India Equity
Requesting Data
Introduction
Request India Equity data in your algorithm to receive a feed of asset prices in the OnData method. For more information about the specific dataset we use for backtests, see the India Equities dataset listing. To trade India Equities live, you can use one of the brokerage data feeds.
Create Subscriptions
To create an India Equity subscription, in the Initialize method, call the AddEquity method. The AddEquity method returns an Equity object, which contains a Symbol. Save a reference to the Symbol so you can use it in OnData to access the security data in the Slice.
_symbol = AddEquity("YESBANK", market: Market.India).Symbol; self.symbol = self.AddEquity("YESBANK", market=Market.India).Symbol
If you set the brokerage model to an India brokerage, you don't need to pass a market argument. To view the integrated brokerages that offer India Equities, see Brokerages.
To view the supported assets in the India Equities dataset, see the Data Explorer.
Resolutions
The following table shows the available resolutions and data formats for India Equity subscriptions:
| Resolution | TradeBar | QuoteBar | Trade Tick | Quote Tick |
|---|---|---|---|---|
Tick | ||||
Second | ||||
Minute |  | |||
Hour | | |||
Daily | |
The default resolution for India Equity subscriptions is Resolution.Minute. To change the resolution, pass a resolution argument to the AddEquity method.
_symbol = AddEquity("YESBANK", Resolution.Daily, Market.India).Symbol; self.symbol = self.AddEquity("YESBANK", Resolution.Daily, Market.India).Symbol
To create custom resolution periods, see Consolidating Data.
Supported Markets
LEAN groups all of the India Equity exchanges under Market.India. To set the market for a security, pass a market argument to the AddEquity method.
_symbol = AddEquity("YESBANK", market: Market.India).Symbol; self.symbol = AddEquity("YESBANK", market=Market.India).Symbol
The brokerage models have a default market for each asset class. If you set a brokerage model, you may not need to specify the market to use.
Fill Forward
Fill forward means if there is no data point for the current slice, LEAN uses the previous data point. Fill forward is the default data setting. If you disable fill forward, you may get stale fills or you may see trade volume as zero.
To disable fill forward for a security, set the fillDataForward argument to false when you create the security subscription.
_symbol = AddEquity("YESBANK", market: Market.India, fillDataForward: false).Symbol; self.symbol = self.AddEquity("YESBANK", market=Market.India, fillDataForward=False).Symbol
Margin and Leverage
LEAN models buying power and margin calls to ensure your algorithm stays within the margin requirements. The amount of margin that's available depends on the brokerage model you use. For more information about the margin requirements of each brokerage, see the Margin section of the brokerage guides. To change the amount of leverage you can use for a security, pass a leverage argument to the AddEquity method.
_symbol = AddEquity("YESBANK", market: Market.India, leverage: 3).Symbol; self.symbol = self.AddEquity("YESBANK", market=Market.India, leverage=3).Symbol
Extended Market Hours
By default, your security subscriptions only cover regular trading hours. To subscribe to pre and post-market trading hours for a specific asset, enable the extendedMarketHours argument when you create the security subscription.
_symbol = AddEquity("YESBANK", market: Market.India, extendedMarketHours: true).Symbol; self.symbol = self.AddEquity("YESBANK", market=Market.India, extendedMarketHours=True).Symbol
You only receive extended market hours data if you create the subscription with minute, second, or tick resolution. If you create the subscription with daily or hourly resolution, the bars only reflect the regular trading hours.
To view the schedule of regular and extended market hours, see Market Hours.
Data Normalization
The data normalization mode defines how historical data is adjusted for corporate actions. The data normalization mode affects the data that LEAN passes to OnData and the data from history request. By default, LEAN adjusts India Equity data for splits and dividends to produce a smooth price curve. The following data normalization modes are available:
We use the entire split and dividend history to adjust historical prices. This process ensures you get the same adjusted prices, regardless of the backtest end date.
To set the data normalization mode for a security, pass a dataNormalizationMode argument to the AddEquity method..
_symbol = AddEquity("YESBANK", market: Market.India, dataNormalizationMode: DataNormalizationMode.Raw).Symbol; self.symbol = AddEquity("YESBANK", market=Market.India, dataNormalizationMode=DataNormalizationMode.Raw).Symbol
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