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??

I used to check only NSE bhavcopy, and can give explanation's only regarding that.

1. TOTTRDQTY = Total traded quantity. Here trade quantity means one buy and one sell equals to 1. So its the total no of shares traded on a single day, every buy will have a counterpart which is sell, so what you are asking about 1000 shares is recorded as 1000 quantity.

2. TOTTRDVAL = Total traded value. Now If you download recent bhav copy of Friday and see the first row of 20micron, you'll see there are total 98 trades, but they are traded differently at different price, so total traded value is sum of this 98 trades with their respective prices which can be anywhere from high to low. In detail you can check the same with tick data and match. tick is every seconds data with volume.

About delivery go here
http://www.nseindia.com/products/content/all_daily_reports.htm

Security wise delivery positions will give you idea of how many quantity are actually delivered. Trades from 3pm to 3.30 pm is not delivery period, if one chooses to keep his buy or sell position open till the market closes it is counted as shares for delivery. Usually margin trading get's squared off during the period 3 - 3.10 pm, but trading goes on till the last second, and shares which are not squared off intraday are known as shares for delivery.

No idea about delivered quantity weighted average price, never checked that, but for equity percentage of delivered quantity to total traded quantity over the days gives some clue if there is some real pick up of equity by the players.