FIIs in Index futures and options

Hi Jayakumar, Thank you so much for these images,

  1. What is the source of the data, is it NSE or SEBI ? Can you pls share URL for the data.
  2. Also, Can you please explain what is Buy Order% in table above. Thanks!

Nse provides FIIs data in the below link, download the file named “F&O FII Derivatives statistics” and "F&O participant wise open interest " use % formula

https://www.nseindia.com/all-reports-derivatives

Buy order% is among total orders(buy+sell) its used to find if fresh longs or short covering, if buy orders more than 50% and total oi is up and index long% moves up then its fresh long, likewise if Buy orders below 50% tot oi up and index long% down then its short addition.

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