Delivery based volumes

What is deliver based volumes in futures & where it can be checked in kite

There is nothing called delivery based volumes when trading futures. Only equity or stocks can have intraday volumes and delivery volumes. You can check this end of day on NSE website. Check this link.

Thanks for your clarification

In Cash Market, it is “Delivery based Volume”. . …i.e, nseindia site gives “Quantity Traded”, “Deliverable Quantity (gross across client level)” & “% of Deliverable Quantity to Traded Quantity”.

In Futures Market, it is “Traded Volume”, “Change in Open Interest” & “% Change in Open Interest”. One can probably calculate “Change in OI as a % of Traded Volume” as well.

I guess what u are asking is, what % of traded volume is taken home by eod. so, in futures market, if OI increases, traded volume had effected the addition/creation of fresh contracts. If OI reduces, then, traded volume has effected a square-off of existing contracts.

One can also get VWAP of the traded contracts, etc.

How exactly is this Deliverable Quantity (gross across client level)
calculated, specially in the real time data available on exchange website?
Is it the quantity of positions taken with MIS order type?
Is % of Deliverable Quantity to Traded Quantity = Deliverable Quantity (gross across client level) out of Quantity Traded ?