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Old 27-11-2012, 06:39 PM
frankie frankie is offline
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Default deliverable qty to traded qty

Originally Posted by rkkarnani View Post
Mahesh, Do not agree on your ignorence part!!!

Anyway trying to write as I have understood the thing. Praying that am able to put my thoughts in words. So here I go........


It is better if we talk in terms of No.of Shares , becoz no. of buyers or sellers have no bering on what we wish to find out.
So assuming every buyer bought just one share so :

100 shares were bought, we do not today know how many shalll give delivery, it may be all 100 or less, we cannot say NOW that only 40 shall give delivery. The qty. of 100 shares which remains unsettled EOD is the deliverable quantity.
Similarly whether 30 persons seek BTST also has no bearing on the Traded and Deliverable qty. EOD today. Today we do not know this figure, rather it would be correct to say that the NSE data does not and cannot reflect this BTST or defaulters.

Trying to give an example :
Say today :
If 1000 share were bought so naturally 1000 shares were sold also.

A Sells 100 shares Buys 50 shares, has Delverable qty. = -50
B Sells 500 shares Buys None has Deliverable qty.= -500
C Buys 100 shares and he will do BTST has Receivable qty = + 100
D Buys 500 shares and sells None , has Receivable qty. = + 500
A Again Buys 50 shares and Sells none has receivableqty. = +50
B Buys 100 shares and retains the same has Receivable qty.= +100
(B had earlier sold 500 but to clarify showing it separately.
The receivable qty. is due for this transaction, in Net B has
to deliver 400 )
D Buys 200 shares and Sells 100 eod , has Receivable qty. = +100
E Sells 300 shares and squares none , has deliverable qty. = -300

Quantity with (-) sign are Deliverable and (+) are receivable. The Deliverable and Receivable quantities must match.
The Total sold and Bought quantities also must match.

To find out the Total traded qty.it will be easier to understand if we add the bought and sold quantity and divided it by 2.

A= -100 + 100 Balance = 0 Total Buy/Sell 200
B= -500 + 100 Balance = -400 Total Buy/Sell 600
C= +100 Balance = 100 Total Buy/Sell 100
D= +700 - 100 Balance =600 Total Buy/Sell = 800
E= -300 Balance = -300 Total Buy/Sell =300

Total Buy/Sell is 2000 (1000 buy and 1000 Sell)
Total Deliverable qty : B has to deliver 400, E has to Deliver 300
Total Receivale qty. : C has to receive 100 , D has to receive 600

So we have a traded qty. of 1000 and Deliverable qty. of 700, i.e 70%

Thanks for the post. Its very informative and brief.I am quiet new to this. So valuable guidance is needed. And this is my query from my understanding of your post.
Say a Scrip 'A' has deliverable quantity = 605522 and traded quatity = 906029 on 27 November 2012.
So, '% of deliverable qty to traded qty' would be 66.83%.
Does this indicate that the stock is likely to inch up on 28th Nov and following days to come?
How to know the 'Actual Delivered Quatity'?
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Old 27-11-2012, 09:13 PM
avadhoot avadhoot is offline
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Originally Posted by frankie View Post
Thanks for the post. Its very informative and brief.I am quiet new to this. So valuable guidance is needed. And this is my query from my understanding of your post.
Say a Scrip 'A' has deliverable quantity = 605522 and traded quatity = 906029 on 27 November 2012.
So, '% of deliverable qty to traded qty' would be 66.83%.
Does this indicate that the stock is likely to inch up on 28th Nov and following days to come?
How to know the 'Actual Delivered Quatity'?

refer the following thread-
Why delivery volume does not help traders ?
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Old 05-11-2013, 07:03 AM
Maan12345 Maan12345 is offline
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Default how the BTST will affect the deliverable for next day?

Originally Posted by rkkarnani View Post
Mahesh, Do not agree on your ignorence part!!!

Anyway trying to write as I have understood the thing. Praying that am able to put my thoughts in words. So here I go........


It is better if we talk in terms of No.of Shares , becoz no. of buyers or sellers have no bering on what we wish to find out.
So assuming every buyer bought just one share so :

100 shares were bought, we do not today know how many shalll give delivery, it may be all 100 or less, we cannot say NOW that only 40 shall give delivery. The qty. of 100 shares which remains unsettled EOD is the deliverable quantity.
Similarly whether 30 persons seek BTST also has no bearing on the Traded and Deliverable qty. EOD today. Today we do not know this figure, rather it would be correct to say that the NSE data does not and cannot reflect this BTST or defaulters.

Trying to give an example :
Say today :
If 1000 share were bought so naturally 1000 shares were sold also.

