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

I am doing some statistics to predict the market direction by looking at some of the vital parameters like Volume & OI. Another thing that I need to know about is total buy/sell for past dates to predict the direction.

I search in NSE website but its not available for past dates but just for today... is there any way I can get that ?

http://nseindia.com/archives/archives.htm

The Historical data Bhavcopy for equities gives both total traded quantity and value. For futures, number of contracts, value, open interest and change in OI is available.

I am looking for Futures.... and I am specifically looking for individual buy/sell quantity... traded quantity does not give me a clear picture how many bought and how many sold.

Was fairly sure I had misunderstood you.

But still do not understand. If you don't mind, pls explain. Today, for RELIANCE, bhavcopy gives traded quantity, OI, OI change as:

26-Nov-2009, 25038, 5793900, 138450
31-Dec-2009, 364, 124200, 8700
28-Jan-2010,0, 2, 2550, 150

Look at this link

http://www.nseindia.com/marketinfo/...CE26NOV2009--13NOV2009&symbol=RELIANCE&flag=1

It gives me clear picture that how many buy orders were executed and how many sell orders were executed today. total traded quantity does not tell me who was ruling today... bulls or bears.

Hi Vikas,
At the link, it states that
177150 Total Buy Qty Total Sell Qty 191700

What does this imply??

Does this mean that on this day, total quantity bought for reliance is 177150, right?

What else can be interpreted using this info?

For instance, if total sell qty is much higher than buy qty, but still price has increased or not changed much, could it mean that buyers are just holding on their long positions, and it will mostly result in bull run in near run??

So, can you share you ideas, by relating total buy qty, total sell qty, price change(+ve or -ve), along with open interest...all together..

I am not very clear with this picture, but I think lot about mystery of market can be unfolded by relating these parameters together...

What do you think?

Do you mean the dynamic Total Buy Quantity/TSQ in the Order Book table?

They represent intent to buy/sell not executed orders and, AFAIK, limit orders only excluding SL orders. Throughout the day the sell side was larger but Reliance rose 1.1%. How do you interpret this?

I think I now understand your request. Am not aware of anybody who records TSQ/TBQ (or Best 5) at time intervals.

Vikas

Correct me if I am wrong. TBQ and TSQ does not say how many were bought and sold, it only shows how many buy/sell orders are pending. Because at any given moment the amount of bought equals the amount sold.

NSE publishes the snapshot of the order book at hourly intervals for historical data.
Here is the extract giving the details

Order book snapshots database
NSE is a limit order book market, also known to economists as the `open electronic
limit order book market (OELOB)', or to practitioners as a market based on
`electronic order matching'. Liquidity on the OELOB market is embedded in the limit
orders present at any point in time; these limit orders (the right to trade against
them, without any obligation) are free options which others can exploit.
Measurement of this liquidity is possible with high accuracy using "order book
snapshots": pictures of the complete limit order book at a point in time. This is
discrete, in only conveying the picture at a few time points in the day. However, at
these time points, a variety of questions about liquidity can be accurately answered.
The order book snapshot can yield the bid-ask spread, and it can be used to measure
market impact cost for buying or selling any desired transaction (or for testing
whether a desired transaction is feasible).
The order book snapshots for 5 March, 1999 are stored in the directory
199903/Snapshots/19990305. The files that are found inside this have names of the
form hhmmss.gz, to convey the time at which the snapshot was taken. For example,
for 5 March, 1999 the CD/DVD contains 110000.gz, 130000.gz and 140000.gz.
These are order book snapshots at 11 AM, 12:00 PM, 1 PM and 2 PM.


It is available with NSE for a payment.

can u please suggest me good trading call services

I know you are new here, but better stick to the topic, and if you have nothing to add to it, then be a mute spectator rather than jumping offtopic.