Total Buy/Sell quantity for past dates... how can I get that?

bunny

Well-Known Member
#11
Vikas,
What you are looking for accurately called as 'tape'. You may recollect if you have heard this term 'tape reading'. The tape contains all the trades, along with traded quantity and price.

Neither BSE nor NSE publish the tape. The 'real-time' data we get from our brokers and feed providers is the 'tick data'. Many people mistake the ticks for tape, but the tick and tape are totally different. The tick merely contains the volume after the previous tick and last trade price of the tick that is under processing.

Since we do not have tape concept in NSE/BSE, you can rather use consolidated charts, like say 1 min, 5 min, etc, and even daily/weekly charts. If the tape would have shown accumulation, accumulation would also been seen on the larger frames.

The bottom line is, you will have to learn volume spread analysis, since tape is not available. If you are keen on learning VSA, you can download the PDF file from my signature. Its 23 MB in size and only 130 pages.
 

findvikas

Well-Known Member
#12
I realized it later after reading from NSE website and its available only to NSE members I guess well not exactly a tape but complete order book and other parameters to actually figure out somehow total buy/sell qty. so I dropped that idea but if I am able to work out to get 'really realtime' data somehow for every tick then I could actually somehow figure out buy/sell qty by looking at change in volume and change in OI as well as change in order book... lots of stats so again dropping the idea :)

Yeah I read through your link already and its amazing.. thanks for sharing. It really helping me in my daily trades.
 

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