sources ¶

Which broker supplies which instrument's prices, and on what basis.

The unified table does not blend brokers. For each instrument and interval one broker is the primary source, and its series - several of them, when the broker's token for the instrument has changed - are stitched together by time. A second broker may supply only whole trading days the primary is missing, and only after agreeing with the primary on the days both have.

The choice of primary follows from what each broker's stored prices are, measured against the stored data on 2026-09-13:

flattrade serves daily and intraday history, NSE from December 2019 and BSE from March 2020, and is the closest to raw of any broker: its BSE daily bars have been raw in every case checked. Its NSE daily bars are not uniformly so - raw across some corporate actions, already adjusted across others (PIDILITIND's 2025 bonus, PGIL's of 2026-09-11) - which the factor builder copes with and verify reports; see the unified price history guide.
wisdom_capital serves BSE intraday bars unadjusted from September 2025, including the 20, 45 and 180 minute intervals nobody else has.
zerodha, dhan, indmoney and fyers adjust their history, each with their own factors and each at their own time, so for equities they are not used as a source here. For indices, where there is nothing to adjust, zerodha's history is the deepest, back to 2005.
shoonya is adjusted inconsistently, even within one series, and is not used.

Dhan's intraday bars appear unadjusted too, but that rests on one sample, so dhan stays out of the policy until verify has classified its intraday series against confirmed factors.

Functions:

Name	Description
`interval_kind`	Whether an interval is daily or intraday, in the terms `UNADJUSTED` uses.
`segment_family`	The family a canonical segment belongs to.
`price_basis`	How prices are stored for a segment.
`sources_for`	The brokers that may supply one instrument's bars, in order.
`brokers_for_interval`	Every broker that is primary or gap-fill for some segment at an interval.

interval_kind ¶

interval_kind(interval)

Whether an interval is daily or intraday, in the terms UNADJUSTED uses.

Parameters:

Name	Type	Description	Default
`interval`	`str`	A stored interval name, for example "day" or "15minute".	required

Returns:

Type	Description
`str \| None`	"day", "intraday", or None for week and month bars, which are not loaded.

Source code in stock_brokers/instruments/historical/utilities/unified/sources.py

def interval_kind(interval):
    """
    Whether an interval is daily or intraday, in the terms `UNADJUSTED` uses.

    Args:
        interval (str): A stored interval name, for example "day" or "15minute".

    Returns:
        str | None: "day", "intraday", or None for week and month bars, which are not loaded.
    """
    if interval == "day":
        return "day"
    if interval in INTRADAY_MINUTES:
        return "intraday"
    return None

segment_family ¶

segment_family(segment)

The family a canonical segment belongs to.

Parameters:

Name	Type	Description	Default
`segment`	`str`	A prefixed segment, for example "nse_equities".	required

Returns:

Type	Description
`str \| None`	"cash", "index" or "derivative", or None for segments nothing is loaded for.

Source code in stock_brokers/instruments/historical/utilities/unified/sources.py

def segment_family(segment):
    """
    The family a canonical segment belongs to.

    Args:
        segment (str): A prefixed segment, for example "nse_equities".

    Returns:
        str | None: "cash", "index" or "derivative", or None for segments nothing is loaded for.
    """
    for family, members in (("cash", CASH_SEGMENTS), ("index", INDEX_SEGMENTS),
                            ("derivative", DERIVATIVE_SEGMENTS)):
        for member in members:
            if segment.endswith("_" + member) or segment == member:
                return family
    return None

price_basis ¶

price_basis(segment)

How prices are stored for a segment.

Parameters:

Name	Type	Description	Default
`segment`	`str`	A prefixed segment.	required

Returns:

Type	Description
`str`	"unadjusted" for equities, exchange traded funds and investment trusts, "as_served" for everything else.

Source code in stock_brokers/instruments/historical/utilities/unified/sources.py

def price_basis(segment):
    """
    How prices are stored for a segment.

    Args:
        segment (str): A prefixed segment.

    Returns:
        str: "unadjusted" for equities, exchange traded funds and investment trusts, "as_served"
            for everything else.
    """
    return "unadjusted" if is_adjustable(segment) else "as_served"

sources_for ¶

sources_for(exchange, segment, interval)

The brokers that may supply one instrument's bars, in order.

Parameters:

Name	Type	Description	Default
`exchange`	`str`	The canonical exchange, for example "nse".	required
`segment`	`str`	The prefixed segment.	required
`interval`	`str`	The stored interval name.	required

Returns:

Type	Description
`list[tuple[str, str]]`	(broker, role) pairs, the primary first and any gap-fill brokers after it. Empty when no broker is allowed to supply the instrument at this interval.

Source code in stock_brokers/instruments/historical/utilities/unified/sources.py

def sources_for(exchange, segment, interval):
    """
    The brokers that may supply one instrument's bars, in order.

    Args:
        exchange (str): The canonical exchange, for example "nse".
        segment (str): The prefixed segment.
        interval (str): The stored interval name.

    Returns:
        list[tuple[str, str]]: (broker, role) pairs, the primary first and any gap-fill brokers
            after it. Empty when no broker is allowed to supply the instrument at this interval.
    """
    kind = interval_kind(interval)
    family = segment_family(segment)
    if kind is None or family is None:
        return []

    if family == "cash":
        if exchange == "bse" and interval in WISDOM_ONLY_INTERVALS:
            candidates = [("wisdom_capital", "primary")]
        elif exchange == "bse" and kind == "intraday":
            candidates = [("flattrade", "primary"), ("wisdom_capital", "gap_fill")]
        else:
            candidates = [("flattrade", "primary")]
        if is_adjustable(segment):
            allowed = []
            for broker, role in candidates:
                if (broker, exchange, kind) in UNADJUSTED:
                    allowed.append((broker, role))
            return allowed
        return candidates

    if family == "index":
        if kind == "day":
            return [("zerodha", "primary"), ("dhan", "gap_fill"), ("flattrade", "gap_fill")]
        if interval in ("15minute", "30minute", "60minute"):
            return [("zerodha", "primary")]
        return [("flattrade", "primary")]

    # Futures, options, currencies and commodities: there is nothing to adjust, so the deepest and
    # most complete broker leads. No derivative bars are stored yet, so this is policy only.
    return [("zerodha", "primary"), ("dhan", "gap_fill"), ("flattrade", "gap_fill")]

brokers_for_interval ¶

brokers_for_interval(interval)

Every broker that is primary or gap-fill for some segment at an interval.

Parameters:

Name	Type	Description	Default
`interval`	`str`	The stored interval name.	required

Returns:

Type	Description
`list[str]`	Broker names, in a stable order.

Source code in stock_brokers/instruments/historical/utilities/unified/sources.py

def brokers_for_interval(interval):
    """
    Every broker that is primary or gap-fill for some segment at an interval.

    Args:
        interval (str): The stored interval name.

    Returns:
        list[str]: Broker names, in a stable order.
    """
    brokers = []
    for exchange in ("nse", "bse", "mcx"):
        for segment in (f"{exchange}_equities", f"{exchange}_equity_indices", f"{exchange}_equity_futures"):
            for broker, _ in sources_for(exchange, segment, interval):
                if broker not in brokers:
                    brokers.append(broker)
    return brokers