About India Equities

The India Equities dataset by TrueData tracks the Equities listed on the NSE exchange in India. The data covers 2,053 Indian Equities, starts in January 2010, and is delivered on any frequency from minute to daily.

This dataset depends on the India Equity Security Master dataset because the India Equity Security Master dataset contains information on splits, dividends, and symbol changes.

About TrueData

TrueData was founded by Kapil Marwaha in 2007 with goal to provide a multitude of solutions for the financial services sector, including making market data feeds available. TrueData is an authorized NSE and MCX data vendor that supports many applications, including a wide range of technical analysis applications and trading platforms.

About QuantConnect

QuantConnect was founded in 2012 to serve quants everywhere with the best possible algorithmic trading technology. Seeking to disrupt a notoriously closed-source industry, QuantConnect takes a radically open-source approach to algorithmic trading. Through the QuantConnect web platform, more than 50,000 quants are served every month.

Algorithm Example

class TrueDataIndiaEquitiesAlgorithm (QCAlgorithm):

    def Initialize(self) -> None:
        # Set the Brokerage Model to Samco or Zerodha

        # Indian Rupee must be in the Cashbook to trade Indian Equities.
        self.SetStartDate(2021, 12, 1)
        self.SetEndDate(2021, 12, 31)
        # Requesting Data
        self.equity = self.AddEquity("YESBANK", Resolution.Daily, Market.India).Symbol
        # Historical Data
        history = self.History(self.equity, 60, Resolution.Daily)
        self.Debug(f"We got {len(history)} items from our history request for {self.equity} from TrueData Indian Equities")

    def OnData(self, slice: Slice) -> None:
        # Accessing Data
        if slice.ContainsKey(self.equity):
            self.SetHoldings(self.equity, 1)
            self.Debug(f'{slice[self.equity].EndTime} - {slice[self.equity]}')

Example Applications

The India Equities dataset enables you to accurately design Equity trading strategies. Examples include the following strategies: