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.

Source archival & provenance. NSE and BSE purge old reports from their own sites over time, so every external source file this site depends on — the daily MTF reports, bhavcopies, index/ETF lists, and the broker/rating documents — is continuously mirrored to the Internet Archive. Broker figures carry a \u{1F5C4} link to the archived copy of their primary source, so each number stays independently verifiable even if the original is taken down.

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.

Free float & ownership

Two free-float figures appear on the site, computed differently on purpose:

• Current free-float market cap (the “MTF vs Free-Float Market Cap” panel) uses BSE's own free-float factor, MktCapFF / MktCapFull, per stock — the exchange's IWF-banded figure, applied to a fresh total market cap. This is the authoritative current number (~46% of market cap is free-floating).
• Historical free float (the “MTF book vs free float” chart) is derived from demat holdings, because no source publishes a back-dated free-float-market-cap series. We sum the monthly equity demat value by investor category from both depositories' BO Aggregate (CDSL + NSDL), and take free float = total − promoter/strategic, using the Corporate / Body-Corporate buckets as the promoter proxy. The result tracks India's documented promoter-holding decline (~49% in 2016 to ~45% now). Its level is anchored to the current BSE MktCapFF figure so the chart's latest point matches the panel headline exactly; the demat series supplies the historical shape.

Honest caveats: depository data is by holder type, not promoter status, so the promoter proxy is an approximation (it lands at the known ~45–50%). CDSL's monthly archive is patchy for 2022–mid-2023, so CDSL's small (~14%) share is linearly interpolated between the nearest available months for that stretch (NSDL stays real); those months are flagged in the dataset. Months with an implausible jump are auto-excluded. The full per-category series is on the data page.

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. The demat-holdings free-float series is monthly (depositories publish month-end).

Datasets

Machine-readable & API

The data isn't just downloadable — it's built to consume programmatically. These are stable, public URLs you can poll or build on (no key, no rate limit, derived from official NSE & BSE disclosures; attribute mtf.trading):

/feed.xml

Atom feed of the daily combined NSE+BSE MTF book — one entry per trading day with the headline figure, day change, and flush / record-high notes, each linking to its dated snapshot. Subscribe in any reader, or poll it.

/date/<YYYY-MM-DD>.json

A full per-day snapshot — headline book, top-funded stocks, concentration, biggest movers, flow and breadth — for any trading day since 2017. The human page lives at /date/<DD-Mon-YYYY>; the data is the same path with a .json suffix and the ISO date.

/mtf_daily_totals.json

The whole daily series in one file (per-exchange outstanding, fresh exposure, liquidated, securities count). Plus /mtf_flow.json, /mtf_daily_breadth.json, /mtf_aum_by_class.json and /brokers.json for the other series.

/demat_holdings.json

Monthly whole-market demat equity by investor category (CDSL + NSDL) and the derived free-float series (total, promoter proxy, free float, free-float %), 2015 onward. The basis for the historical “MTF book vs free float” chart. Plus /market_cap_history.json for the committed daily total + free-float market cap.

URLs are append-only and stable — once a path exists it keeps working. All files are served no-cache with an ETag, so a conditional request is a cheap 304 when nothing changed. Add ?v= with any value to bust an edge cache.

How to cite & reuse

The data is derived entirely from public NSE and BSE disclosures and is free to use, including commercially. Please attribute — e.g. “MTF data via mtf.trading, from NSE/BSE disclosures.” — and, where possible, link back. The raw exchange files behind every figure are also documented on the methodology page and continuously mirrored to the Internet Archive (see status).

Data freshness

Data health

Source archival · Internet Archive