Highest Volume traded in F&O Segment?

This is considering bank nifty is double of nifty in terms of value. Wowwwwww

Edit: can somebody confirm if the figure quoted above is volume or value?

BSE catching up faster than I expected :saluting_face:

1 Like

1 Like

I remember commenting somewhere that banknifty has higher speculation vs nifty. Only when it got shifted to Wednesdays - people started realizing.

One thing to note is banknifty has lost the “bang for buck” from this Jan 2023. Meaning the amount of premium you gain by blocking X amount of capital (option selling).

Also wrote about why it is not fair to exclude Nifty IT from the FnO segment here


:face_with_peeking_eye:

2 Likes

You will also have to update us the volumes on bankex from coming Monday. :stuck_out_tongue_winking_eye:

3 Likes

https://x.com/beingpractical/status/1712809369514246218?s=46

Very fascinating data

Is ZERODHA becoming too sensitive ?
Unable to take feedback ?

Don’t know why @ShubhS9 has unlisted my thread.
My thread contains the word UPSTOX thats why?

Its for your benefit only @nithin @Meher_Smaran @VenuMadhav @Arockiya_Raja

Everyone do read my thread once

@viswaram @Jason_Castelino

I guess @dtyxg has a point. Values > 2^31 might not have thought possible few years back. As FnO is becoming the largest gambling arena of India - we may have further volume explosions as well.

@ShubhS9 - please take it up with the tech team to handle bigger values. Or else check with exchange if they can increase lot size so that those volumes are never breached - whichever is better.

1 Like

This is not the solution.
But yes take it up with the tech team to handle bigger values.

Still angry that they unlisted my thread :smiling_imp:

Relax man. Let it go. :love_you_gesture:

@tradingops_z can we check on this?

1 Like

Good night nithin :grinning:

1 Like

We have informed our tech team about this issue. Thank you for bringing this to our attention. Rest assured, it will be handled appropriately.

1 Like

@dtyxg

Nice. I also came across this issue and was trying hard to figure it out separately. I also checked NSE specifications herein for data feeds -
L1 Data Tech Specs - https://nsearchives.nseindia.com/content/press/Realtime_FAO_L1.pdf
L2 Data Tech Specs - https://nsearchives.nseindia.com/content/press/Realtime_FAO_L2.pdf

Snippet -

As per the specs, TTQ (which is the Volume) has 12 characters and the volume where it gets stuck (2,14,74,83,647) still has only 10 characters. Hence, NSE still has space to go. This has to be some kind of processing (mathematical operation, LTQ addition, data type conversion, sub-routine, etc.) taking place on top of NSE feed which is conflicting and reaching limit.

Note: My default response - Placed everything in index in my personal restricted list - to fight another day.

1 Like

Oh seems the problem is different from what I thought.

Thank You

Did not understand what you meant .
Could you please explain

Oh. I just meant that I came across this (volume max number) before but choose to ignore the underlying issue until I figure out what was happening. I did check the NSE specifications then - it was confusing and there was no limit breach (12 characters) - so I decided - it was easier to simply restrict the security (for myself) and treat this as one-off rather than finding the root cause. Basically, this is hard to reproduce because -

  1. It is intermittent. Not everyday volume will breach.
  2. It will always happen probably in the last hour of trading.

But yeah, post processing of NSE feed can hit those data type restrictions in the language used - for whoever is doing it. And coming across your message made me revisit the issue. So thank you.

1 Like

this is nothing just watch banknifty …daily the amount of liquidity it grabs is more higher than one day high quantity traded lol