Guides to BSE historical data
Downloading the file is the easy part. These notes cover the parts of this dataset that reliably cost people time, written against the exact columns the export produces.
- Data reference9 min read
Every column in your BSE export, explained
What Open, High, Low, Close, WAP, No. of Shares, No. of Trades, Total Turnover, Deliverable Quantity, % Deli. Qty and the two Spread columns actually mean, and where people misread them.
- Data reference7 min read
BSE scrip codes: why the number matters more than the ticker
BSE identifies every security by a six-digit scrip code, not by symbol. What the code is, why two companies can share a ticker, and how to find the right one.
- Data reference8 min read
BSE groups: A, B, T, Z, X, M and what they change
BSE sorts listed scrips into groups that govern how they trade, including group T, where intraday trading is banned outright. What each letter means for the price history you just downloaded.
- Analysis8 min read
Delivery percentage on BSE: how to read it, and its limits
How deliverable quantity and delivery percentage are calculated, why the columns are sometimes blank, what high and low readings suggest, and the cases where the number misleads.
- Caveats9 min read
Corporate actions: why old BSE prices look wrong
Splits, bonus issues and dividends leave visible cliffs in raw BSE price history. Why this data is unadjusted, how to tell an artificial gap from a real crash, and how to adjust it yourself.
- Caveats6 min read
What this BSE data covers, and what it doesn't
An honest scope note: end-of-day only, unadjusted, equity segment, thin trading across most of the listed universe, and delivery figures that lag. Read this before relying on the output.
- How-to10 min read
Working with your BSE export in Excel or Google Sheets
Ready-to-paste formulas for daily returns, moving averages, volatility, drawdown and turnover-weighted prices, written against the exact column layout this tool produces.
- Caveats8 min read
Trading holidays, settlement and missing dates
Why your export has gaps, why two scrips return different row counts over the same range, why a holiday sometimes has a row anyway, and why the newest rows lack delivery figures.
- How-to10 min read
Comparing a BSE scrip against the Sensex
How to align a stock against an index series, then compute relative performance, correlation and beta, including the alignment mistakes that silently produce wrong numbers, and why beta on a thin scrip is not what it appears.
- How-to11 min read
Building a portfolio tracker from several exports
Combine downloads for multiple scrips into one dated price matrix, then track value, weights and contribution, including how to handle scrips that did not trade on the same days.
Ready to pull a file? Open the download console.