I was validating the data and find lot of instance across F&O instruments, where i see that between two ticks, the OI increases, but the volume doesn't.. eg: NIFTY FUTURES: oi: 18094875 volume: 8041125 Last Price: 10859.00 LTTS: 2019-09-05 12:35:27 oi: 18101100 volume: 8041125 Last Price: 10859.00 LTTS: 2019-09-05 12:35:27
And in some cases: Increase in OI doesn't reflect in volume. Increase in volume should be atleast equal or more than increase in the OI eg: RELIANCE oi: 57481000 volume: 13203000 Last Price: 1230.60 LTTS: 2019-09-06 13:11:26 oi: 57498500 volume: 13203500 Last Price: 1230.85 LTTS: 2019-09-06 13:11:35 Increase in OI is : 17500, but vol increase is just 500
Is there any explanation for this ? Or am I missing something here.
Thanks @nithin . Not planning to OI for anything. Just came across this mismatch while doing some data validation. Thought of checking it here, just to confirm. Thanks
I am not sure about this. I will check with the concerned team and get back to you.
Do check this thread on why trading strategies incorporating intraday OI is maybe not the right thing to do.
Do check this thread on why trading strategies incorporating intraday OI is maybe not the right thing to do.