NSE Margin Trading by QuantShare, 84 days ago

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The Margin Trading data for the National Stock Exchange (India) is downloaded from the NSE website (http://www.nseindia.com/archives/archives.htm). It includes the quantity and the amount financed by members/dealers of the NSE under the Margin Trading Facility for all securities listed in the exchange.

Members of the exchange report this data to the exchange, which in turn makes this data available in its website. The members must make available this report after the trading hours on the following day.

The data is reported daily and it is stored into a custom database that has two fields:
Database name: 'margin_trading'
Field 1: Qty: Number of shares
Field 2: Amount: Amount financed (Rs. in lakhs)

You can access the data in the vector-based language using the following function: GetData
Example:
To get the time-series of the number of shares financed by members of the NSE exchange under the margin trading facility
GetData('margin_trading', 'qty', Zero);

You can use then this function to create rules, trading systems, watchlists, indexes...