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Default How are these Data Points calculated for BSE/ NSE ? HELP Needed

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    Default How are these Data Points calculated for BSE/ NSE ? HELP Needed

    Friends,

    Can someone please help me understand how below are Calculated for EOD Data feed of BSE/ NSE (like in Bhavcopy)...

    1) Total Number of Trades

    So for example for a particular day on BSE there is One buyer who wants to buy 1000 shared and 10 sellers Who want to sell 100 Shares Each.

    So there is a Balance 1000 Demand = 1000 Supply.

    BSE / NSE will never Disclose the Number of Buyers / Sellers I know it. But In my above example what do you think how many "Total Trades" will there be? How BSE calculates it?

    Will it be like 10 Sells of 100 each so "Total Trades" = 10

    Or will it be 10 Sells + One Buy so Total of = 11 Trades


    Which is correct?


    2) Delivered Volume Number of Trades
    BSE/ NSE never tell us the Trades of Delivered Volumes. Right?


    3) Per Trade Volume -
    If i calculate the Per Trade Volume for Total Traded Qty and for Delivered Qty, and compare to Recent History, Will that give me Clue "Demand" "Supply" Or is this like a Misleading Number?


    4) 3 to 3:30 PM Activities
    Is this correct that 3: to 3:30 time on BSE/NSE you will have to take the DElivery? Meaning, all volumes are Delivered Volume in this time?

    5) Delivered Qty Weighted Av Price
    As we know we can calculate it for BSE but not for NSE. So can i just use the Delivered Qty Weighted Av Price from BSE on NSE data? or will that be Wrong?

    I saw the "Total Traded Qty Weighted Av Price" remains the same for BSE and NSE.

    Any Thoughts??



    #2
    Hello RitikaGupta,

    Thank you for your message. I will review your questions and update this thread as soon as I have more information.

    Thank you for your continued patience in the meantime.
    Michael M.NinjaTrader Quality Assurance

    Comment


      #3
      Hello RitikaGupta,

      Unfortunately I do not have this level of information on the BSE/NSE exchanges.

      This post will remain open however in case any other forum members would like to contribute.

      If you have any questions specific to the NinjaTrader platform, please let me know.
      Michael M.NinjaTrader Quality Assurance

      Comment

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