In live market how do exchange compute this Security-wise Delivery Position . cause in exchange there are two type of order that i know of. market order and limit order. so at the real time in the interval of 1 hr i guess. how exchange updating this information as delivery. cause i am confused about the computation before it get settled. Any body have any information regarding this can reply here. i am just curious
Market order and Limit order are for consumption at broker level in order to compute margin requirements and risk management. For calculation of delivery percentage at exchange, I guess total traded quantity minus total squared off quantity may be the formula. Further insight by experts are welcome.
in order thing i mean exchange have market , limit and stoploss order. no distinguish between mis and cnc. those orders are handled by broker. but my question is how do nse calculate delivery percentage before they are being settled ? . ur calculation is accurate at eod. i agree. but in rt how exchange is calculating. from the above 3 type of orders ?
