Insider trading details

Trading disclosures of various entities (who may have access to important / classified / insider) information has to be reported by listed companies under:

1). SEBI Reg. 13(6) - Insider Trading data [link1 & link2], and

2). SEBI Reg. 7(3) - Substantial Acquisition of shares & Takeovers data [link1 & link2]

Time series of Indian Stock Indices data

on BSE:
--> Latest Index Watch,
the page shows all the indices by the BSE [Link]

--> Archives of BSE Indices,
including ratios like P/E, P/B and Div. Yield [Link]

on NSE:
Index Concepts
-> Impact Cost [Link],
-> Beta [Link] and
-> Total Returns Index [Link]

Latest Indices data [Link]
Index Valuation numbers (P/E, P/B & Yield) [Link]
Index Daily Values (open, high, low, close) [Link]
Details of past changes in the NSE indices [Link1, Link2]

Time series of Stock prices / Trading Volumes / Deliveries / Quotations page

on BSE:
Time series of stock prices / trading volumes data [Link]
BSE gross deliverables [Link]

on NSE:
Quotations page [Link]
Security-wise price volume data [Link]
Security-wise deliverable positions data [Link]

What is Impact Cost? & Listed Indian Companies' Impact Cost

Impact cost, an important liquidity measure, is tracked by both, the BSE and the NSE. The data is available during the first week of every month. The data to this can be accessed at the following links:

Impact Cost on BSE:
http://www.bseindia.com/mktlive/impact_cost.asp

Impact Cost on NSE:
http://www.nseindia.com/content/nsccl/C_CATG.T01

What is Impact Cost?
Ans. Impact Cost is the cost of undertaking a transaction. Higher the change in the price of a stock, for a given order size, higher its impact cost and vice versa. A stock with lower impact cost is said to be more liquid as compared to a stock with higher impact cost. For a detailed discussion on this topic refer to these two articles (with simplistic examples):

article 1:
http://www.nseindia.com/content/indices/ind_impactcost.htm

article 2:
http://www.mayin.org/ajayshah/MISC/lob-example.html

Stock Exchange Filings by Indian Companies

Some of the information listed companies in India are required to file with the Stock Exchanges are:

1). Corporate Announcements:
BSE link -
http://www.bseindia.com/qresann/announce.asp
NSE link -
http://www.nseindia.com/marketinfo/companyinfo/online/announcementslist.jsp

2). Financial Results:
BSE link -
http://www.bseindia.com/qresann/compres.asp
NSE link -
http://www.nseindia.com/marketinfo/companyinfo/online/resultslist.jsp

3). Corporate Actions:
BSE link -
http://www.bseindia.com/mktlive/corp_Act.asp
NSE link -
http://www.nseindia.com/content/corporate/latest_corporate_actions.htm

4). Shareholding pattern:
BSE link -
http://www.bseindia.com/shareholding/sharehold_search.asp
NSE link -
http://www.nseindia.com/content/corporate/corpinfo.htm

5). Board Meetings :
BSE link -
http://www.bseindia.com/mktlive/board_meeting.asp
NSE link -
http://www.nseindia.com/marketinfo/companyinfo/online/boardmeetlist.jsp

6). Results calender :
BSE link -
http://www.bseindia.com/qresann/rstcal.asp

What are bulk / block deals? Where to find deals data?

The data on bulk / block deals is published on a daily basis, 3-4 hours after the close of trade on a given day. The links to this data are:

for BSE:
Bulk deals data for the day -
http://www.bseindia.com/mktlive/market_summ/bulk_deals.asp
http://www.bseindia.com/histdata/bulk_deals_hist.asp (archives)

Block deals data for the day -
http://www.bseindia.com/mktlive/market_summ/block_deals.asp
http://www.bseindia.com/histdata/bulk_deals_hist.asp (archives)


for NSE:
Bulk deals for the day -
http://www.nseindia.com/content/equities/bulk.csv
http://www.nseindia.com/content/equities/eq_bulkdealsarchive.htm (archives)

Block deals for the day -
http://www.nseindia.com/content/equities/block.csv
http://www.nseindia.com/content/equities/eq_blockdealsarchive.htm (archives)


What are bulk / block deals?
Member-broker has to make a disclosure on daily basis up to 5.00 p.m. through DUS (Data Upload software), with respect to all transaction in a scrip for a client where total quantity bought/sold is more than 0.5% of no. of equity shares of the company listed on the exchange."All transactions" stated above are clarified as under:

Single Trade:Immediately upon the execution of the order where the traded quantity either buy or sell on account of any trade is more than 0.5% of the number of equity shares of the company listed on the stock exchange.

Cumulative Trades for the Day:Within one hour from the closure of the trading hours, where the cumulative quantity traded under any single client code on that day either purchase or sale is more than 0.5% of the number of equity shares of the company listed on the stock exchange.

Depositories in India - NSDL & CDSL

The two depositories in India are the National Securities Depository Ltd. and the Central Depository Services (India) Limited. The link to the two is as follows:

NSDL - http://www.nsdl.co.in/
CDSL - http://www.cdslindia.com/

Indian Stock Exchanges - BSE & NSE

The two premier stock exchanges in India are the Bombay Stock Exchange and the National Stock Exchange. The link to the two is as follows:

BSE - http://www.bseindia.com
NSE - http://www.nseindia.com