Equity prices (OHLCV)
Daily BIST price history, millions of rows.
Market Intelligence
Prices, derivatives, ownership, funds, disclosures, and macro context — all Turkish market data, unified under one rule: the answer a query gives you today is the answer it would have given on the date you asked about.
Every other FinCore app — Investor Insights, Quant Lab, Customer Profiling, Portfolio Intelligence — is built on this same layer. It's also directly useful on its own.
Daily BIST price history, millions of rows.
The daily derivatives bulletin, millions of rows, sourced from BIST's own daily feed — zero gaps.
Daily, per-stock, point-in-time — a genuinely hard-won data source some platforms don't have this deep.
Fund master records, allocations, and 5-year price and flow history across roughly 1,300+ mutual funds.
Financial statements, dividends, corporate actions, general-assembly calendars, capital structure, and shareholder disclosures — parsed as a primary source, not a vendor rollup.
Sovereign 5-year CDS and gold price series, plus TLREF and CPI from TCMB, the central bank's data service.
Financial statements are parsed and detailed, specifically because it catches discrepancies and signals — not just a source, not a cognitive overload.
Fama-French 5-factor plus Momentum, computed point-in-time and live-verified against the market — not a generic global factor proxy.
P/E, price-to-book, and price-to-sales computed from real market cap and fundamentals, so multi-currency-listed names are handled consistently instead of silently mixed.
Six data sources. One point-in-time-correct layer underneath everything else.
Ask this layer what the market looked like on a historical date, and it answers with what was actually knowable then — not today's numbers projected backward. That property is what makes every backtest built on top of it honest.
Point-in-time XU030/XU050/XU100 membership, rebuilt from historical records — so a backtest uses the constituent list that actually existed on that date, not today's list run backward in time.
Financial statements parsed directly after meticulous investigation rather than dumping rolled-up numbers — catching discrepancies and signals.
Daily, per-stock ownership history, recorded as of the date it was actually known — not the latest figure quietly substituted for an earlier one.
Every one of these feeds a downstream app — Quant Lab's fourteen validation gates, the Portfolio Optimizer's sleeves, Investor Insights' benchmarks — so a correctness bug here would quietly become a correctness bug everywhere else.
A backtest is only as honest as the data it couldn't have seen yet.
Asset Intelligence is the per-security surface built on top of the data layer — one instrument, combined into a single deep-dive view instead of four separate lookups.
Price and valuation context, ownership trend, disclosure history, and factor exposure for a single name, combined into one view — the same underlying data other apps use, surfaced directly for a research analyst who wants to look at one instrument closely without stitching together four separate lookups first.
This is the surface for a research analyst who wants one clean, point-in-time-correct source of Turkish market data instead of stitching together spreadsheets — the same data the rest of the platform already trusts, just viewed one name at a time.
The data layer isn't just infrastructure. Look at one name, and it's a product on its own.
Primary source for financials, dividends, and corporate actions specifically because it catches discrepancies a rolled-up vendor feed misses — not because it happened to be convenient to integrate.
Ingestion leans on a disclosure index as the backbone for incremental updates, and index membership is rebuilt from historical records rather than snapshotted once and assumed stable.
The unglamorous property that makes every backtest honest: it never got to see tomorrow.
Short, specific answers — the same understated register as the rest of this platform.
It depends on the source: BIST equity prices and sovereign CDS/gold go back in time, VIOP, foreign ownership and many others to the date you will be able to build your strategy on. Each series is dated by when its underlying source actually starts, not rounded up to a convenient year.
Ingestion runs on a cadence tied to actual publishes — new price, derivatives, and disclosure data lands as the source releases it, not on a fixed vendor delay.
Both. Every other FinCore app is built on this layer, but Asset Intelligence is a direct, user-facing surface over the same data — price, ownership, disclosures, and factor exposure for a single instrument, in one screen.
Valuation ratios — P/E, price-to-book, price-to-sales — are computed uniformly from real market cap and fundamentals rather than taken as pre-rolled vendor fields, so names reporting in more than one currency are handled consistently instead of silently blended.
Request a walkthrough focused on your coverage universe and what a single Asset Intelligence deep-dive would look like for the names you already follow.