EoD Update of Fibotrader

[soumya_b]

Dear Soumya,

How come the volume data in futures in your update and the update from yahoo group and NSE site are different. Can you please explain it to us. I am totally confused on this. The nos. in volume column in yahoo group suggested by you and NSE site are same. But your update has different volume data.

For ex. for a particular stock SAIL on which futures trading started yesterday only, I saw a volume of about 1.20 cr at about 2.10 p.m. on my ODIN terminal and NSE and yahoo have reported 14450400 at the end of day which looks logical. Buy your update has reported 5643000. Which is not correct.

Can you please solve this mystery for us.


Thanks in advance,

regards,

sanjay gupta

i use open interest data as volume in futures only.

thanks,
soumya

 

[soumya_b]

If you have been able to correct the bug, will it be possible for you to post only the BSE data from 12th Sept till date.

aree yer pahale file download karke to dekho .

Alternatively, can I download the data from NSE_BSE yahoo group without affecting the existing database? Is their file format the same as your updates?

yes, definitely u can do it.
BUT B4 IMPORTING DELETE I AND J COLUMNS i.e. O/I & CLASS.

thanks,
soumya

 

[sanjayguptadelhi]

i use open interest data as volume in futures only.

thanks,
soumya

Dear Soumya,

You are a god sent gift for users of Fibo. It cannot be better than this.

I wanted to analyse OI data and did not know that you have already provided us this facility. Pl accept my complements for this.

I have one more question. I checked the data for 15/9/06. I realised still there is some difference at few places in volume data. Though the difference is very small. Since for all sources of data the origin must be NSE only how can there be any difference.

SYMBOL Volume (your update) OI (NSE bhavcopy) Difference
ACC_1M 3160875 3172125 11250
ALOKTEXT_1M 8267800 8274500 6700
ANDHRABANK_1M 2815200 2829000 13800
ARVINDMILL_1M 8748350 8868750 120400
ASHOKLEY_1M 29557250 29872400 315150
AUROPHARMA_1M 816200 820050 3850
BHARATFORG_1M 2809000 2812000 3000
BHARTIARTL_1M 7889000 7998000 109000
BHEL_1M 1498200 1514550 16350
BPCL_1M 2363900 2432100 68200
CANBK_1M 1268800 1283200 14400

The above is not a comprehensive list. I have just taken few example. such difference exits in many securities.


Regards,

Sanjay Gupta

 

[soumya_b]

I have one more question. I checked the data for 15/9/06. I realised still there is some difference at few places in volume data. Though the difference is very small. Since for all sources of data the origin must be NSE only how can there be any difference.

SYMBOL Volume (your update) OI (NSE bhavcopy) Difference
ACC_1M 3160875 3172125 11250
ALOKTEXT_1M 8267800 8274500 6700
ANDHRABANK_1M 2815200 2829000 13800
ARVINDMILL_1M 8748350 8868750 120400
ASHOKLEY_1M 29557250 29872400 315150
AUROPHARMA_1M 816200 820050 3850
BHARATFORG_1M 2809000 2812000 3000
BHARTIARTL_1M 7889000 7998000 109000
BHEL_1M 1498200 1514550 16350
BPCL_1M 2363900 2432100 68200
CANBK_1M 1268800 1283200 14400

The above is not a comprehensive list. I have just taken few example. such difference exits in many securities.


Regards,

Sanjay Gupta

dear sanjay,

the data u have provided is not the data provided by NSE. it is from bse-nse2005 yahoo group's data.
download the nse's bavcopy from that link http://www.nseindia.com/content/historical/DERIVATIVES/2006/SEP/fo15SEP2006bhav.csv , u will not find not a single bit of discrepancies.
sometime i also use bse-nse group's data, when nse runs late.

thanks,
soumya

 

[sanjayguptadelhi]

dear sanjay,

the data u have provided is not the data provided by NSE. it is from bse-nse2005 yahoo group's data.
download the nse's bavcopy from that link http://www.nseindia.com/content/historical/DERIVATIVES/2006/SEP/fo15SEP2006bhav.csv , u will not find not a single bit of discrepancies.
sometime i also use bse-nse group's data, when nse runs late.

thanks,
soumya

Dear Soumya,

I rechecked I have taken data from bhavcopy of NSE not from yahoo group.

Secondly why should there be any difference in yahoo group and NSE data as again the source is same.

regards,

sanjay

 

[soumya_b]

Dear Soumya,

I rechecked I have taken data from bhavcopy of NSE not from yahoo group.

Secondly why should there be any difference in yahoo group and NSE data as again the source is same.

regards,

sanjay

again recheck

 

[soumya_b]

Dear Fibotrader Users,

EoD Update 18-09-2006:

Thanks,
Soumya

 

[soumya_b]

Dear Fibotrader Users,

EoD Update 19-09-2006:

Thanks,
Soumya

 

[simpleisman]

Hi Soumya,
There is some error in 14-09-06 futures file.
I want u to correct that error and upload it again.
Thanks very much for ur efforts.
simpleisman

 

[soumya_b]

Hi Soumya,
There is some error in 14-09-06 futures file.
I want u to correct that error and upload it again.
Thanks very much for ur efforts.
simpleisman

hi simpleisman,

corrected files have been uploaded.

Thanks & Best regards,
soumya