We’ve recently added fields from “Trade book” and “Order book” to help you gain deeper insights into 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 trades – Indicates the number of trades that were executed at sellers/offer/ask price; an increasing number would indicate buyers are more aggressive than sellers.
- Buyer-initiated trades quantity– Indicates the number of trades that were executed at sellers/ask price; an 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 the number of trades executed at a buyers/bid price; an increasing number would indicate sellers are more aggressive than buyers.
- Seller-initiated trades quantity– Indicates the number of trades executed at a buyers/bid price; an increasing quantity would indicate more 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 ratio – A ratio of “buyer initiated trades / seller initiated trades” above 1 indicates that buyer-initiated trades are more than Seller for the given timeframe
- Buyer vs. Seller initiated trades quantity ratio – A ratio of “buyer initiated trades quantity / seller initiated trades quantity” above 1 indicates that the buyer-initiated quantity of trades is more than the Seller for the given timeframe.
- Buyer-initiated trades VWAP –Volume weighted average price (VWAP) of trades that buyers initiated.
- Seller-initiated trades VWAP– Volume weighted average price (VWAP) of trades that sellers initiated.
These fields can be used to evaluate trades for intraday, short or long-term, as they are available across all timeframes. There has been limited research on these fields, as their availability is limited, considering the amount of data that needs to be processed for these. Here’s one interestingresearch 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, e.g., total orders within a minute
- Orders Quantity– Indicates the number of orders received for the specified timeframe, e.g., 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 ratio – A ratio of “Buy orders / Sell orders” above 1, indicating buy orders are more than sell orders.
- Buy vs. Sell quantity ratio– A ratio of “Buy orders quantity / Sell orders quantity” above 1, indicating buy order quantities are more than sell order quantity.
- Canceled Buy Orders – Indicates the total orders canceled in the specified timeframe.
- Canceled Buy Orders Quantity– Indicates total buy orders quantity canceled in the specified timeframe.
- Canceled Sell Orders– Indicates the total sell orders canceled in the specified timeframe
- Cancelled Sell Orders Quantity– Indicates the total sell orders quantity canceled in the specified timeframe
- Total Cancelled orders– Indicates the total orders canceled in the specified timeframe
- Total Cancelled orders quantity – Indicates the total order quantity canceled in the specified timeframe
- Canceled orders ratio – A ratio of “Cancelled orders / Orders” gives an idea of the pie of orders being canceled from the ones received
- Canceled orders quantity ratio– A ratio of “Cancelled orders quantity / Orders quantity” gives an idea of the pie of orders quantity being canceled 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 the cash market & hence the values will not match with the market depth seen within your broker’s terminals, which helps get a much clearer picture of how this is driving the price of a stock.
These new fields can be combined with existing functions, e.g., 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 adding these new fields. HI hope these are useful for gaining more insights along with the existing fields of technical analysis.
Good Work
But have to understandReply
Also add delivery percentage and increase price
Reply
Hello,
Currently, we do not have a delivery percentage feature. We may plan on adding it in the near term. Shall keep you posted.Reply
Can we get it with specified % of Buy order quantity?
Reply
Hello Sandip,
Could you please elaborate more on this? what are you trying to achieve here? So we can review and respond.
“100 unique trades a day ”
how to make condition on above statement?Reply
Hello,
Apologies, but I’m afraid that your message isn’t entirely clear. Could you please provide more details on what you are referring to? It would be helpful if you could share an example image for reference purposes. This way, we can better understand your request and create a scan that meets your requirements.
Make sure to share the sample chart image on this email ID: [emailprotected]
Hy Chartlink Support, should i minus the “cancelled buy orders” orders book field from the “buy orders” orders book field, to get the actual number of buy orders that has been exectued at the Stock exchange ?
Reply
Hello,
Do you want to see the difference between the buy orders and the cancelled buy orders? If so, you can review the below dashboard:
https://chartink.com/dashboard/230855
Please add open interest data and option also.
Reply
Sure, we do plan on adding it in the future.
Reply
Hi,
Is there any update on adding OI data and options? ThanksReply
Helllo,
Currently, it is not really possible to give an ETA on the same. Shall keep you posted.
Reply
These stats will be more useful for FnO data.
Plz include Futures data in your platformReply
Sure, we do plan on adding it in the future.
Reply
Brilliant!
Reply
iam mukesh sharma plzz.contact me.
mob.9782086577
[emailprotected]
charting screener payment pay plzz.contactReply
Currently we provide only email support, please feel free to share your doubts here.
Please email us your queries at [emailprotected]
Reply
2 quick questions:
1. Data uploaded from Oct 2020?
2. Data for 3 days, between March 30 and 1 April are showing up as zero. This is skewing the graph plots on Atlas Dashboards. Can it be corrected?Thanks,
Best regards,
bharattraderReply
Sure
@1: Yes
@2: There was a maintenance related issue from NSE for the 3 days, they are working on provided the missing data.Thanks Akash!
Reply
Thank you so so much brother, loving how you are creating a level playing field for us retail traders. now its much much obvious to prefer chartink over any other scanner, loved it!
