NSE Daily Data: FII, Nifty Future, FII Stock Future, Market Put Call Ratio.

tomjerry

Well-Known Member
knock knock.. anybody home ??

Tomjerry, you are goofing off on your duties :mad: missing ya...
Welcome home,

In previous post I had mentioned my expectation of Nifty for this week as Down and previous week as UP so I had not checked FII, PCR, etc. data to increase confusion :). This weekend I will download past two weeks data and will update here soon.
 
@tj

was doing RnD for the question 'why FII add longs with shorts, when they will take market down.'

didn't get the answer but found two interesting reports published by nse every next day like FII percentage.

Participant wise Open Interest(csv)

Participant wise Trading Volumes(csv)


http://www.nseindia.com/products/content/derivatives/equities/homepage_fo.htm

till morning you get for 9-may-2012. in archive since jan 2012 available.
these reports have detail OI and vol data of Clients, DII, FII, and Pro.

see this OI data for 8th and 9th


analysis on 9th may EOD is 'Fresh LONG', they added 1098 shorts, and 6032 long positions. Longs add > shorts add.

as it also show options buy and sell figures, so can consider options OI data also for determining trend.


hi Vikrit


nice info you have provided.. thank you so much.. But can you please give details that, beside DIIs and FIIs, in above mentioned FO sheets; who come in types "Clients" and "Pro"?

Do general retail people like us come in cleints?
Who are the people constitute these two types.. please explain...
regards
 
If u dont mind can u let us know from which sections in nse i wuld get the data which u use. Also in FII's data segment can u explain in detail from coloum FII NIfty + index open interest till last that how did u calculate the data and on nse's website where did u get from.

Thanks in Advance
 
Writing Put or Call is big players game and it carries "Unlimited Loss" and "Limited Profit". Thus the more number side is writers side done by big players by thinking that that side will never come!

Not perfect standard, but, Generally my analysis of PCR: PCR above 1.4 means 14 put with 10 call, means more put written and that put side is down side which will never come. PCR below 0.9 means 9 put with 10 call, means more call written and that call side is up side which will never come.

As mentioned in previous posts, PCR above 2.8-3.2 is overbought and PCR below 0.4-0.6 is oversold. According to Trend Strength and its Force to change the trend may alter this figure sometimes.

I don't care NSE PCR data or any brokers PCR data. Here is NSE link for Current Month PCR VOL data(click on year then month): http://www.nseindia.com/content/fo/fo_businessgrowth.htm This data is almost matching with my Current Month PCR VOL data.

Sir,

Referring to your above point written in a very simple language, I have got a clear understanding of what the Put and Call Ratio is. I thank you very much for adding to my knowledge.
 

hauler

Active Member
@tj

was doing RnD for the question 'why FII add longs with shorts, when they will take market down.'

didn't get the answer but found two interesting reports published by nse every next day like FII percentage.

Participant wise Open Interest(csv)

Participant wise Trading Volumes(csv)


http://www.nseindia.com/products/content/derivatives/equities/homepage_fo.htm

till morning you get for 9-may-2012. in archive since jan 2012 available.
these reports have detail OI and vol data of Clients, DII, FII, and Pro.

see this OI data for 8th and 9th


analysis on 9th may EOD is 'Fresh LONG', they added 1098 shorts, and 6032 long positions. Longs add > shorts add.

as it also show options buy and sell figures, so can consider options OI data also for determining trend.
What is the "Client"and "Pro"category ???
 

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