Hello Friends,
Could anyone of you help me understand the meaning of the following from NSE FnO BhavCopy?
- SETTLE_PR
- CONTRACTS
- VAL_INLAKH
| INSTRUMENT |
SYMBOL |
EXPIRY_DT |
STRIKE_PR |
OPTION_TYP |
OPEN |
HIGH |
LOW |
CLOSE |
SETTLE_PR |
CONTRACTS |
VAL_INLAKH |
OPEN_INT |
CHG_IN_OI |
TIMESTAMP |
| FUTIDX |
BANKNIFTY |
26-Jul-18 |
0 |
XX |
26620 |
26740.05 |
26606.1 |
26713.4 |
26713.4 |
60977 |
650965.44 |
2326640 |
217280 |
09-Jul-18 |
| OPTIDX |
BANKNIFTY |
12-Jul-18 |
27000 |
CE |
28.6 |
37.7 |
26.9 |
31.85 |
31.85 |
175553 |
1898246.38 |
776320 |
143040 |
09-Jul-18 |
| OPTIDX |
BANKNIFTY |
12-Jul-18 |
27000 |
PE |
398.05 |
398.05 |
290 |
309.3 |
309.3 |
3365 |
36771.21 |
26360 |
15400 |
09-Jul-18 |
Thank you !
Found the answer:
Instrument – Future Index, Future Stock, Option Index, Option Stocks, Future VIX
Symbol – Index and Stock names
Expiry Date – Mostly 3 consecutive months expiry dates but have yearly expiry dates for some nifty options
Strike Price – 0 (for futures) and for options as per symbol/price
Option type – XX (for futures) and CE and PE for call and put
Open, High Low, Close – End of day prices (daily candles)
Settle price – Settlement Price for that day
Contracts – Volume of derivatives contracts that was traded during that particular day
Value (in lakhs) – Derivatives turnover that was traded during that day ( Contracts * Lot Size * Close Price)
Open interest – Number of open derivatives positions for that expiry (irrespective of long or short)
Change in open Interest – change in OI value from previous day
Timestamp – Date
Source: https://tradingcampus.in/bhavcopy-data-analysis-using-pivot-table/
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