1.Contract Descriptor
Includes instrument type, underlying security and expiry
date of futures contract.
2.Previous Settlement Price
Settlement price of the contract on immediate preceeding
trade date. On the first day of introduction of the contract
this column will not contain any value.
3.Open Price
Opening price of the contract on the trade date.
4.High Price
Highest price of the contract on the trade date.
5.Low Price
west price of the contract on the trade date.
6.Close Price
Weighted average of last half an hour trade prices
in a contract. If no trade takes place in a contract on the trade
date, this column will not contain any value.
7.Settlement Price
In case of traded contracts the settlement price is equal
to Close Price. However, in case of illiquid contracts,
settlement price shall be determined by the Clearing
Corporation based on pricing models.
8.Net Change
The percentage change in the settlement price
for the day as compared to the Previous Settlement Price.
On the first day of introduction of the contract this column
will not contain any value.
9.Open Interest Number of
Contracts
Open interest in the contract expressed
in terms of market lot of the contract.
10.Traded Quantity
Number of futures quantity traded during the day in a contract.
11.Traded Number of Contract
Traded Quantity during the day expressed in terms of market
lot of the contract.
12.Traded Value
Value of the contracts traded in rupees.