Description of Market Activity Reports
Information related to files in nuprddmmyy.zip:
This is to inform all the news-vendors and news agencies that, on NSE various instruments like Equities, Debentures, Warrants, Partly Paid Shares, etc. are traded.
The nuprddmmyy.zip contains the following files:
| File Name | Short Description |
|---|---|
| Anddmmyy.txt | contains name of the co., its symbol and the announcements made during the day. |
| Bcddmmyy.csv | contains the corporate action details for securities. |
| bhddmmyy.csv | contains a list of securities which have hit their price bands during the day. |
| Bmddmmyy.txt | contains details of Board Meetings of companies. |
| corpbondddmmyy.csv | contains market data of Corporate bonds traded during the day. |
| etfddmmyy.csv | contains market data of exchange traded funds traded during the day. |
| Glddmmyy.csv | contains a list of the gainers and losers for Nifty Securities, Nifty Next 50 Securities and for other Securities. |
| HLddmmyy.csv | contains a list of securities which have reached a new high or a new low. |
| Pdddmmyy.csv | contains Symbol and Series codes for each Security in addition to the information contained in the prddmmyy.csv file. |
| Prddmmyy.csv | contains security wise market data information along with the Index details. |
| smeddmmyy.csv | contains market data of SME securities traded during the day. |
| Ttddmmyy.csv | contains a list of top twenty five securities by traded value. |
Currently, we provide the following files as part of the Market Activity Report:
| File Name | Short Description |
|---|---|
| fo_ddmmyyyy.csv | Total volume summary of Futures and Options by product type |
| futidxddmmyyyy.csv | Symbol wise index futures volume summary |
| optidxddmmyyyy.csv | Symbol wise index options volume summary |
| optstkddmmyyyy.csv | Symbol wise stock options volume summary |
| ttoptddmmyyyy.csv | Top 20 contracts in stock options |
| futstkddmmyyyy.csv | Symbol wise stock futures volume summary |
| ttfutddmmyyyy.csv | Top 20 contracts in stock futures |
| foddmmyyyy.csv | Contract wise futures volume summary |
| opddmmyyyy.csv | Contract wise options volume summary |
| futivxddmmyyyy.csv | VOL Futures volume summary |
Currently, we provide the following files as part of the Market Activity Report.
| File Name | Short Description |
|---|---|
| cd_ddmmyyyy.csv | Total volume summary of Currency and Interest rate derivatives by product type |
| fut_ddmmyyyy.csv | Symbol wise futures volume summary |
| opt_ddmmyyyy.csv | Symbol wise options volume summary |
| futexpddmmyyyy.csv | Futures symbol wise, expiry wise volume summary |
| optexpddmmyyyy.csv | Options symbol wise, expiry wise volume summary |
| cfddmmyyyy.csv | Contract wise futures volume summary |
| coddmmyyyy.csv | Contract wise options volume summary |
Currently, we provide the following files as part of the Market Activity Report.
| File Name | Short Description |
|---|---|
| co_ddmmyyyy.csv | Total volume summary of Commodity derivatives by product type |
| fut_ddmmyyyy.csv | Symbol wise futures volume summary |
| futexpddmmyyyy.csv | Futures symbol wise, expiry wise volume summary |
| ofddmmyyyy.csv | Contract wise futures volume summary |
Updated on: 12/05/2020
