Data & market coverage
What data exists, at what depth, and where the edges are. A strategy is only as good as the series behind it.
Price data
| Stored resolution | 1-minute OHLCV |
| Earliest | 1 January 2024, 00:00 UTC, the same for every asset class and timeframe |
| Latest | Now, floored to the top of the current hour |
| Timeframes | Any well-formed interval from 1m to 1d, resampled from 1-minute data |
| Fields | Open, high, low, close, volume |
Earlier docs claimed "Equity: up to 2 years of daily OHLCV; Crypto: up to 1 year of 1m OHLCV." Both figures were wrong and the asymmetry did not exist. Both use the same 1 January 2024 floor. See Historical data.
Because the engine resamples from 1-minute data, arbitrary intervals work, 2m, 7m, 45m and 4h are all valid, not just a curated preset list.
Instrument coverage
| Asset class | Coverage |
|---|---|
| Indian equity cash | NSE and BSE instruments in the platform universe |
| Crypto spot | Pairs on supported exchanges |
| Indian F&O | Index and stock futures and options, contract series stitched across expiries |
| Crypto perpetuals | Binance |
| US equity | Venue seeded, pending activation |
| UK, NL, ES, AU, UAE equity | Venues and calendars exist; no instruments yet |
| FX | Defined; user-facing picker disabled |
Per-instrument detail: Asset Explorer and Instrument reference
Alternative and fundamental data
A custom indicator catalogue addressed by GROUP:KEY codes, across seven registry categories:
| Category | Examples |
|---|---|
FUNDAMENTAL | Financial-statement metrics |
VALUATION | Valuation ratios |
CORPORATE_EVENTS | Announcements, actions |
NEWS | News-derived series |
ECONOMIC | Macro series |
ONCHAIN | Crypto on-chain metrics |
MARKET_DERIVED | Computed market statistics |
Availability is per tenant and per entitlement. History depth varies by feed and is generally shallower than the price series.
A quarterly fundamental gives about ten observations over the standard backtest window. A rule gated on it has been tested against ten states of that gate, useful as a filter, weak as evidence. See Indicators.
Corporate actions
Tracked as immutable, source-versioned facts. A revision is a new event linked to the one it supersedes; an accepted event is never overwritten.
| Supported | |
|---|---|
SPLIT | Share splits |
CASH_DIVIDEND | Cash dividends |
MERGER | Mergers |
SPIN_OFF | Spin-offs |
SYMBOL_CHANGE | Ticker changes |
REDEMPTION | Redemptions |
COUPON | Coupon payments |
Each event carries announcement, ex-, record and payable dates, plus its ratio or cash amount.
Why it matters for a backtest: an unadjusted series would show a 1:2 split as a -50% move, and a strategy would read that as a crash. If an equity backtest shows a surprising single-day move, check whether a corporate action fell on that date. See Instruments
Reference data
Instruments, venues, calendars, currencies and quote units, tick bands, broker adapter catalogue with per-venue capabilities, and entitlements.
Two reference facts that cause the most confusion:
Quote unit is not always settlement currency. LSE quotes pence (GBX) and settles pounds (GBP), a factor-of-100 trap for any price-level threshold. See Currencies & GBX
Venue determines the broker, not asset class. An Indian and a US cash equity are the same asset class and reach different brokers. See Markets & brokers
Discovery data
The discovery suite reads from snapshots, each carrying an id, an as-of timestamp and a scoring
version. Freshness is reported per item as FRESH, DELAYED or STALE with an age in seconds, and
stale data both applies a scoring penalty and is labelled.
The analog engine's comparison features are deliberately restricted to quantities available for every session since 2010; adding a feature that exists only recently would silently shrink the comparable history. See Analog Events
Known coverage limits
| Limit | Consequence |
|---|---|
| 1 Jan 2024 floor | Every backtest tests one era's conditions |
| Survivorship | Universes are current; delisted instruments are absent |
| Volume availability | Some series carry no usable volume, a volume rule cannot be evaluated |
| Minimum bars | Below a metric's requirement the value is absent, not zero |
| Alternative-data depth and frequency | Shallower than price; often quarterly |
| Two ranking metrics have no feed | delivery_volume and oi_change are unusable today |
| No instruments on several activated venues | Calendars exist, instruments do not |
The "absent, not zero" principle is applied consistently and is worth relying on: a 60-day return computed on 30 bars is not a flat 0%, it is not a return, and the platform reports it as unavailable rather than ranking the instrument as if it were neutral.