{
    "action": "final",
    "content": "**Short answer: no true duplicates, but there is a small pattern of near-duplicates worth knowing about.**\n\nFrom the duplicate check I ran over `raw.semi_conductor_se` (422,729 rows):\n\n- **Exact duplicates: 0.** No group of rows repeats across all the data columns (`exact_dup_groups` = 0).\n- **Key duplicates: 0.** The stated grain is one row per stock per trading day. `dup_key_groups` = 0, and `dup_company_date_groups` = 0, so no company/date combination appears more than once.\n- **Row identifiers are unique.** `_unnamed_0` has 422,729 distinct values, equal to the total row count, so no row ID is reused.\n- **Near-duplicates: 647 groups** (`same_values_diff_date_groups`). These are cases where the same price and volume values show up on different dates for the same stock. They are not duplicated records, because the dates differ. The most likely explanation is an unchanged quote carried forward, such as a halted or illiquid stock, or a data-fill artifact. I have not examined these groups individually, so I can't say which explanation applies. Against 422,729 rows this is a very small share.\n\n**Implication:** no de-duplication is needed before analysis. If you are computing returns or volatility, the 647 repeated-value groups could produce zero-change days. It would be worth inspecting them for the affected companies, especially any with zero volume, before relying on them."
}