In this course, we look at three very important F&O data sources, and how to trade using them. In the month of March, we can observe the big increments in the average volume traded coupled with a crash in prices, indicating strong momentum being built to the downside. -163.87. Index Call. As of February 2016, not domestic investors but rather, Foreign Institutional Investors (FIIs) were deemed to be the force behind providing a direction to the Indian markets. Management, Mean Reversion In the Indian context, DIIs are more stable investors like long-only mutual funds and tend to buy the securities at discounted rates when FIIs sell heavily. Application of any data to stock market is not recommended unless you have a solid grasp over Market Dynamics, i.e. Explore more content for free at ELM School. High open interest reflects high investor interest and is thus used as an indicator for predicting the price trend. I hope you have enjoyed reading this blog and learnt something useful. future/option net trade value is one of the important independent variables to predict the momentum of Nifty trend. UPL 7.47%. The rollover percent for the Nifty 50 futures is calculated as: Rollover percentage, when compared with its previous three month or six month average reveals the increased or decreased conviction of traders in the position that they hold. of cookies. Top Losers NMDC -8.47%. Before we begin any analysis in Python, we need to import the required libraries. However, when March 2016 saw an unanticipated rise in NIFTY prices, the hopes were instilled again. View more Nifty Reports here. However, it goes without saying that these are just indicators, and other factors should be taken into account before making investment decisions. FII Buying or Selling is most crucial data for any investor. & Statistical Arbitrage. Keep safe and keep trading! Analysis of open interest is quite popular among derivatives traders as a filter before taking on any new position. https://blog.quantinsti.com/trend-analysis-open-interest-rollover-fii-dii-python Read more: Learn from scratch about Indian Stock Markets. FII/FPI & DII trading activity on NSE, BSE and MSEI Download (.csv) Note * Combined FII/FPI trading data across NSE, BSE and MSEI collated on the basis of trades executed by FIIs/FPIs. The latter is called rolling over the position. For the Indian markets, you can get the FII/DII activity data for free from the NSE and NSDL websites. Further, look closely at the trend to understand Macro Economic sentiment. FII Daily Trading Activity In general, if an increase in price is accompanied by higher than average volumes, it indicates that the momentum is still high and prices can continue to go up. You can get the following though: FII Data on indices (Nifty and Bank Nifty mostly) FII data on all stock options and futures combined; FII Data on all stocks combined; FII Data on derivatives is the most useful one, and it … What is Stock Rating and How to use it for investment decisions? Discover: Search filings 27 meeting announcements today 4 major resignations today New Investor Presentations. This can be used to understand the FII view about the near term market. 1/n Buy value minus Sell value. But why volume data is so important? You can connect with us on Twitter @elearnmarkets. Excel sheet for FII trading activity FII trading activity is very important to understand and analyze the stock market. DLF -5.56%. As a retail investor, we do not have … Financial markets act as bellwethers and give us a reflection of the overall sentiment for the world economy. November 2016 witnessed FIIs selling equity stake worth Rs. You must have read the news reports or watched on TV channels that FII bought +300 Crores or FII sold -250 Crores. This process gets repeated every now and then and same can be interpreted by comparing the FPI data/FII data and the Sensex/Nifty levels. Stock markets deal with various types of Investors. In case the third Thursday of a month is a holiday, the contract expires on the previous trading day. An increase in the traded volume signifies increased interest of the participants in the market, however, it does not tell anything about the direction of future trend on its own. That is where open interest analysis comes into the picture, which we will discuss in the next section. I hope to connect with like minded people who can provide inputs with their experience. Visitors are welcome to provide their suggestion or give me ideas to work on the next topic. The higher high of NIFTY and the huge FIIs reflecting higher investor sentiment seemed to be the result of a change in ruling party in Uttar Pradesh with the election of a new Chief Minister. The first quarter of 2020 has been one of the most challenging times in the post World War II era. We will use Python to conduct this analysis. Anyone with a National ID can invest in the Stock Market of their own country. Let us now visualise the data to see how FII/DII activity unfolded over this timeframe in Nifty using the following code: It can be seen in the above plot that FIIs started selling early in January itself with a net selling of 5359 crores. After getting the data ready for analysis, let's plot the price series of the futures in a plot. Between FIIs and DIIs, FIIs are more of what is also called the 'hot money', i.e. We performed this analysis in the context of Indian futures and equity index, but its principles can be as easily applied to other asset classes such as commodities and to other markets. But