Research is only as honest as the data underneath it. Here's what NEPSE Scanner actually captures, and what it deliberately doesn't claim.
Daily price, volume, and turnover for every listed NEPSE symbol, plus floorsheet-level trade detail — individual transactions, timed and attributed to a broker — captured continuously and stored with point-in-time discipline: a value observed today is never silently rewritten by tomorrow's data.
Bonus shares, dividends, rights issues, and similar events are tracked by their real announcement date — the date that matters for research, not the date they were entered into a database. The trading calendar distinguishes real market holidays from ordinary weekends, so coverage statistics mean what they say.
Every batch of collected data is scored on coverage, completeness, cleanliness, and latency — an explainable score, not a black box — so a gap or a stale read is a visible fact, not a silent one.
This page describes infrastructure, not a dataset for resale or bulk export — NEPSE Scanner is a research application, not a data API. See Pricing for what each plan actually unlocks, Methodology for how this data gets used in research, or the Glossary for plain definitions of the terms on this page.