Intraday trading - Based on Buyer/ seller calculation

K

knarendra

Active Member
#1
#1
I need to take Buyer / seller calculation for the Top : 20 order only.
Because, so many low value order put in the oredr form.

Eg:SBI- on 01.10.2012

Buy Qty. Buy Price Sell Price Sell Qty.
2,000 230.65 230.70 2,000
2,000 230.60 230.75 2,000
2,000 230.55 230.80 8,000
10,000 230.50 230.85 2,000
18,000 230.40 230.90 8,000
2,28,500 Total Quantity 1,51,125


DLF- on 01.10.2012

Buy Qty. Buy Price Sell Price Sell Qty.
2,000 230.65 230.70 2,000
2,000 230.60 230.75 2,000
2,000 230.55 230.80 8,000
10,000 230.50 230.85 2,000
18,000 230.40 230.90 8,000
9,60,000 Total Quantity 17,70,000

As per Total buy/sell value SBI- Buy.
DLF-Sell

But, as per Top 5 order form SBI- Sell
DLF-Buy.

Is it possible to know/ view the Full order book?

Any body know the solution? Any software engineer, programmer know the solution?
 
S

smhtrading

New Member
#2
#2
please help me i am stuck in tata motors i saw all the market is in correction i thought this also will come down so i take short at 277 now it is going up and up what to do
 
R

Reggie

Well-Known Member
#3
#3
Narendra,

In my view the order book can easily mislead investors as computer generated bid and ask prices are flashed for fraction of seconds, cancelled and entered afresh. This allows the computer/algo program to judge the demand/supply situation and adjust the rates to make multiple but miniscule gains on each trade that end up to a sizeable profit at the end of the day.

From the time I realised this, I stopped looking at the order book except the top bid and ask price which is available for the taking.

Trust this helps.

knarendra said:
I need to take Buyer / seller calculation for the Top : 20 order only.
Because, so many low value order put in the oredr form.

Eg:SBI- on 01.10.2012

Buy Qty. Buy Price Sell Price Sell Qty.
2,000 230.65 230.70 2,000
2,000 230.60 230.75 2,000
2,000 230.55 230.80 8,000
10,000 230.50 230.85 2,000
18,000 230.40 230.90 8,000
2,28,500 Total Quantity 1,51,125


DLF- on 01.10.2012

Buy Qty. Buy Price Sell Price Sell Qty.
2,000 230.65 230.70 2,000
2,000 230.60 230.75 2,000
2,000 230.55 230.80 8,000
10,000 230.50 230.85 2,000
18,000 230.40 230.90 8,000
9,60,000 Total Quantity 17,70,000

As per Total buy/sell value SBI- Buy.
DLF-Sell

But, as per Top 5 order form SBI- Sell
DLF-Buy.

Is it possible to know/ view the Full order book?

Any body know the solution? Any software engineer, programmer know the solution?
Click to expand...
 
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