Indian Stock Event Timestamp Extraction

I need a clean, verifiable dataset that pins down the exact minute-by-minute timestamps for three milestones in every Indian equity’s life:

1. The very first trade after listing
2. The trade that set its all-time high (ATH)
3. The trade that set its all-time low (ATL)

Only intraday tick-by-tick data is acceptable—end-of-day or adjusted-close figures will not meet the brief. For each company, use the exchange on which it originally listed; if a stock debuted on BSE and later moved to NSE, the BSE feed governs, and vice versa.

Expected output
• A machine-readable file (CSV or Parquet) with columns such as Symbol, ISIN, Exchange, Listing Timestamp, ATH Timestamp, ATH Price, ATL Timestamp, ATL Price.
• A concise README or notebook that shows the data source, the exact steps taken to locate each milestone, and any edge-case handling (suspensions, symbol changes, multiple share classes, corporate actions).
• Reproducible code or queries (Python, R, SQL—your choice) that a third party can run to regenerate the results from raw tick data.

Acceptance criteria
1. Every timestamp is accurate to at least the nearest minute and traceable back to raw ticks.
2. ATH and ATL prices are validated against the full tick history so no later or earlier trade breaches them.
3. Coverage includes the complete universe of currently listed Indian equities.

If you already maintain historical NSE/BSE tick feeds (TrueData, GDFL, Refinitiv Tick History, etc.) this should be straightforward. Otherwise, outline how you will source and legally use the data.

I’m happy to discuss sensible milestones once you outline your approach and demonstrate access to the required depth of data.