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

[tomjerry]

If PCR is less than 1 and down, that mean there are more calls, then how we can say 'Down means nifty down trend becoming strong'.

from where on nse site, get this PCR data for expiry month wise?

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.

 

[vikrit]

@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.

 

[tomjerry]

vikrit, what you found is something I was searching for long time. Since it is totally new bunch of data for me, I need time to check, analyze and calculate it then only I can say something about that. Thanks for finding that treasure :thumb:

Actually I went many times on that NSE page but never read this middle link of OI data.

 

[vikrit]

.........
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.

not asking for PCR vol particular. where get PCR value contract month wise? or you calculate them?

 

[vikrit]

vikrit, what you found is something I was searching for long time. Since it is totally new bunch of data for me, I need time to check, analyze and calculate it then only I can say something about that. Thanks for finding that treasure :thumb:

Actually I went many times on that NSE page but never read this middle link of OI data.

was searching for some clue to reach answer, looking various reports then found this. this can give many dimensions to look. waiting for the outcomes. :thumb:

also read some where, nse provide FII and DII realtime detail data for special charges.

 

[tomjerry]

not asking for PCR vol particular. where get PCR value contract month wise? or you calculate them?

also read some where, nse provide FII and DII realtime detail data for special charges.

I calculate my all PCR data which is I am putting here daily. If you want to know how to do that then I will explain here but it will take some time to me to show you how to do that. Actually my account is with thexyz.net site which is not working right now, but mostly tomorrow I will share one excel file in which you can also do that PCR calculations easily.

put that complete details here about that real time data of FII & DII and its charges etc. I will also review about that matter.

 

[vikrit]

I calculate my all PCR data which is I am putting here daily. If you want to know how to do that then I will explain here but it will take some time to me to show you how to do that. Actually my account is with thexyz.net site which is not working right now, but mostly tomorrow I will share one excel file in which you can also do that PCR calculations easily.

put that complete details here about that real time data of FII & DII and its charges etc. I will also review about that matter.

no hurry, whenever get time, then explain.

don't have detail, was searching on google about FII data analysis, on some site it was mentioned. didn't bookmark page, even don't remember what keywords used. so will search for this then post.

 

[tomjerry]

no hurry, whenever get time, then explain.

don't have detail, was searching on google about FII data analysis, on some site it was mentioned. didn't bookmark page, even don't remember what keywords used. so will search for this then post.

OK no problem. Hint: You can also check your last visited website history where you may try to find that website link according to your surfing time.

 

[vikrit]

OK no problem. Hint: You can also check your last visited website history where you may try to find that website link according to your surfing time.

when you asked already checked history, but problem is i visit that page in april and also don't remember name or anything of page. i guess they were reseller of real time fii data or maybe train how to use that data.

 

[tomjerry]

How to Calculate PCR data everyday:

[1] Download Bhavcopy after 5pm from this link: http://www.nseindia.com/archives/archives.htm Select "Bhavcopy" under "Derivatives" category and enter "Date" at bottom of page then click "Get" to get the download link(will appear on top of the page) of the bhavcopy in zip format. Unzip it, open that CSV file, Save As "Excel Workbook" file type with your desired file name.

[2] In an Excel file, press Ctrl+F and type "Nifty" with check mark in "match the entire cell contents" to find Nifty Call/Put trading data as shown in following picture:

[3] Now open this sample excel file: Traderji PCR Calculation.xlsx - 2.2 MB. Copy all cells which are marked inside RED COLOR in above picture and paste(read step 4) it in your bhavcopy excel file exactly at parallel to First Nifty CE option of the current month as shown by Yellow color rectangle in above picture. Each cell carries formula similar to shown in above picture inside Green Color marking, just check one cell in your excel file that it has cell reference number above 500 -- here it is showing B995, C995, etc so this 995 is above 500 which is ok. This starting number must be changed to 1000 in future if you find that it came below 500 after doing copy paste in your excel file. (Change must be done in each cell which has these type of numbers.)

[4] While doing Copy Paste, follow this picture: Right click on cell where you want to Paste, then Paste Special, then click on "Keep source column width (W)".

[5] Current, Next and Far month F&O expiry dates are given on top of that Red marked area, which must be Entered manually after every passing of F&O month.

[6] Save your bhavcopy excel file with your all PCR data.