Price Discovery

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

Intraday High–Low Range as a Price Dispersion Metric

Intraday prices reveal more than direction—they expose how fiercely value is contested. This article explains the intraday high–low range as a pure measure of price dispersion, grounded in market microstructure and data integrity. Learn how to measure, interpret, and scale dispersion analysis using disciplined Python workflows.

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Price-Based Market Data