Reply
Thank you for your kind comments.
Reply
correction ..there is no other scanner like chartink !! i love it .
but needs improvementsReply
Thank you for your kind comments. Shall surely get with the team on your suggestions.
Reply
Chart me work ing nahi ho raha hai
Reply
Please try to reset your chart settings by visiting:https://chartink.com/stocks/reset-settings
Let us know if this solves your problem
Reply
absolutely good to have data on bid and offer qty of orders
GreatReply
Is it possible to get the market order quantity?
Reply
Yes, we can create a column for display on Atlas dashboards.
Note, the results will not exactly match with your brokers terminal of market depth, the reason being,
Brokers market depth shows only the disclosed quantity, meaning, the quantity that you see could be actually less than the real quantity
Brokers market depth shows the active order(i.e total orders received – total orders traded), we on the other hand, show the actual number of orders received for a given timeframe, eg: Day, week, 5 minute and so on..Reply
Please add Open Interest.
Almost scanner capability is half without OPEN INTEREST (OI).Reply
Hello,
Currently, we do not have an open interest feature. We may plan on adding it in the near term. Shall keep you posted.
Reply
Please add sector column in side of each shares. It’s very helpfull to understand which sector shares are going to high today in intraday.
Reply
Hello,
Currently, one can not add/edit a column in the scan. You can add columns in the Atlas dashboard.
Here is your dashboard view: https://chartink.com/dashboard/71156
Reply
How can I find out number of unique trades in a day?
Reply
Can you please elaborate on your request further?
Reply
Hi, Need help in entering the SMA attributes… I am unable to remove the Operation elements that show up.
Pl help
Reply
Can you please share your scan requirements so we can create the same accordingly?
Reply
Is there any way that we can get no. Of trades in specified period like 5min, 10min etc
Reply
Hello,
Here is an example dashboard view: https://chartink.com/dashboard/90985
Kindly note, the results will not exactly match with your brokers terminal of market depth, the reason being,
Brokers market depth shows only the disclosed quantity, meaning, the quantity that you see could be actually less than the real quantity
Brokers market depth shows the active order(i.e total orders received – total orders traded), we on the other hand, show the actual number of orders received for a given timeframe, eg: Day, week, 5 minute and so on..
For more details, please read: https://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable/Reply
What is buyer initiated trade vwap?
Cal u elaborate it deeply.Reply
Hello,
Sure,
Buyer initiated trades VWAP – Volume weighted average price (VWAP) of trades that were initiated by buyers.For more details, refer to this link: https://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable/
Reply
how do i see a particular stock – buyer vs seller initiated quantity data – rather running a scanner – i am facing issues as i have to go here https://chartink.com/dashboard/47703 then select industry & i am unable to see the past week or montly data. Also please add cumulative buyer vs seller data.
Thanks.
Reply
I have 5 questions – Requesting your kind response.
1. Buyer initiated trades – do these reflect buy market orders?
2. Seller initiated trades – Do these reflect sell market orders?3. I was observing graph of this data intraday and noticed that the price had significant jump when both ‘Buyer initiated trades’ and ‘Seller initiated trades’ spiked up. Based on the definition, I would expect the price to rise due to rise in ‘Buyer initiated trades’ while ‘Seller initiated trades’ are at normal levels.. indicating bullishness. Could you please explain
4. Does Buyer initiated trades include only the trades executed in the Ask column? I need to understand this because your definition used the word ‘Aggressive’ and not every order fulfilled in ASK is necessarily aggressive.
Below trades are executed in ASK Colum –
Buy Market – Aggressive buying moves price up
Buy Stop Market – Short covering hence may not provide aggressiveness as they are exiting the
stock.
Sell Limit – Not aggressive .. limit sell orders
Sell Stop Limit – Not aggressive..5. Which indicator shows aggressive buying and which shows aggressive selling. Here aggressive means market orders being executed consuming liquidity and moving the price up.
Reply
Hi,
The trade-and-order-book-data fields are not getting used in filters. Are they available?
It is empty here too – https://chartink.com/dashboard/47703
Thanks,
BlueReply
We are noticing an issue with NSE Trade & Order book data for 12th Sep’22 from the exchange, we’ve started receiving the data today. However, we’ll restore the values for yesterday once we get them from the exchange.
Reply
Can we get buying initiated order in chart for any stock
Reply
Hello,
Sure, you can see this data on our Atlas dashboard. Here is an example dashboard for your reference:
https://chartink.com/dashboard/65213
Reply
Hi, is there a way to know Number of Trades executed data, as provided by NSE in historical volume data for a stock.
Reply
Hello,
You can view this information on our Atlas dashboard. We can achieve this by “total buyer + seller-initiated trade data”. Please note that this would miss IOC trades.
Dashboard URL: https://chartink.com/dashboard/65213
Please note that the results will not exactly match with your brokers terminal of market depth, the reason being,
Brokers’ market depth shows only the disclosed quantity, meaning the quantity you see could be less than the actual quantity.
