NSE/BSE data pipeline for OpenQuant India: bhavcopy ingestion, corporate actions, point-in-time index universes.
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oq-data
NSE data pipeline for OpenQuant India.
Bhavcopy ingestion (EOD equity + F&O), corporate-action adjustments, point-in-time index universes (Nifty 50/100/500), delivery %, FII/DII flows, and a Parquet + DuckDB query layer. Symbol master keyed on ISIN with merger/symbol-change mapping (HDFC merger included as a test fixture).
pip install oq-data
oq sync --quick
import oq_data as oq
prices = oq.prices("RELIANCE", "2015-01-01", "2024-12-31", adjusted=True)
universe = oq.universe("NIFTY50", as_of="2018-06-30")
Part of OpenQuant India — honest, open source quant infrastructure for Indian markets. Apache 2.0.
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