Skip to main content

NSE Level 3 Data

Before we get into details of NSE Level 3 Data, it is important to first understand the basic operations of the stock market.  All publicly traded equities have a bid price and an ask price when they are bought and sold. The bid is the highest price a trader( or an investor) is willing to purchase a stock. The ask is the lowest price in which he is willing to sell a stock.
level 3 data

Depth of the Market(DOM):

Looking at a Level 1, Level 2 or Level 3 quotes can give a trader, a basic idea of how a stock is performing at any given time.

 Level 1 Market Data provides the basic market data which includes Bid price, Bid size, Ask price and Ask size.

 Level 2 Market Data provides more information than Level I data. Mainly, it doesn't just show the highest bid and offer, but also shows bids and offers at other prices. Now level 2 provides market depth data upto 5 best bid and ask prices.

 Level 3 Market Data provides market depth data upto 20 best bid and ask prices .  This primarily used by brokers and market makers.

 Is Level 3  Data  available free? No! The annual subscription fee is about Rs.4,00,000/- each for Capital Market and Futures & Options segment.

 Real time data and info-vending services of National Stock Exchange (NSE) are provided through DotEx International Limited (DotEx). It provides NSE's market quotes and data for Capital Market Segment (CM), Futures and Options Segment (F &O), and other segments.  One can check the prices and details here: NSE Real-Time Data
Labels:

Popular posts from this blog

Historical Sensex Returns Updated - 2024

Historically Sensex has given returns of about 15% per year, despite volatility and price fluctuations of about -20% to +60%. The following table shows S&P BSE Sensex historical data - start  & close values and the yearly returns of the sensex from 2000 to 2024. So far during the year the   index has hit an all-time high of  75,124   and despite markets hitting all time highs not all stocks make all-time highs. There are many stocks still below their highs. Stocks like HDFC Bank, ITC, Asian paints are still well below their highs and some of them have given low returns over last 3-5 years. Individual or Retail investors can achieve consistent returns through investing via mutual funds , whether it be active or passive. Chasing returns from individual stocks is futile. Be a wise investor !
Read more

Walmart and Costco Selling Gold and Silver

Costco Wholesale and Walmart are both starting to sell gold bars. First, Costco sold gold bars to its members looking to invest in more than bulk household purchases. Now the warehouse retailer is selling silver coins too. Walmart has also started selling precious metals such as gold and silver in its online store, following in the footsteps of Costco Wholesale. Against the backdrop of high inflation, gold has become the new favorite of American consumers. The value of gold and silver is expected to continue to climb in 2024 on expectations that the Federal Reserve will start cutting interest rates. Gold currently trades at $2255. Will Indian supermarkets sell gold?  Gold has been always been one of the favorite investments for Indians, as evident from the fact that Indian households hold over 21,000 tonnes of gold. Indians prefer to buy gold jewelry and this trend could change if Gold is sold in supermarkets. There are Gold ETFs and Sovereign Gold Bonds  (SGB) as well. Addi...
Read more