Trade/Order book fields unavaliablity for 27-28th Sep’2021

Exchange is conducting an maintenance activity that would impact impact the avaliablitliy of these fields for 2 days, i.e 27th and 28th Sep’21. We’ll be restoring this missing data as soon as we get a update from exchange.

In the meantime, please disable the filters of “Trade & Order book” fields in your scans and widgets, to ensure that this doesn’t impact your scans & alerts due to non avaliablity for these 2 days, below is the list of fields impacted by this activity:

 Buyer initiated trades
 Buyer initiated trades quantity
 Buyer initiated trades average quantity
 Seller initiated trades
 Seller initiated trades quantity
 Seller initiated trades average quantit
 Buyer vs Seller initiated trades ratio
 Buyer vs Seller initiated trades quantity ratio
 Buyer initiated trades VWAP
 Seller initiated trades VWAP
 Total Orders
 Orders Quantity
 Buy Orders
 Buy Orders Quantity
 Sell Orders
 Sell Orders Quantity
 Buy vs Sell orders ratio
 Buy vs Sell orders quantity ratio
 Cancelled Buy Orders
 Cancelled Buy Orders Quantity
 Cancelled Sell Orders
 Cancelled Sell Orders Quantity
 Total Cancelled orders
 Total Cancelled orders quantity
 Cancelled orders ratio
 Cancelled orders quantity ratio
 Buy Orders Vwap
 Sell Orders Vwap
 Orders Vwap

Note: Candlestick data(open,high,low,close..) & other technical indicators(RSI, MACD.. etc) would NOT be impacted by this.

Updates

29th Sep’21 9:20am: The issue is still not resolved, we have notified the exchange regarding the same

29th Sep’21 10:20am: The issue now resolved & these fields are now avaliable, the exhange is working on providing us with the missing data

 

Trade and Order book fields outage from NSE – Resolved

We are facing issues for trade & order book fields from the exchange starting 31st Aug’21, the exchange has been notified and they are working to fix it.

9:35am – NSE has acknolwdged the issue impacting other clients as well

9:38am – NSE has notified a issue with the AWS feed connecting the exchange

11:37am – NSE has resolved the issue, we’ll be working with shortly to get the missing data

We’ll post further updates on this page

Backtest results FAQ

Backtest results will update or repaint thru the day while the current candle is being built up. Below are the scenarios that should be considered while validating results from the backtest history.

Example 1 (Single timeframe – Daily candles)

A scan running on a daily candle, the results shown at 10am will differ as compared to the results shown at 12pm and so on.. this is similar to how the indicators/candle would look for the current day on a candlestick chart i.e it will continue to change for the day until the market is closed.

Example 2 (Multiple timeframes – 5 minute and Daily candle)

The backtest history for such a scan would shown a bar for every 5 minutes(lowest timeframe in the scan), the backtest history would spread the daily candle for every 5 minutes i.e the values current spanshot of the daily candles is spread across all 5 minute bars in a day causing the results to change as the current version/snapshot of the daily candle updates.

Eg: If you view the backtest history on such a scan at 12pm and then re-check it at 3pm, the backtest bars since market opening i.e 9:15am, 9:20am and so on.. may show changed/updated results as the run at 3pm saw a newer version of the daily candle as of 3pm and backtest is generated on the fly(i.e the time you view the scan) unlike Alerts. In such a case to validate the true stocks present in a scan at 9:30am, would be to create alerts and validate the results of the alerts instead. As alerts run on the trading time (9:20am, 9:25am, 9:30am) unlike backtest, which is generated on the fly i.e when you view/open the scan page.

Note: This behaviour is NOT a bug, but rather how candlestick charts are shown/displayed, the candlestick chart show’s only the current version of the candle and not how it looked every second/minute in a day, which would mean the current candle on a candlestick chart would continue to change/update thru the day while the candle is incomplete

 

Trade/Order fields unavaliablity for today

Exchange is conducting an unannounced activity that would impact impact the avaliablitliy of these fields. We’ll be in touch with the exchange to restore the data for these fields today after market hours

In the meantime, please disable the filters of “Trade & Order book” fields so that this doesn’t impact your scans due to non avaliablity of data for today

Update 30th May’21 – We are still awaiting the data from NSE on this.

