Adjusted Close price data

[animesh371]

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Currently, the API doesn't provide Adjusted Close price data for any NSE symbol(as it pulls the data from NSE website directly). Yahoo finance provides Adj. Close price for all nse symbols. Is it possible to integrate to support Adj Close px ?

[gopik]

This will be really useful feature (accounting for splits etc). Is split schedule available on NSE?

[animesh371]

By default, NSE doesn't adjust price of any stock after split. We can pull the data from yahoo finance.

[manujchandra]

Hi, is there any way to get the adjusted close price using nsepy?

[karthikeyann]

Hi, From nseindia.com, here is the link to gather all the corporate actions. (Here used INFY scrip as example). https://nseindia.com/corporates/corpInfo/equities/getCorpActions.jsp?symbol=INFY&Industry=&ExDt=More%20than%2024%20Months&exDt=More%20than%2024%20Months&recordDt=&bcstartDt=&industry=&CAType=

The output is json and we can parse this and adjust the price accordingly. (I got the above link from https://nseindia.com/corporates/corporateHome.html?id=eqCorpActions)

My Prework on this topic: I want to get price adjusted EOD Futures data of all the scrips. I used getbhavcopy and gathered Futures data and load it in amibroker. But they are not price adjusted. I found that past issues on adjusting the price https://github.com/swapniljariwala/nsepy/issues/31 https://github.com/swapniljariwala/nsepy/issues/52 are closed. I hope, price adjustment feature will be added to the library in this issue.