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The National Stock Exchange website provides the Security-wise Delivery Position data. The current downloader gets this data for a period you specify and for all stocks listed on the NSE. This item also creates a database and inserts the data into it. The database name is 'delivery_position'. It has three fields:
Quantity_Traded: This field contains the number of shares traded for a company and for a particular date. In other words, it is the volume traded for a particular date. The data is the same as the volume data downloaded by NSE Stock Quotes.
Deliverable_Quantity: This is the number of shares delivered after being bought (T+2 settlement period). A low deliverable quantity could indicate a high intraday activity.
Ratio: This is the ratio of Deliverable Quantity to Quantity Traded. It is equal to the number of deliverable quantity divided by the total quantity traded or volume. A high value indicates that more traders or investors are expecting the price of the stock to go up and this is a good indication for the scrip. A low value is an indication of excessive intraday trading and this could lead to higher volatility.
You can plot Deliverable Quantity to Quantity Traded ratio time-series using this formula:
ratio1 = GetData('delivery_position','ratio',LastData);
plot(ratio1, 'ratio', colorRed,ChartLine,StyleOwnScale);
Here is the same data smoothed with a 10-bar moving average:
ratio1 = sma(GetData('delivery_position','ratio',LastData), 10);
plot(ratio1, 'ratio', colorBlueViolet,ChartLine,StyleOwnScale);
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