About India Equity Security Master

The India Equity Security Master dataset by TrueData tracks India Equities corporate actions. The data covers 2,053 India Equities, starts in January 2010, and is delivered on a daily update frequency. With the map and factor files installed in LEAN, all corporate actions are automatically handled and passed into your algorithm as events.


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.

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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 TrueDataIndiaEquitySecurityMasterAlgorithm (QCAlgorithm):

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

        # Indian Rupee must be in the Cashbook to trade Indian Equities.
        self.SetAccountCurrency("INR")
        
        self.SetStartDate(2010, 1, 1)
        self.SetEndDate(2021, 12, 31)
        self.SetCash(1000000)
        
        self.equity = self.AddEquity("YESBANK", Resolution.Daily, Market.India).Symbol
        
    def OnData(self, slice: Slice) -> None:
        # Accessing Data - Splits
        split = slice.Splits.get(self.equity)
        if split:
            self.Log(f"{self.Time} >> SPLIT >> {split.Symbol} - {split.SplitFactor} - {self.Portfolio.Cash} - {self.Portfolio[self.equity].Price}")
        
        # Accessing Data - Dividends
        dividend = slice.Dividends.get(self.equity)
        if dividend:
            self.Log(f"{self.Time} >> DIVIDEND >> {dividend.Symbol} - {dividend.Distribution} - {self.Portfolio.Cash} - {self.Portfolio[self.equity].Price}")
            
        # Accessing Data - Delisting
        delisting = slice.Delistings.get(self.equity)
        if delisting:
            delistingType = {0: "Warning", 1: "Delisted"}.get(delisting.Type)
            self.Log(f"{self.Time} >> DELISTING >> {delisting.Symbol} - {delistingType}")
            
        # Accessing Data - Symbol Changed Event
        symbolChangedEvent = slice.SymbolChangedEvents.get(self.equity)
        if symbolChangedEvent:
            self.Log(f"{self.Time} >> SYMBOL CHANGED >> {symbolChangedEvent.OldSymbol} -> {symbolChangedEvent.NewSymbol}")

Example Applications

The India Equity Security Master enables you to accurately design strategies harnessing any core corporate actions. Examples include the following strategies: