has been adjusted by Kite team. My email: [email protected].
    Any help will be appreciated. I need the historical NSE data urgently; I need the confirmation that zerodha kita data is Adjusted for corporate actions.

  • AQ2326
    AQ2326 edited November 25
    SBIN(NSE) Zerodha TradingView(ADJ)
    Date 5/29/2020 5/29/2020
    open 156.1 144.0360708
    high 161.9 149.3878086
    low 155.2 143.2056166
    close 161.3 148.8341879
    volume 58368035 58368035
    @salim_chisty plz see the data for 29th May 2020; It's not adjusted; Give me a ticker symbol where you think data has been adjusted by Kite team. I will check
  • salim_chisty
    We're checking this and will provide an update shortly.
  • salim_chisty
    @AQ2326 We have answered your query here.
This discussion has been closed.