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

Now create your own Custom Indicators !

We’ve recently added the ability to create your own custom/derived indicators using existing indicators.

For example, you may have your logic of HLC3 as is “high  + low + close / 3” & would want to use this across multiple filters in different/same scans/widgets. Until now, you’d need to copy/write the logic whereever it would required.

With “custom indicators”, you can simply define its logic as:

HLC = ( current candle high + current candle low + current candle close ) / 3

Here’s the custom indicator for the above logic: https://chartink.com/indicator/hlc3

The above created indicator can then be used to create new scans/widgets: https://chartink.com/screener/close-above-hlc3 (notice the HLC indicator selection)

These are similar to having a value saved in a variable/temp working space and then using it across in multiple scans. Note, while using it across scans, you can select the timeframe for its calcuation, eg: Daily/Weekly/Monthly or Intraday candles giving you further flexibility.

To access a previous candle for a given timeframe, you can select “1/2.. candles ago”.

Below is another example from one of our users:

EOM – CUSTOM INDICATOR LOGIC
Scan using SMA on EOM(custom indicator)https://chartink.com/screener/eom-greater-than-20

 

Filter stocks using 1st/2nd.. or any candle in our scanner

We’ve added the ability to access any candle of the latest trading day or previous days for Intraday timeframes. Useful for scans that require to access indicator values at a given point in time.

Example offset’s to access different candles for a trading day (5 minute chart)

  • [0] 5 minute close -> refers to the latest 5 minute candle
  • [=1] 5 minute close -> refers to the days’ first 5 minute candle
  • [=3] 5 minute close -> refers to the days’ third 5 minute candle
  • [=-1] 5 minute close -> refers to the previous day’s last 5 minute candle
  • [=-75] 5 minute close -> refers to the previous day’s first 5 minute candle, considering a single day has 75, 5 minute candles

If you want to access the first candle on a 5 minute timeframe(9:15-9:19:59am), you can select your required indicator/stock attribute and then change the offset to `=1` as indicated below:

Crossover Support

Days candles also support crossover/below operations. For example, to identify a crossover at the opening candle, we can do “[0] 5 minute Close Crossed above [=1] 5 minute SuperTrend(7,3)”

Example scans

 

Near real-time updates

We now offer near real-time NSE updates for Charts & Scans. The data is updated every 5 minutes, the latest update referring current market values. Data is directly fetched from the NSE servers.

Example: If Market opens at 9:15am, on a 5 minute interval the updates can be described as follows:

  • 9:20am – Data from 9:15am – 9:19am
  • 9:25am – Data from 9:20am – 9:24am
  • 9:30am – Data from 9:25am – 9:29am

The minimum data delay would be 0 minutes(eg: at 9:20am) and the maximum would be 5 minutes(eg: at 9:24am)

Stock Screener FAQ

List of frequently asked questions from our visitors.

How to scan NSE Future stocks?

We have added a segement filter that can be modified in the top-most filter, refer the below image:

How to Search Screeners?

You can view our screeners homepage to search & view scans created by other users.

How to run scan for stocks in Watchlist

After you’ve logged in and added stocks in your watchlist, you can change the segement to “Watchlist” which would then run the scan for stocks listed in your watchlist.

How to perform Weekly/Monthly scans?

After a indicator has been added, click on the “Latest” prefix right before it and change it to any of the “Weekly” range group, eg: “Weekly”, “1 week ago” and so on… The same applies for Monthly filters

How to run Intraday scans?

After you have added a indicator, you can click on the “latest” prefix on the left hand side and change it the Intraday timeframe you want. Eg:

How to have Realtime scans during market hours?

While the markets are open, the “Latest” refers to the current days’ candle. The current price is also reflected for “Intraday”, “Weekly” & “Monthly” ranges which are updated during market hours in near realtime.

Bracketing & Operator precedence

Operators(+,-,*,/) are evaluated from left to right. If you need to specific the precedence you can use Brackets and group expressions as follows:

How to scan for ranges – eg: RSI(14) less than 30 for the past 10 days

You can use the min/max functions to specify ranges, here’s a example for “William%r in the range of -20 to -50(i.e. <=-20 and >=-50) from 5 days”: http://chartink.com/screener/williams-r-range-of-20-to-50-for-the-past-5-days

You can also combine 3 days OR 5 days in a single scan using sub-filters which help you specify and/or conditions, here’s another example: http://chartink.com/screener/williams-r-range-of-20-to-50-for-the-past-5-days-or-for-the-past-3-days

Stocks with rising/failling prices and increase in volume

This is a combination of 2 scans, “Stocks with rising prices & increase in volume” & “Stocks with falling prices & Increase in volume”. This example show’s how multiple scans can be combined into a single scan, showing stocks from both of the 2 individual scans.

Notice the use of a new sub-filter, with ANY to specify if either of the 2 filters below it is true.