Trade and Order book data now avaliable

We’ve recently added fields from “Trade book” and “Order book” that would help you gain deeper insights on how they impact the price. Below is the list of new fields added:

Trade book fields:

The below fields can be accessed across all timeframes, starting from 1 minute to a yearly timeframe

    • Buyer initiated tradesIndicates number of trades that were executed at a sellers/offer/ask price, a increasing number would indicate buyers are more aggresive than sellers
    • Buyer initiated trades quantity – Indicates quantity of trades that were executed at a sellers/ask price, a increasing quantity would indicate more number of shares are being bought at a price as requested by sellers.
    • Buyer initiated trades average quantity – Indicates the average quantity of trades for “buyer initiated trades”
    • Seller initiated trades – Indicates number of trades that were executed at a buyers/bid price, a increasing number would indicate sellers are more aggresive than buyers
    • Seller initiated trades quantity – Indicates quantity of trades that were executed at a buyers/bid price, a increasing quantity would indicate more number of shares are being sold at a price as requested by buyers.
    • Seller initiated trades average quantity– Indicates the average quantity of trades for “seller initiated trades”
    • Buyer vs Seller initiated trades ratioA ratio of “buyer initiated trades / seller initiated trades”, above 1 indicates that buyer initated trades are more than seller for the given timeframe
    • Buyer vs Seller initiated trades quantity ratioA ratio of “buyer initiated trades quantity / sellerinitiated trades quantity”, above 1 indicates that buyer initated quantity of trades are more than seller for the given timeframe
    • Buyer initiated trades VWAP – Volume weighted average price (VWAP) of trades that were initiated by buyers
    • Seller initiated trades VWAP Volume weighted average price (VWAP) of trades that were initiated by sellers

These fields can be used to evaulate trades for intraday, short or long term, as they are avaliable across all timeframes. There has been limited research on these fields, as their avaliability is limited, considering the amount of data that needs to be processed for these. Here’s one interesting research paper on this.

Order book fields:

The below fields can be accessed across all timeframes, starting from 1 minute to a yearly timeframe

    • Orders Indicates the orders received for the specified timeframe, eg: total orders within a minute
    • Orders Quantity – Indicates the quantity of orders received for the specified timeframe, eg: total order quantity within a minute
    • Buy Orders Indicates the “Buy orders” received for the specified timeframe
    • Buy Orders Quantity Indicates the “Buy order” quantity received for the specified timeframe
    • Sell Orders Indicates the “Sell orders” received for the specified timeframe
    • Sell Orders Quantity  Indicates the “Sell order” quantity received for the specified timeframe
    • Buy vs Sell orders ratioA ratio of “Buy orders / Sell orders”, above 1 indicating buy orders are more than sell orders  
    • Buy vs Sell orders quantity ratio A ratio of “Buy orders quantity / Sell ordersquantity”, above 1 indicating buy order quantities are more than sell order quantity
    • Cancelled Buy Orders – Indicates the total buy orders cancelled in the specified timeframe
    • Cancelled Buy Orders Quantity Indicates total buy orders quantity cancelled in the specified timeframe
    • Cancelled Sell Orders Indicates the total  sell orders cancelled in the specified timeframe
    • Cancelled Sell Orders Quantity Indicates the total  sell orders  quantity cancelled in the specified timeframe
    • Total Cancelled orders Indicates the total orders cancelled in the specified timeframe
    • Total Cancelled orders quantity – Indicates the total order quantity cancelled in the specified timeframe
    • Cancelled orders ratioA ratio of “Cancelled orders / Orders”, gives an idea on the pie of orders being cancelled from the ones received
    • Cancelled orders quantity ratio A ratio of “Cancelled orders quantity / Orders quantity”, gives an idea on the pie of orders quantity being cancelled from the ones received
    • Buy Orders Vwap – Volume weighted average price (VWAP) of buy orders.
    • Sell Orders Vwap – Volume weighted average price (VWAP) of sell orders.
    • Orders Vwap – Volume weighted average price (VWAP) of all orders.

The order numbers indicated above, are the actual orders(not disclosed) for cash market & hence the values will not match with the market depth as seen within your brokers terminals, which helps in getting a much clearer picture on how this is driving the price of a stock.

These new fields can be used in combination of existing functions, eg: SMA, Min,Max, Count and so on.. to derive onto more complex indicators.

Sample dashboards

Buyer vs seller initiated trades

While we are working on adding more scans & dashboards for the same, I wanted you to be updated on the addition of these new fields. Hope these are useful for gaining more insights along with the existing fields on technical analysis

New scans for Shareholding & Net Profit growth

We’ve recently added the ability to scan over 400+ fields including fields from Balance seet, Cash flow, P&L & shareholding pattern. Below are a few scans, dashboards showing usage of these new fields:

Scans

DASHBOARDS

We shall continue updating these list based on scan requests from users to find stocks that are fundamentally strong

Network issues for Jio/Vodafone users

We are seeing issues  while reaching our site on jio/vodafone internet connection, we have reached out to these providers to help resolve this issue as it relates to a network server issue.

We have already raised a ticket with our network provider & they are seeing this issue with other sites as well, including sbicards.com, opera.com and so on.. this issue is something not within our control as it depends on other upstream network providers.

Their team is still investigating on the root cause for the same, may I suggest you to use:

  1. A different network connection, if possible.
  2. Use a proxy site or use opera as it comes with free VPN

We are in constant touch with our provider and shall let you konw as soon as we hear back from them, until then, please use the above methods to visit our site

Aug 18th’20: 12:30pm -> The issue is now solved across all providers, we have also taken necessary steps to avoid this in future, including migrating to a different network provider, if necessary.

Alerts for scans on Telegram/Slack using ifttt.com

Webhooks can now be used to send our alerts over telegram/slack channels, the below 2 video guides you thru the process for Telegram. The process for Slack too would remain the same.

  • Video 1 takes you thru the process of creating a service on https://ifttt.com that listen’s to webhook hook events and then sends a messsage to telgram. Note, you’ll need to connect your telegram channel and follow the steps mentioned over the telegram channel while you are setting this up(you can do so on the mobile since you already might be having the telegram app installed and might be faster to perform this step on the mobile)
  • Video 2 takes you thru the process to test the webhook & note if the telegram is being triggered. At the end of the 1st video, you’ll notice I click on the “Documentation” on the top right croner, that’s the page that would provide us the detail for the webhook url to test against & is used in the 2nd video.

This should be a good starting point for using ifttt.com for other services as well(including slack, telegram), please let us know if you get stuck anywhere

Webhook support for Alerts

We’ve added the ability to add webhook’s for your alerts. A webhook is an HTTP call-back triggered by a specific event(in our case a alert), these can be used by your own application to monitor, place automatic orders.. etc. You can add webhooks for any given alerts by entering the URL for your web address(prefixed by http, https), this can be done by clicking on “Create/Modify Alert” right below your scans:

SAMPLE Post Data(json)
{
    "stocks": "SEPOWER,ASTEC,EDUCOMP,KSERASERA,IOLCP,GUJAPOLLO,EMCO",
    "trigger_prices": "3.75,541.8,2.1,0.2,329.6,166.8,1.25",
    "triggered_at": "2:34 pm",
    "scan_name": "Short term breakouts",
    "scan_url": "short-term-breakouts",
    "alert_name": "Alert for Short term breakouts",
    "webhook_url": "http://your-web-hook-url.com"
}

Webhooks will triggered along side your alert settings, eg: sending alerts over Email/SmS/Desktop would continue as normal

Note on automating trades with webhooks, requires some programming logic so that you can incoporate our webhooks within your application which is alreadying using API’s from the stockbrokers to place orders. Your system/application must be deployed on the internet and reachable by a domain or a IP address, this requires your application to support the ability to receive incoming POST request‘s so that we can send our JSON data for the alert

We recommend using a service like Hookbin to test the webhooks feature, it allows you to create a endpoint, which you can add in our “webhook url” field within the alert form. An HTTP POST request will be made to the URL you have specified along with the data corresponding to the alert.