The information I came across online mostly talk about how the delivery volume is calculated at the end of the day. And i always assumed that the actual delivery volume can be know only at the EOD.
The delivery volume for a stock is calculated by determining the number of shares that are physically delivered to buyers’ demat accounts at the end of a trading day. Subtracting the intraday trading volume from the total trading volume should give you the delivery volume for a stock.
So not sure how it is possible to determine the delivery volume during the market hours.
I believe, the exchange might consider all trades that are yet to be squared off and doesn’t originate from the same Demat a/c as deliverable trades, although this may not be the final number.
I think the key word is “deliverable”, it doesn’t necessarily have to be considered as delivered at the EOD.
You put order type as MIS. Maybe they infer through that
At exchange level there are no product types, said that I am also not sure how they calculate delivery volume during the day.
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This might help…
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The deliverable quantity is only at one exchange level and will not be interoperable.
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The data on the exchange portal will be updated at intervals of 1 hour during market hours on a regular basis.
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The exchange takes open positions in the system and tags them as deliverable quantities.
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The deliverable quantity will be the total of all open positions at the TM client level. For example, if a client has bought 100 quantities in one broker and the same client sold 100 quantities in another broker, then the delivery quantity will be considered as 200.
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