at that point, it does not tell us whether the players who have taken a short position still have the conviction to carry forward their positions into March. As we reached towards the February expiry, the price had begun to fall coupled with a high rollover percent of about 77% ( when compared with the three-month average rollover percent i.e. Thus, we see that towards the end of February(near the expiry), open interest analysis would have told us much more compared to just price and volume. FIIs had moved out, citing trouble from a global growth perspective and on account of incurring losses in commodity and oil prices, combined with the phenomenon of increasing Non-Performing Assets (NPAs) of the Public Sector Banks in India. For example, if today FII’s bought securities worth Rs 2000 Cr and sold Rs 1600 Cr. Thus, a detailed analysis of the month of August 2017 shows us a constant selling trend in FIIs with the exception of 8th August 2017. See DII investment in India FII & DII net Buyers or net Sellers in Indian Equities. A lot of retail investor find it difficult to understand the data points of FII trading activity , without understanding the data points you cannot understand the future and options trading activity and be profitable in future … Track FII Investment data or FPI investment data in indian stock market . Executive Programme in Algorithmic Trading, Options Trading Strategies by NSE Academy, Mean Although there have been temporary corrections since March 2016, overall there was a clear uptrend. Below we fetch and take a peek at this data for the last month of 2019 and the first quarter of 2020: The first two columns represent the month-wise net (Buy-Sell) investment by FIIs and DIIs respectively in Nifty 50. This points to the fact that bottoming-out occurred towards the end of March and the market would stabilize from hereon, waiting for further fresh developments. in Crores) Option Chain. Such data can be obtained from the NSE website. For example, as the January expiry comes close, a trader who holds a long position in January futures has two options. Just like volume, open interest is studied in conjunction with the price to get a clearer idea about the future trend. At the same time, the DIIs stepped in to support the market but the markets were completely dominated by the selling. All above FII DII Analysis are for the cash market. The next step is to analyse price with the volume. 4789.89. 4953.76. Who are FII/DII Foreign Institutional Investors or FII refers to investors that are from other countries and that are investing in the Indian financial market and Domestic Institutional Investors or DII refers to the Indian institutional investors like Banks, Insurance, Mutual Funds, New Pension system etc. This is because, according to the  Indian Express, FIIs held around 40% of the free-float of Indian markets. In this case, the FII figure reported in … A short thread. I am resuming this blog with the aim to learn applications of Data Science in addition to mastering R tool. Your email address will not be published. Check FPI data on NSDL or CDSL website. The entire month witnessed positive DII values and hence, we can assume that internally, the Indian economy is quite secure and steadily growing. Net Value. The sharp correction in February 2016 (NIFTY close price: 6987), combined with the constant downtrend in the past 1 year (March ‘15- Feb ‘16) negated market hopes of the start of a long-term bull market completely. She can either let the position expire and take the delivery or in a simultaneous trade sell the January future and buy the February future. The below tables can help you to find what FII/DII are buying selling against the client in Index futures. Thus, we have all the required information to conduct this analysis for the first quarter of 2020. Comment document.getElementById("comment").setAttribute( "id", "abaaaf89e2fc582b0840ee50a8d4db4b" );document.getElementById("f84ea11c63").setAttribute( "id", "comment" ); Continue your financial learning by creating your own account on Elearnmarkets.com. Equity derivatives Bhavcopy is a file provided by the exchange (NSE in this case) which contains all the information about various stock and equity index derivatives that are traded on the exchange. FII trading activity volume data excel sheet download In this blog, we will discuss how to find and record the FII - DII - PRO - RETAIL TRADERS trading volume data. 125.13 crore worth equities in February 2016 can be assumed to be the reason behind the fall in the NIFTY prices in that month. Despite continued selling of FIIs throughout the month, NIFTY remained around its range of 9711-10115. Disclaimer: All investments and trading in the stock market involve risk. 199.82 cr, a direct impact of the government announcing demonetization of 500 and 1000-rupee notes, combined with the surprising results of the US Presidential elections. ** Combined Domestic Institutional Investors trading data across NSE, BSE and MSEI collated on the basis of trades executed by Banks, DFIs, Insurance, MFs and New Pension System; The data … label_important. closing this banner, scrolling this page, clicking a link or continuing to use our site, you consent to our use As the expiry dates affect the behaviour of futures, we have marked them in vertical red lines. However, if an increase or decrease in price is accompanied by lower than average volume, it indicates that the upward/downward momentum is losing steam and a reversal is just around the