How SensexIQ gets, computes, and explains market data.

SensexIQ is useful only when users understand where its numbers come from and where the limits are. The platform combines market prices, historical OHLCV data, stock master records, derived signal calculations, user-entered watchlist and portfolio data, news feeds, and calculator assumptions. Some inputs are sourced from public or third-party providers; some are computed internally; some are entered by users.

This page explains those categories in plain English. It is not a provider contract, exchange certification, or real-time data guarantee. It is a transparency page so users can judge whether a SensexIQ screen is suitable for research, planning, and education before they verify numbers with official sources.

SensexIQ stores and reads market price history for supported Indian stocks. Depending on the deployment configuration, price and OHLCV data may come from public market feeds, exchange-adjacent sources, yfinance-compatible providers, cached backend data, or seeded internal datasets used for product continuity. Values can be delayed, rounded, adjusted, or temporarily stale.

Historical prices are used for charts, signals, beta, volatility, portfolio health, and other analytics. These calculations depend on clean time series. Missing candles, corporate actions, stock splits, symbol changes, or provider changes can affect outputs. Users should verify important numbers with NSE, BSE, company filings, broker data, and other official or licensed sources.

Stock names, symbols, sectors, market-cap categories, and related classification fields come from a stock master maintained by the application and upstream data sources. These fields power search, stock cards, watchlists, portfolio grouping, screener labels, and SEO pages. Classifications may lag after index changes, mergers, demergers, rebrands, or sector reclassification.

Fundamental fields, when shown, may include values such as valuation ratios, market capitalization, and related company metrics. These fields should be treated as reference data, not audited financial statements. Always check the latest company disclosures and exchange filings before relying on a fundamental metric.

Signals and screener results are derived from available data using product rules. SensexIQ may evaluate momentum, RSI, trend, breakout behavior, volume behavior, confidence scoring, support and resistance levels, and related technical conditions. The output is a structured observation designed to help users focus their research.

Signals are not imported investment calls. They are computed outputs and can change when fresh data arrives or when the rules are improved. A signal may disappear, weaken, strengthen, or change category as prices move. Screeners may also return different results across sessions because market data and rule thresholds change.

Market-news surfaces may use RSS feeds, configured news APIs, cached headlines, publisher metadata, and stock-symbol matching. News can be delayed, duplicated, unavailable, incorrectly tagged, or behind a publisher's update cadence. SensexIQ does not control publisher editorial choices and does not guarantee that a headline includes every material event for a company.

News should be used as context, not as a complete decision system. For exchange-sensitive events such as results, dividends, splits, board meetings, pledges, regulatory action, or corporate announcements, users should verify directly with exchange disclosures and company investor-relations pages.

Portfolio and watchlist features depend on the symbols, quantities, average prices, portfolio names, and preferences entered by the user. SensexIQ does not connect to a broker account by default and does not know about trades, charges, taxes, dividends, pledged shares, intraday fills, or holdings that the user has not entered. That means portfolio analytics are useful approximations, not broker statements.

Alerts depend on configured preferences and available signals. Email delivery, notification timing, data freshness, market holidays, and provider availability can affect whether an alert arrives exactly when expected. Alerts should not be used as the only control for risk management.

Financial calculators use deterministic formulas and user-provided inputs. SIP, EMI, PPF, FD, tax, retirement, brokerage, CAGR, inflation, NPS, HRA, gratuity, and similar calculators depend on assumptions such as interest rate, contribution amount, tenure, inflation, salary structure, tax regime, fees, and compounding frequency.

Regulations and product rules can change. Calculator results should be treated as planning estimates. For tax filings, loan commitments, retirement planning, or regulated products, users should verify current rules from official sources and consult qualified professionals.

If you notice a stale value, wrong symbol, broken page, or misleading classification, email priyanshudutta248@gmail.com with the stock symbol, page URL, timestamp, screenshot, and the source you compared against. Good reports help us separate product bugs from upstream data changes and improve the platform for everyone.

SensexIQ prioritizes transparent, maintainable data flows over opaque hype. The goal is to make research easier while staying honest about uncertainty, provider limits, and calculation assumptions.