The Lacock Archives contains a huge amount of information concerning The East India Company due to the involvement of Henry Davenport who was based at Fort St. George with the Company. Various documents, letters, journals and bills record his involvement in the East India Company concerning diamonds, pirates and treason.

The East India Company was founded to explore trade with India and South-East Asia. In 1600 the Company received a Royal charter from Queen Elizabeth I awarding it a monopoly on trade between the Cape of Good Hope and the Straits of Magellan. During this period of time the East India Company was in constant competition with the Portuguese and Dutch Trading Companies. This often led to conflict between the rival trade companies such as the naval Battle of Swally in 1612 where the East India Company defeated the Portuguese.