A Sells 100 shares Buys 50 shares, has Delverable qty. = -50
B Sells 500 shares Buys None has Deliverable qty.= -500
C Buys 100 shares and he will do BTST has Receivable qty = + 100
D Buys 500 shares and sells None , has Receivable qty. = + 500
A Again Buys 50 shares and Sells none has receivableqty. = +50
B Buys 100 shares and retains the same has Receivable qty.= +100
(B had earlier sold 500 but to clarify showing it separately.
The receivable qty. is due for this transaction, in Net B has
to deliver 400 )
D Buys 200 shares and Sells 100 eod , has Receivable qty. = +100
E Sells 300 shares and squares none , has deliverable qty. = -300

Quantity with (-) sign are Deliverable and (+) are receivable. The Deliverable and Receivable quantities must match.
The Total sold and Bought quantities also must match.

To find out the Total traded qty.it will be easier to understand if we add the bought and sold quantity and divided it by 2.

A= -100 + 100 Balance = 0 Total Buy/Sell 200
B= -500 + 100 Balance = -400 Total Buy/Sell 600
C= +100 Balance = 100 Total Buy/Sell 100
D= +700 - 100 Balance =600 Total Buy/Sell = 800
E= -300 Balance = -300 Total Buy/Sell =300

Total Buy/Sell is 2000 (1000 buy and 1000 Sell)
Total Deliverable qty : B has to deliver 400, E has to Deliver 300
Total Receivale qty. : C has to receive 100 , D has to receive 600

So we have a traded qty. of 1000 and Deliverable qty. of 700, i.e 70%

while calculating the deliverable quantity, will the quantity people sold using BTST (without taking actual delivery) affect the deliverable quantity?
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  #14 (permalink)  
Old 08-11-2013, 06:36 PM
avadhoot avadhoot is offline
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Originally Posted by Maan12345 View Post
while calculating the deliverable quantity, will the quantity people sold using BTST (without taking actual delivery) affect the deliverable quantity?

If a buy-order is not settled with a counter-balancing sell order on a day, then the buy quantity is construed as delivery.
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Old 08-11-2013, 07:32 PM
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Originally Posted by avadhoot View Post
If a buy-order is not settled with a counter-balancing sell order on a day, then the buy quantity is construed as delivery.



BTST is marked as delivery.
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Old 22-09-2014, 07:21 PM
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I tried to to analyse whether deliverable qty has in anyway affect the high prices of next day with 2 years of data of SBIN . But the correal is just .02 ( 0.0222) % .
NSE says deliverable qty is certainly a bullish sign
Can some one please confirm whether the above is correct or not ?
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Old 22-09-2014, 07:46 PM
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Originally Posted by Sunshine View Post
I tried to to analyse whether deliverable qty has in anyway affect the high prices of next day with 2 years of data of SBIN . But the correal is just .02 ( 0.0222) % .
NSE says deliverable qty is certainly a bullish sign
Can some one please confirm whether the above is correct or not ?


Did u try same thing in Non F&O Stocks
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Old 22-09-2014, 11:29 PM
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dear SS - nseindia talks crap. buying is not done in 1 day. its a gradual process which is spread across days. you need to analyse it wrt spread of each day and if possible IEOD analysis too to really get the feel if high delivered data scenario is actually bullish. in fact a high delivered data day could also mean liquidation on that particular day the other argument would be for every buyer there is a seller

you just can't analyze & correlate data to get the feel for the next day. may be that HIGH DELIVERED DATA day was a part of ongoing process of accumulation which will give you result in due course. this strategy (if correctly implemented) holds good for short term trading/investment. yes, a non-fno scrip might give a slightly better picture!

is this query related to myfno posts?? i am afraid, but it doesn't work as far as trading is concerned. certainly not an ideal parameter to use to decide the trend for the next day.


Originally Posted by Sunshine View Post
I tried to to analyse whether deliverable qty has in anyway affect the high prices of next day with 2 years of data of SBIN . But the correal is just .02 ( 0.0222) % .
NSE says deliverable qty is certainly a bullish sign
Can some one please confirm whether the above is correct or not ?

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Old 23-09-2014, 05:45 PM
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hi @SS @whatsinthename

can you please provide its AFL/ (.cs for NT7) or reference link for the AFl/(.cs for nt7)
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Disclaimer: I am not a Research Analyst and not registered with any regulating authority. All posts are for educational purpose only.

Consider us a dumb -dumble guy in this analysis, any type of real time example will be quick-learn approach.

Last edited by nTP; 23-09-2014 at 05:47 PM.
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Old 23-09-2014, 06:31 PM
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Originally Posted by nTuple View Post
hi @SS @whatsinthename

can you please provide its AFL/ (.cs for NT7) or reference link for the AFl/(.cs for nt7)

Delivery ki AFL
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