Order flow
Who is buying and who is selling, second by second
NSE's order flow for every F&O future and option, second by second: orders placed and cancelled on each side - how much, how many orders and at what average price - and trades split by who crossed the spread, buyer-initiated (lifting the offer) or seller-initiated (hitting the bid), with their exact average price. Read one contract, several strikes, every call or put of an expiry, the futures, or every symbol at once, and turn it into imbalance, VWAP, order size, cancel ratio or day-to-date totals at any moment of the session - only what was known at that moment.
History1 Oct 2025 → today
Detailevery second
Coveragefutures and every option strike
Data points
22 · tap one to copy an example requestEvery secondstored for each second of the sessionAny windowworked out at any moment - since the open or over a window you chooseWhat you readthe contracts a request reads
Orders placed & cancelledwhat traders asked for - and what they pulled
New buy ordersEvery secondBuy orders placed that second: total quantity and how many orders.
New sell ordersEvery secondSell orders placed that second: total quantity and how many orders.
Cancelled buy ordersEvery secondBuy orders pulled that second: quantity and count.
Cancelled sell ordersEvery secondSell orders pulled that second: quantity and count.
Net ordersEvery secondPlaced minus cancelled, per side - the orders that stayed.
Order pricesEvery secondAverage price of the buy and sell orders placed - and cancelled - that second.
Trades by aggressorwho crossed the spread to trade
Buyer-initiated volumeEvery secondTraded by buyers lifting the offer: quantity and number of trades.
Seller-initiated volumeEvery secondTraded by sellers hitting the bid: quantity and number of trades.
Traded pricesEvery secondAverage price of the buyer- and seller-initiated trades that second - exact.
Trade countsEvery secondHow many aggressive trades on each side - many small or a few large.
Built from itmeasures over any window, at any moment
ImbalanceAny windowBuying against selling: +1 all buying, -1 all selling - for trades, new or net orders.
VWAPAny windowVolume-weighted average price of any side over any window.
Average order sizeAny windowQuantity divided by orders, per side - big orders against small ones.
Cancel ratioAny windowCancelled over placed, per side - how much of what was offered got pulled.
Buy / sell ratioAny windowBuyer-initiated over seller-initiated volume.
Rolling windowsAny windowSums over the last N seconds, at every second.
Day-to-date totalsAny windowEverything since the open, as it stood at any moment.
What you can readone contract or the whole market
One contractWhat you readAny strike, call or put, any expiry.
Several strikesWhat you readMerged into one flow, or split back strike by strike.
All calls or all putsWhat you readEvery strike of an expiry summed, second by second.
FuturesWhat you readThe near-month future, or every expiry merged.
Whole marketWhat you readEvery symbol's futures flow for a day in one read - to scan stocks.
What you can do with it
tap a request to copy it, then paste it into the chatFollow aggressive buyers in an option.
Trade a spike in futures buying.
Read cancellations as a signal.
Scan every stock's flow.
Good to know
- Every trading day from 1 October 2025; a new day is added each evening.
- This is order and trade flow, not resting order-book depth: it shows what was placed, cancelled and traded each second, not the bid/ask queue.
- Quantities are in units (shares), not lots.
- A row exists only for a second with activity; a contract's first row of the day includes the pre-open.
- Buyer- plus seller-initiated volume is about 65-80% of exchange volume - compare flows with each other, not with total volume.