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.