Auction-Based Pricing

Partial Gaps vs Full Gaps: Statistical Classification

This Python-centric guide explains how closing prices are statistically determined on NSE and BSE. It covers exchange auction mechanics, volume-weighted calculations, data engineering workflows, and algorithmic validation techniques, helping developers build accurate stock analysis and selection systems using reliable Indian market price data.

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Price-Based Market Data

Pre-Open Session Impact on Official Opening Price

In Indian equity markets, the official opening price is discovered through a structured pre-open auction, not the first trade. This article explains how that auction-derived price anchors OHLC data, overnight returns, gaps, and volatility, and why Python market analytics must treat opening prices as immutable, auction-origin values.

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Price-Based Market Data