Beginner
Understanding Market Data: Tick, OHLC, and Order Book Basics
Every quant model, backtest and trading bot is built on market data, yet most people never learn what that data actually is. This course takes you from a single order hitting NSE's matching engine to the tick it produces, the OHLC candle it gets folded into, and the order book it moved through. You will learn to read Zerodha's market depth window, understand why adjusted and unadjusted prices differ, spot the data quality traps that quietly break backtests, and pull your first clean dataset into Python. Built for engineers, data scientists and systematic traders who want to stop treating price data as a black box.
Tick DataOHLC CandlesOrder BookMarket DepthBid-Ask SpreadAdjusted PricesData QualityNSE and BSE DataPython for Markets
MODULES
4
DURATION
~2.5 hrs
TRACK
Quantitative Finance
What You'll Master
Trace a single order through NSE's matching engine and understand what a tick, a trade and a quote each record
Build OHLC candles from raw ticks and see how timeframe and aggregation choices change what a chart shows
Correct historical prices for splits, bonuses and dividends and know when to use adjusted versus unadjusted data
Read the market depth window like a professional: bid, ask, spread, depth and what they say about liquidity
Understand how limit, market and stop orders land in the book and why fills differ from the price you saw
Identify where Indian market data comes from, what it costs, and which free sources are reliable
Catch the data quality problems that silently break backtests: gaps, bad ticks, survivorship and look-ahead bias
Load, inspect and sanity-check an OHLC dataset in Python using pandas
Access Level
LEARNER
Everything included
Full Text Playbooks
Actionable Exercises
Mobile Reading Mode
Lifetime Updates