Closing Price Determination Methodology on NSE and BSE
In Indian equity markets, the closing price is a statistically engineered, exchange-published value—not the last trade. This article explains how NSE and BSE construct the close using constrained aggregation, liquidity safeguards, and fallback logic, and why Python market systems must treat closing prices as immutable, authoritative anchors for valuation, returns, and backtesting.
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Price-Based Market Data
