Research / Data Quality
Store once. Validate before research.
Private NSE cash-market source bars are standardised in Asia/Kolkata. TBT stores 1-minute and daily bars; all higher timeframes are generated consistently on demand.
Stored dataset
Data Quality Center
Storage and score policy
Storage: one-minute and daily source candles are persisted privately. 2/3/5/10/15/30/60-minute and weekly bars are generated on demand using first open, maximum high, minimum low, last close and summed volume—never across NSE trading days.
Score: valid OHLC, timestamp continuity/coverage, conflicts and serious corruption determine the 0–100 score. Zero-volume bars are flagged for review but are not automatically treated as unusable market data.
Corporate actions: stored prices are marked UNKNOWN unless an authorised adjustment source marks them RAW or ADJUSTED.
Full instrument-master audit
NSE Cash · one-year 1-minute availability
Reuses stored candles first, retrieves only missing or incomplete dates, and checkpoints every stock. No hypothesis result or locked-test partition is accessed.
FULL_1Y requires at least 220 genuine trading days, 90% minute availability, and an audit quality score of at least 85.
Post-H15 data accumulation
H16 Fresh Data Readiness
Only 1-minute candles strictly after 4 Sep 2026 are eligible. The frozen H15 Discovery, Validation and reserved Final Test periods are never read by this workflow.
H16 remains blocked until its separately versioned post-H15 dataset meets the existing Stage-2 sample safeguards.
Automatic collection is not armed.
Import / Update Historical Data
Controlled selected-stock import with rate-aware intraday chunks, safe resume and no routine re-fetch of stored dates.
The importer stores only validated source candles. Existing matching candles are skipped; conflicting data is retained as an audit record.
Checks applied to every source candle
Problems are recorded; TBT never forward-fills candles or silently overwrites conflicting OHLCV.
- OHLC validityPositive prices; high/low must contain open and close.
- Timestamp integrityAsia/Kolkata conversion, ordering, duplicates and regular NSE session bounds.
- ContinuityExpected versus observed one-minute bars for covered trading dates.
- Conflict auditIncoming values that disagree with stored candles are retained as ERROR audit records; they are not reported as invalid OHLC.
- Research safetyCritical quality records are marked unsafe for future research.
Symbol-level inspection
Stored NSE Cash Instruments
| Symbol | Data from | Data to | Trading days | 1m candles | Missing | Duplicates | Invalid OHLC | Zero volume | Quality score | Status |
|---|---|---|---|---|---|---|---|---|---|---|
| Connect Alice Blue and import selected market data to inspect its quality. | ||||||||||