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Data mismatch clarification |
Raynor
White Belt
Joined: 21 Mar 2013
Posts: 108
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Post: #1  Posted: Fri May 10, 2013 7:26 am Post subject: Data mismatch clarification |
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| the day close indicated by 15 min time frame is 6058. but close indicated by day candle is 6048. many of the times this difference happens. can anybody clarify |
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vinay28
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Joined: 24 Dec 2010
Posts: 11748
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| Post: #2 Posted: Fri May 10, 2013 8:03 am Post subject: |
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| bhav copy/adjusted close is the weighted average of last 30 min. This is done after a (I think) 10 min session from , I think, 3.40 to 3.50, during which orders placed @ 3.30 are allowed to be settled. |
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apka
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Joined: 13 Dec 2011
Posts: 6137
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| Post: #3 Posted: Fri May 10, 2013 8:32 am Post subject: |
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spot prices get settled before 4pm.
fut and option prices get settled near 5pm.
its how vinay said weightaged average. normally wherever nifty spot and fut is trading near 3.16-3.18pm i notice around that figure nifty settles. even if there is 10-20 point rise in last 5 mins before close. |
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vinay28
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Joined: 24 Dec 2010
Posts: 11748
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| Post: #4 Posted: Fri May 10, 2013 8:40 am Post subject: |
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| apka wrote: | spot prices get settled before 4pm.
fut and option prices get settled near 5pm.
its how vinay said weightaged average. normally wherever nifty spot and fut is trading near 3.16-3.18pm i notice around that figure nifty settles. even if there is 10-20 point rise in last 5 mins before close. |
apka, NS and spot prices get confirmed at/before 3.31 only but f&o is at 4.30/40 |
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apka
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Joined: 13 Dec 2011
Posts: 6137
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| Post: #5 Posted: Fri May 10, 2013 8:53 am Post subject: |
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yes to be exact at 3.31, i wait to see the settled price myself, dunno why i said before 4pm  |
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