You can write a program to extract Time and Sales from terminal and export to some sql database with every tick.
The key here is to see T&S trade delta for Nifty, Banknifty futures and stocks together as a whole system.
For example in morning a big buying pressure developed in Reliance and Nifty...
For stocks and index analysis, have a look at below strategy. I am trying to analyze trend by combining indicators from Cash, Future and Options market together.
Stocks and Index analysis
1. Bid Ratio -> Cash and Future combined
2. Volume -> Cash market
3. Open interest & futures volume ->...
To understand the order flow lets take below example.
At 10:25 an Ask was placed worth 119 lakh @89.6. After 5 min highest ask moved to 89.9. That means the trade was absorbed. This continued till 10:45.
Can we say that enough short positions are built for the stock to fall?
I am not sure if my...
Bid and Ask quantities are used by traders for trend analysis. In this tool we extract them for 200 NSE stocks and capture them every 5 minutes.
Data comes from nseindia site and updated every 1 minute.
The different columns are as below.
A. Scrip name
C. Total Bid amount at any time.(Total bid...
Ok. I have fixed the icici data. Hopefully from Monday you can check.
Meanwhile I am in the process of building OI analysis of Banknifty on 5 min chart.
You can see the initial version below. Basically the idea is when OI increase in Call option, market will fall and vice versa...
Hello Bro, good to see people noticing bid ratio analysis. Most people dont agree with the accuracy, as the disclosed quantity is not given by most brokers. Will check abt icici.
May I know how you interpret this sheet and possibly if I can add anything to make it easily readable. I have plans...
If anyone wants to add your own stuff to this list for further manipulation, first a create a new blank spreadsheet.
Then to add top 30 stock names(Column A), add the below line.
From column B onward you can add your own...
Ok let me explain you clearly.
The values of TOP sheet column D are copied to Sheet2 column A at the end of every 15 min for all stocks and all columns are shifted one position right in sheet2. All recordings are saved in sheet2.
Sheet1 calculates the difference from Sheet2 data.
Ok I will make it to capture data till 4pm.
OP is for my own reference. I was trying to figure out which stocks can be traded in options and marked them manually. Y=Yes, N=No, W=Yes but double check. N and W are because of low volume in options or high spread. But don't take them hard and fast...
If anyone wants to know how to take average volume from GoogleFinance just type the below line on a blank spreadsheet.
=GoogleFinance( "NSE:RELIANCE" , "all" , WORKDAY( TODAY(), -10 ) , TODAY() )
Then take average from column F.
This sheet is sorted based on highest change of volume compared to its 10 days average volume. That is column D (10 Days).
If you check NBCC in Sheet1 last column: the 10days average volume is 1395388 and today's volume is 2472451. If you calculate today's volume is 77% more than the average...