A Bhavcopy (or "bhav copy") is a daily report published by stock exchanges like NSE (National Stock Exchange) and BSE (Bombay Stock Exchange), providing detailed information about the market’s performance. It includes stock prices, volumes, and other vital trading data for the day.
Below is the detailed information typically found in the Bhavcopy of both NSE and BSE:
1. Structure of a Bhavcopy
The Bhavcopy includes a tabular representation of data and can vary slightly between NSE and BSE. Below are the key columns you’ll typically see:
Common Columns:
Symbol (TckrSymb):
The ticker symbol or stock code for each listed security (e.g., "TCS", "RELIANCE").
Company Name:
The name of the company whose stock is listed.
Open Price:
The price at which the stock opened for trading on the given day.
High Price:
The highest price reached by the stock during the trading day.
Low Price:
The lowest price reached by the stock during the trading day.
Close Price:
The price at which the stock closed at the end of the trading session.
Last Traded Price (LTP):
The most recent price at which the stock was traded during the day.
Previous Close:
The closing price from the previous trading day.
Total Traded Quantity (Volume):
The total number of shares that were traded for that stock on the given day.
Total Traded Value:
The total value of shares traded (calculated as LTP x Total Traded Quantity).
No. of Trades:
The total number of individual trades executed during the day for that stock.
% Change (Day Change):
The percentage change in the stock’s price from the previous day’s close to the current day's close.
52-Week High/Low:
The highest and lowest prices the stock has traded at over the last 52 weeks.
Market Capitalization:
The total market value of a company's outstanding shares, calculated as stock price x number of outstanding shares.
PE Ratio (Price to Earnings Ratio):
A ratio for valuing a company, calculated as Stock Price / Earnings per Share (EPS).
Dividend Yield:
The percentage of a company’s earnings paid out to shareholders in the form of dividends, calculated as Dividend per share / Stock Price.
2. Additional Data Points Specific to Each Exchange
NSE Bhavcopy (National Stock Exchange):
NSE publishes the Bhavcopy for Equity, Derivatives, Currency Derivatives, and Commodity (for commodity traders).
Key columns specific to the NSE Bhavcopy:
Security Type: (e.g., equity, future, option, etc.)
Stock Group: The group in which a particular stock is listed (e.g., A, B, Z).
Tick Size: The minimum price movement for the stock.
Circuit Limits: The maximum permissible price movement for the stock in a single day, often set as a percentage of the previous day’s closing price (e.g., 5% up or down).
NSE Bhavcopy columns include:
'TradDt', 'BizDt', 'Sgmt', 'Src', 'FinInstrmTp', 'FinInstrmId', 'ISIN', 'TckrSymb', 'SctySrs', 'XpryDt', 'FininstrmActlXpryDt', 'StrkPric', 'OptnTp', 'FinInstrmNm', 'OpnPric', 'HghPric', 'LwPric', 'ClsPric', 'LastPric', 'PrvsClsgPric', 'UndrlygPric', 'SttlmPric', 'OpnIntrst', 'ChngInOpnIntrst', 'TtlTradgVol', 'TtlTrfVal', 'TtlNbOfTxsExctd', 'SsnId', 'NewBrdLotQty', 'Rmks', 'Rsvd01', 'Rsvd02', 'Rsvd03', 'Rsvd04', 'Unnamed: 34'.
Here’s a detailed explanation of key columns provided in the NSE Bhavcopy:
TradDt (Trade Date):
The date on which the trade took place (in the format: YYYY-MM-DD).
BizDt (Business Date):
The business date for which the Bhavcopy data is provided, typically the same as the trade date, though it may differ in case of non-business days.
Sgmt (Segment):
The market segment under which the instrument is listed (e.g., EQ for equity, DERIV for derivatives, etc.).
Src (Source):
The source of the trade information or data feed. It typically indicates the system or exchange platform from which the data is sourced (e.g., "NSE").
FinInstrmTp (Financial Instrument Type):
The type of financial instrument (e.g., EQ for equity, FUT for futures, OPT for options, etc.).
ISIN (International Securities Identification Number):
A unique code assigned to securities for identifying them internationally, allowing for seamless trading and settlement of securities.
TckrSymb (Ticker Symbol):
The stock or financial instrument’s ticker symbol used for trading. This is the shorthand code (e.g., "TCS" for Tata Consultancy Services).
SctySrs (Security Series):
The series of the security. For example, in the case of options or futures, it may indicate whether it's an FUT (future), OPT (option), etc.
XpryDt (Expiry Date):
The expiration date of the derivative contract (applicable only for options and futures). This is the last date the contract can be exercised or settled.
OpnPric (Opening Price):
The price at which the instrument opened for trading on the given day.
HghPric (Highest Price):
The highest price reached by the stock during the trading session.
LwPric (Lowest Price):
The lowest price reached by the stock during the trading session.
ClsPric (Closing Price):
The price at which the instrument closed at the end of the trading day.
SttlmPric (Settlement Price):
The price used for settlement of derivative contracts like futures and options. This is determined based on the closing price of the instrument.
OpnIntrst (Open Interest):
The total number of outstanding contracts (futures/options) that have not been settled.
BSE Bhavcopy (Bombay Stock Exchange):
Similar to NSE, BSE provides Bhavcopy reports but is known for publishing daily Equity, Derivative, and Debt Market information.
Key columns specific to BSE Bhavcopy:
Security Code: A unique code given to each listed security.
Face Value: The nominal value of a stock, which may differ from the trading price.
Volume in Lakh/Units: The number of shares traded in terms of Lakh (100,000 units).
Capital: Market capitalization of the company.
Closing Price vs. Previous Close: The difference in the closing prices compared to the last trading day.
3. Special Sections in Bhavcopy
Advances and Declines:
This section provides a count of how many stocks advanced, declined, or remained unchanged during the trading day. This can show the overall market sentiment.
Index Performance:
Daily performance data of major indices like the Nifty 50 (NSE), Sensex (BSE), including:
Index Value: Current index level.
% Change: Percentage change from the previous trading day.
Top Gainers & Losers:
Lists the stocks with the highest percentage gain and loss for the day.
Volume Leaders:
Stocks that have had the highest trading volume for the day.
Sector-wise Performance:
Performance data of different sectors (e.g., IT, pharma, banking, etc.), showing sector indices and their percentage changes.
Bulk Deals:
Details of large trades, including the number of shares and the price at which the trade occurred.
Block Deals:
Similar to bulk deals, but these are typically pre-negotiated trades in larger quantities and often made off-exchange.
4. Bhavcopy Report for Derivatives (F&O)
5. How to Access Bhavcopy
6. Using Bhavcopy Data
Bhavcopy data is essential for anyone tracking market trends and is particularly useful for:
● Technical and Fundamental Analysis: By tracking the price movements, volume,
and other indicators, you can analyze individual stocks and market performance.
● Day Trading: Traders can use it to identify trends, volume changes, and volatility for
making short-term decisions.
● Backtesting: Historical Bhavcopy data can be used for testing trading strategies and
algorithms.
● Market Sentiment Analysis: By tracking advances, declines, and sector
performance, you can gauge the overall market sentiment.
Conclusion
The Bhavcopy is a valuable resource for market participants, providing a snapshot of daily
trading activity, stock performance, and key metrics. Whether you are a trader, investor, or
analyst, understanding and utilizing the data from Bhavcopy reports can help you make
informed decisions.
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