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VARIOUS DATA PROVIDED BY EXCHANGE : AN INTEGRAL PART OF TRADING SYSTEM

Since the last decade, Indian Stock Markets have been changing radically and it demands extensive information and education from a Trader. It demands an organized and proper trading system, which a trader needs to develop and refresh from time to time. Technical Charts might be an important part of this Trading System, but there is another very crucial part which is information / data related to markets. Majority of this data can be obtained very easily and free of cost, just by exploring through the website of the Stock Exchange in an organized manner. Let us discuss some of the important data and its location.

FII/FPI and DII activity Data – Cash Segment

NSE Home page – Products – Equities – Current market reports – View all end of the day reports – FII/FPI & DII trading activity (http://www.nseindia.com/products/content/equities/equities/fii_dii_market_today.htm)

We are aware of the fact that a major portion of liquidity, on which our market movement largely depends, comes from Foreign Institutional Investors (FII) or Foreign Portfolio Investors (FPI). Therefore, their activity is closely watched by all the market participants every day. In this section, day-wise total buy, total sell and net buy/sell by FII/FPI across all three exchanges – NSE, BSE and MCX SX are mentioned. This data should be viewed on a larger time frame, say monthly or quarterly, since a single day’s net buy or net sell does not provide any emerging trend.

Apart from FII/FPI, activities of Domestic Institutions (DII) are also provided here in a similar way.

It is generally observed that FII and DII activity are inversely related. Continuous buying by FIIs in cash segment denotes delivery based buying, which suggests medium to long term trend of the markets. Alignment of FII and DII activities generally boost up the current trend.  

The data in NSE website is based on today”s activity compiled on the basis of trading codes entered by trading members at the time of order entry and corresponding client category classification provided by trading members as part of unique client code details upload. NSE puts a disclaimer that this trade data is provisional and subject to change, inter alia, on account of custodial confirmation process, modifications etc. Post custodial confirmation, the provisional data differs from final data, sometimes this difference becomes wide. Provisional data appears on NSE website within 6 PM on the same day while the final data generally takes around 24 hours time.

Final data along with Year wise and month wise data archive for FII/FPI activities are best available in NSDL and CDSL website, which gives us a clear picture on a larger time frame. (https://www.fpi.nsdl.co.in/web/Reports/ReportsListing.aspx)

According to archive, net FII/FPI investment inflow in 2014 was INR 97,000 crores while in 2013 it was INR 1,13,000 crores. In the current year 2015, net investment inflow from FII/FPI is INR 31,000 crores in just 2 months till date, which denotes that long term uptrend in our markets remains intact, irrespective of inevitable correction from time to time.

Shareholding Pattern of any Company

Shareholding pattern is an important factor to be considered in selection of stocks. Shareholders classification matters immensely, especially FII holdings, whether rising or falling in a particular stock on quarterly basis is very important. As per listing agreement, every company submits its’ shareholding pattern to Exchange on a quarterly basis.

NSE Home page – Corporates – Shareholding information

Pledge Data

In recent past we have seen information related to Pledge of Promoter Shares has played a crucial role, especially in selected midcap stocks. 

NSE Home page – Corporates – Pledge Data

Delivery percentage to traded quantity

It is generally observed that in case of a Cash Stock (which is not in F&O) if the price rises with high delivery percentage, it denotes delivery based buying and there is a possibility of upside of the stock in short to medium term. If the delivery percentage rises with fall in price, it denotes delivery based selling and near term downside of the said stock.

In NSE Home page, after quote of any stock is displayed, there is a portion where security-wise delivery position, i.e., percentage of delivery quantity to traded quantity is mentioned. As such, in daily reports, NSE provides a list of stocks – Security wise delivery position.

NSE Home – Products – Equity – Current market reports – View all end of the day reports

Bulk Deal Data

Bulk deal is a trade, where total quantity bought or sold under a single Client Code in single/multiple transaction is more than 0.5% of the number of equity shares of the company. NSE publishes the Bulk Deal data received from respective Broker on its website. Many times, Bulk Deal ‘buy’ or ‘sell’ data of any particular stock helps a trader immensely.

NSE Home – Products – Equity – Current market reports – View all end of the day reports

Block Deal Data

Block deal is a trade, with a minimum quantity of 5,00,000 shares or minimum value of Rs. 5 crores, executed through a single transaction, on the special “Block Deal window”. In this transaction, where Buyers and Sellers are known to each other, enter into a deal where change of hands take place at a prefixed rate, not more than +/- 1% of the current market price of the respective stock.

NSE Home – Products – Equity – Current market reports – View all end of the day reports

Corporate Action & Board Meeting

Corporate Actions such as Bonus, Dividends, Rights, Scheme of Arrangement etc., their corresponding record dates and Board meeting dates are very crucial for a trader/investor. One can find all these information in NSE website in an organized manner, either in the quote of an individual stock or in the list published in NSE Home page – Corporates – Corporate Actions.

                                                                                                                        To be Continued…..

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