corner. The trading strategies or related information mentioned in this article is for informational purposes only. You can get a more clear understanding of the analysis of FII, DII data relative to the NIFTY Price movement by watching the video below: Thus, we can see from the above article that FII DII analysis acts as an important force to influence the Nifty movement to a large extent. FII and DII … Until that time, previous trading day's reports have been displayed below. The investment limit for FIIs taken together with their sub-accounts is 24% of the capital paid up to an Indian Company. FII (Foreign Institutional Investors) daily activity data on Nifty index i.e. Whenever the Nifty/Sensex rises it is usually because the FII's were net buyers and conversely when Nifty/Sensex falls its usually because the FII's were net sellers. This data is available in NSE website. money that is invested to gain short term profits and moves back very quickly if the economic scenario changes. These indicators can be used as filters to enhance your existing stock selection criteria or to develop new trading strategies. These investors employ advanced research methodologies to predict the trend before taking positions and hence are called the 'smart money'. In the figure below, we plot the combined open interest for all the three series of Nifty futures for the first quarter of 2020. Reversion & Statistical Arbitrage, Portfolio & Risk Required fields are marked *. This blog aims to analyse the aforementioned three important metrics for Nifty 50, the leading broad-based market index in India. First run will create directories for storing the data … The data is then compiled into monthly reports and is published in the public domain for investors to see. Alternatively, your broker or data vendor can provide you with this data as well. respectively. Scroll down, and the snapshot table on the same page gives you a detailed visual analysis of FII and DII flows day to day over the past 30 days, as well as daily data when you scroll down. These sentiments are reflected not only in the price but also in other metrics such as open interest, rollover percent, FII/DII activity. Such investors play a significant role in the market and their activity can indicate the future trend. The volume traded spiked to a high of more than 700,000 contracts on the 13th of March (as indicated by the dotted line), giving traders a confirmation to go short. 12-Mar-2021. In this case, water is our price and the sprinkles are the volume If we … Negative bars in daily and monthly means money is going out of the market. By who are investing in the financial markets of India (Stock Market for example). The Nifty 50 is a broad-based and diversified index of fifty stocks representing thirteen sectors of the Indian economy. All You Need to Know About Special-Purpose Acquisition Company (SPAC). Index Future. We can see above that as we approached the February expiry, the price did not give us much clue about things to come but at the same time, the open interest started to shoot up, indicating a build-up of new short positions. Check FII & DII Chart and also FII DII v/s Nifty Chart, DIIs & FIIs daily & monthly trading activities in India - BSE & NSE, DII & FII buying and selling activity. filename = “FII-DII-Nifty.csv”. It was evident that FIIs were well informed about the global spread of COVID-19 and took early action. This selling by FIIs continued well into February and March (reaching a record level of about 65000 crores in March). Open interest does not take into account every buy and sell, unlike the volume. We can see a sharp dip in the NIFTY prices in February 2016, in contrast to a slow gradual downtrend seen in the previous 1 year. FII Activity in NSE Index Futures and Options. Your email address will not be published. The last column shows the level at which Nifty was on the last day of the month. on account of joint press release dated February 09, 2018 . The following table displays cash flows of Foreign Institutional Investors (FII) and Domestic Institutional Investors (DII) which basically indicates the FII activity and DII activity in the Indian stock market. Let’s take a look at the trading activity of both FIIs and the DIIs during the previous 5 months. Trading Options with Futures and Options Data. In the course of this blog, we have seen how we can analyse indicators such as open interest, rollover data and FII/DII activity to predict the future trend and make better trading decisions. What to do as a retail Investor. Nifty Trader also provides an additional resource like FII DII Activity for whole month to know about the daily nifty share market. It did not tell us anything about how the big players were positioning themselves in the market in the wake of COVID-19 and other factors. To validate what you have found, you can also check if other FII’s have invested in the same stock or not. With NIFTY ending higher for the 3rd consecutive month in March 2017, FIIs recorded the highest monthly inflow in the history of India, according to the data provided by Central Depository Services (India) Ltd. For any trading month, the total rollover is usually expressed as a percent which is calculated using the open interest data for all the future series. DII. Another change that has been made is to check, if file already exist; if it does not exist, the script creates the file, if it exists, it reads the last entry in the file, and starts downloading records beyond that to current date.