Brokers’ market depth shows the active order(i.e., total orders received – total orders traded). On the other hand, we show the actual number of orders received for a given timeframe, e.g., Day, Week, 5 minutes, and so on…
Orders like IOC(Immediate or Cancelled orders) & Stop Loss orders are not tracked in the “order book”, which causes the values to be slightly off. This is something that the exchange does not maintain.
“Trade book” and “Order book” derive information from the exchange’s actual trade and order book. They are calculated in real-time and available across all timeframes; please visit for details on these fieldshttps://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable/.
Also, please note that it’s impossible to get the actual number of pending orders as IOC orders are not tracked; the values you see on nseindia.com and your broker’s depth contain a lot of noise & don’t indicate the actual picture.
Reply
hi how to get
Total buy quantity > sell orders quantity like real time shown like zerodha
this is my code
[ =1 ] 1 hour Buy Orders Quantity Greater than [ =1 ] 1 hour Sell Orders Quantity
hope u guys replayReply
Hello,
Here is your scan; kindly review it:
https://chartink.com/screener/first-1-hour-buy-orders-quantity-greater-than-1-hour-sell-orders-quantity
Kindly note, the results will not exactly match with your brokers terminal of market depth, the reason being,
Brokers’ market depth shows only the disclosed quantity, meaning the quantity you see could be less than the actual quantity.
Brokers’ market depth shows the active order(i.e., total orders received – total orders traded). On the other hand, we show the actual number of orders received for a given timeframe, e.g., Day, Week, 5 minutes, and so on…
Orders like IOC(Immediate or Cancelled orders) & Stop Loss orders are not tracked in the “order book”, which causes are the values to be a bit off. This is something that the exchange does not maintain.
“Trade book” and “Order book” derive information from the exchange’s actual trade and order book. They are calculated in realtime and available across all timeframes; for details on these fields, please visit https://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable/.Also, please do note, it’s impossible to get the actual number of pending orders as IOC orders are not tracked; the values you see on nseindia.com, and your broker’s depth contain a lot of noise & don’t indicate the actual picture.
Reply
Please elaborate…
What is the exact difference between
Buy orders & Buy order quantity
Same question for sell.Reply
Hello,
You can get more information on the same here:
https://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable/#comment-68896
If you still require further clarification, please let us know specifically what you’ve not understood so we could help you out accordingly.
Reply
Hello,
Apologies, here is the correct link for the same:
https://chartink.com/articles/scanner/trade-and-order-book-data-now-avaliable
Reply
Hi Chartink team,
Is there any update on adding OI data and options? ThanksReply
Hello,
Sorry, but we do not have an update on this yet. Rest assured we will keep you posted as and when there is any development on this.
Reply
Could you please add delivery percentage?
Reply
Greetings!
At this moment, we do not offer the feature you mentioned. Nonetheless, we are actively exploring the option of adding it along with new indicators.
I am unable to provide a specific timeline for the addition of this feature, but I have forwarded your request to our Development team for future consideration.
We value your patience and look forward to enhancing our service for our valuable users.
Reply
Required a Filter
Time Frame Is Daily
One Day ago ADX(+) ve Cross from below to ADX ( -) Ve
Today latest Close is greater than sma 50
Latest Close price 5 day ago priceReply
Hello,
Here is a scan for the same. Kindly review:
https://chartink.com/screener/adx-crossover-and-price-above-sma-50-last-5-days-close
Please note, for the last condition we have considered the latest close to be above the maximum close of the last 5 days.
Reply
Hi, If I have to build a screener to calculate a drop in OI in FnO for the last week on a daily time frame, will the drop in Orders in a daily TF help me.
Please help in throwing some light on to build this screener.
Reply
Hello,
Please note we do not have the OI feature, and we currently support only NSE cash stocks and indices; we have created a segment group named ‘futures’ to scan stocks traded in the F&O group. If you select futures, scanning will be done based on cash stock prices/ values.
Reply
delivery percentage feature will really help.. hope this happen soon
Reply
Hello,
Currently we are working on improving our charts. We will surely make sure to add this feature on our platform.
Reply
I don’t see the option of ADR in it, how to enable it, I have to create a screener which is like this ()1 Day Ago high adr 10 & 5 less then Daily compare low Adr
Reply
Hello,
Sorry, but your query about ‘()1 Day Ago high adr 10 & 5 less then Daily compare low Adr’is not very clear. Could you please elaborate more on the same and, if possible, share a sample chart image for reference? To this email ID: [emailprotected]
We have created the scan. Kindly review.
https://chartink.com/screener/adr-5-adr-10
Note: Please refer to the title of the scan for its operation.
Reply
Hi chartink support,
thanks for adding these fields from order book and trade book. How can i select and plot them on the chart, that way it will be more helpful.Reply
Hello,
Can you please elaborate which fields you are referring to?
Reply
Hi,
Is there any update on adding OI data and options? ThanksReply
Hello,
As of now we are working on improving our charts. We don’t want to rush things with the ‘FUTURE’ segment, and give you results based on the incorrect data. So, this might take some time. We hope you understand.
Reply
