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The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has three fields:
Quantity_Traded: This field contains the number of shares traded for a company and for a particular date. In other words, it is the volume traded for a particular date. The data is the same as the volume data downloaded by NSE Stock Quotes.
Deliverable_Quantity: This is the number of shares delivered after being bought (T+2 settlement period). A low deliverable quantity could indicate a high intraday activity.
Ratio: This is the ratio of Deliverable Quantity to Quantity Traded. It is equal to the number of deliverable quantity divided by the total quantity traded or volume. A high value indicates that more traders or investors are expecting the price of the stock to go up and this is a good indication for the scrip. A low value is an indication of excessive intraday trading and this could lead to higher volatility.
You can plot Deliverable Quantity to Quantity Traded ratio time-series using this formula:
ratio1 = GetData('delivery_position','ratio',LastData);
plot(ratio1, 'ratio', colorRed,ChartLine,StyleOwnScale);
Here is the same data smoothed with a 10-bar moving average:
ratio1 = sma(GetData('delivery_position','ratio',LastData), 10);
plot(ratio1, 'ratio', colorBlueViolet,ChartLine,StyleOwnScale);
Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.