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📊 NSE Quant Data Platform — Lakehouse Architecture

A quant-grade, research-first data platform for Indian equity markets built on a modern lakehouse architecture, with a strong emphasis on data correctness, reproducibility, and explainability.

This project is designed as data and research infrastructure, not a trading system.


✨ Key Highlights

  • 🇮🇳 Indian markets–focused (NSE-only MVP)
  • ❄️ Modern lakehouse architecture (Spark + Iceberg + Trino)
  • 📚 Bias-safe historical and daily market data pipelines
  • 🧪 Reproducible feature engineering & backtesting
  • 🤖 AI / LLM-assisted research workflows (assistive, not predictive)
  • 💰 Cost-efficient and cloud-portable (DigitalOcean)
  • 🧱 Built with open-source–first principles

📍 Current Status

✅ NSE historical OHLCV data ingestion — complete
✅ Daily incremental data pipeline — complete
🔄 Bronze/Silver lakehouse layers (Iceberg) — in progress
🔄 Transformation pipeline — in progress
⬜ Trino analytics layer — planned
⬜ Feature engineering — planned
⬜ Backtesting framework — planned


🎯 Project Goals

This platform aims to:

  1. Provide reliable, bias-safe NSE market data
  2. Enable large-scale time-series analytics
  3. Support reproducible quant research
  4. Demonstrate Staff-level data platform engineering
  5. Serve as a reference architecture for Indian market data systems

🚫 Explicit Non-Goals

This project intentionally does NOT:

  • Execute trades or place orders
  • Claim alpha or profitability
  • Perform real-time / tick-level trading
  • Integrate with brokers or exchanges
  • Act as financial advice

This is a research and infrastructure platform, not a trading product.


🧠 Target Users

  • Quant Researchers – bias-safe data, reproducible experiments
  • Data / Platform Engineers – ingestion, lakehouse, orchestration design
  • ML Engineers – feature consumption, experiment tracking
  • Hiring Managers / Interviewers – system design depth & tradeoff clarity

🏗️ High-Level Architecture

                +----------------------+
                |     NSE Bhavcopy     |
                +----------+-----------+
                           |
                    (Historical + Daily)
                           |
                    +------v------+
                    |   Spark     |
                    | Ingestion   |
                    +------+------+
                           |
                   Iceberg (Bronze)
                           |
                +----------v-----------+
                |   Spark Processing   |
                | (Adjustments, Bias)  |
                +----------+-----------+
                           |
                   Iceberg (Silver)
                           |
               +-----------v------------+
               |        Trino           |
               |   Analytics & SQL      |
               +-----------+------------+
                           |
         +-----------------v------------------+
         | Features | Backtests | ML | AI     |
         +------------------------------------+

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NSE equity market data platform built on lakehouse architecture (Spark + Iceberg + Trino)

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