How mtf.trading is built
Every chart on this site is back-traceable to an official NSE or BSE disclosure file. This page lists each source, what it contributes, and how the numbers are joined.
Data sources
- MTF book
- NSE CM — Margin Trading Disclosure daily Excel + BSE Margin Trading daily Excel (
MarginTrading_*.xls/.csv). One row per stock per day with the broker-funded outstanding, fresh exposure, and exposure liquidated. Available since 22 June 2017. - Stock universe
- NSE
EQUITY_L.csv+ BSE List of Scrips (ListofScripData). Resolves every symbol/scrip-code seen in the MTF files to a canonical name and ISIN. - F&O membership
- NSE F&O
bhavcopy(BhavCopy_NSE_FO_*). Point-in-time per day — an F&O stock added or removed mid-week shows the right membership for each historical bar. - ETF list
- NSE
eq_etfseclist.csv. Used to bucket the per-day MTF book into F&O / non-F&O / ETF. - ISIN / EOD close
- NSE & BSE cash
bhavcopy(BhavCopy_*_CM_*,EQ_ISINCODE_*). Provides the daily EOD close shown alongside per-stock MTF charts and the ISIN used to canonicalise stock identity. - Market cap
- NSE PR price report (
PR<ddmmyy>.zip→mcap*.csv) + BSE List of Scrips. Used for leverage % (book / mcap) and the % of universe view in the screener. - Company logos
- Self-hosted SVGs vendored from the indian-listed-company-logos repo, keyed by ISIN. Stocks without a vendored logo fall back to a coloured initials monogram.
Aggregation rules
- Fill-forward — NSE and BSE publish on slightly different schedules. The combined daily total fills each exchange forward with its last known value so a one-sided publication day doesn't fake-collapse the headline number.
- ISIN identity — stocks are matched by ISIN across NSE and BSE. A renamed symbol or a truncated BSE company name still resolves to the same security; dual-listed stocks (HDFCBANK, INFY, etc.) collapse into one row in the screener.
- Active securities — a stock counts as "active" if it has at least one non-zero MTF row in the trailing 14 days. The screener and concentration strips both use this filter.
- Concentration share — "top N share" is computed against the active-market total at the same date as the per-stock snapshot, not against an all-time aggregate. So a stock that exited the active universe doesn't inflate yesterday's top-10 share.
Refresh cadence
Data refreshes every Indian trading day after NSE and BSE publish their EOD disclosures — typically by 22:00 IST. The dashboard's "Last updated" stamp in the header reflects the freshest exchange. Holidays and exchange-specific outages mean the two sides can be one trading day out of sync.