[Nitin Bhatia]

Dear Sir & All,

May be I have observed today and you have observed earlier of following.

It is observed that % of share delivered are more (say 4.67Cr) and at or after closing of trading it shows less (say 4.54Cr).

Dose it mean that, trader has delivered and bought back during closing hour or it is some mistake??

Appreciate your feedback or suggestion of actual what is happening in NSE, is it data management (to misguide) or some other issue?

[Nitin Bhatia]

Usually in last 30 min big fund house is active. as they trade mostly in delivery so it is natural change in delivery near closing. you can check it with volume.

[Nitin Bhatia]

If I am not wrong then Traded Value is basically VWAP*Traded Shares.
Not sure about your data source but NSE Bhavcopy suggest below numbers for 1st Nov in total of all stocks:
Quantity_Traded : 46,531,345
del_quantity_gross : 17,306,945

[Nitin Bhatia]

Dear All,

Question is say 10Cr Shares are traded, now at 15:30 i.e. at 16:00 hrs it shows delivers share are 4.67Cr, but when we check bhavcopy / share delivery as final report is shows less i.e. 4.54Cr.

Dose it mean it was miss reported at NSE website (share summary window, which update at every 1 hour from 1000 to 1500 hrs) for particular share and to be believed more at bhavcopy??

[Nitin Bhatia]

Delivery% could be lesser as most of the big players square of the position in the end and the active buy sell orders that are in the exchange queue get adjusted after market closure and arbitrage opportunity between BSE and NSE also gets adjusted based on price difference..so multiple reasons for the difference

[Nitin Bhatia]

If i bought 3000 shares of yesbank in CNC, but close the trade before 3:30pm…so those 3000 shares which were marked for delivery will be removed in EOD data.

[Nitin Bhatia]

When open positions will close then delivery percent will automatically reduce

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