Missing Historical Stock Prices

AI & Machine learning
1

Hi,



There are lot of stock tickers on NSE for which historical prices are missing now, wasnt the case some time back. Following are some examples below and the code used to get the price data



['5PAISA', '63MOONS', 'A2ZINFRA', 'AARTISURF']



The back testing period started from 1st October 2022

 

indicator_lookback = 30
indicator_freq = '1d'

price_data = data.history(security, 'close',
            context.params['indicator_lookback']+1,
            context.params['indicator_freq'])
px = price_data.loc[:,security].values
2

Blueshift tracks a dynamic universe by applying a liquidity filter, which is rebalanced every quarter. All the tickers mentioned above went out of the universe between 2020Q1 and 2022Q2. Once you fetch an asset object (by using the symbol function), you can check the end_date attribute to when the asset stopped being part of the Blueshift universe.