Stock trading activity generates enormous amount of valuable data. This data includes traded prices, traded volumes and trends. All Indices, including SENSEX, are computed from this trade data.

In addition, there is a huge amount of information with BSE on the listed companies, as a consequence of regulations requiring them to file information with BSE regularly like shareholding pattern, financial results and major announcements. These data resources which are distributed in real time or on delayed basis through dedicated communication lines or Internet is known as Data Feed.

The distributors of BSE disseminate the data through terminals. These terminals (end user) are known as Key Stations.

Level 1 Data Feed package provides the following information

Scrip Code
Open, High, Low and Last Traded Price
Best Bid / Offer with Volume
Traded Volume
Close and Last Traded Quantity (Only for live feed)

In addition to the data provided in Level 1 Data Feed package, the following data is available in Level 2 Data Feed package

Weighted Average Price
Upper Circuit Limit and Lower Circuit Limit
Turnover Value, Number of Trades, Trend
Best 5 Bid Rates /Quantity and best 5 Ask Rates / Quantity
Total Buy quantity and Total Sell Quantity

If you subscribe to Level 2 Data Feed, you will get all the data from the Level 1 Data Feed in addition to the data exclusively available to Level 2 Data Feed subscribers.

Yes. You can upgrade to the Level 2 feed by just informing BSE about your interest and paying the applicable additional charges for upgrading to Level 2

Yes. If you are subscribing to the BSE feeds through a BSE Distributor you can request your distributor to provide you a selected basket of stocks. Currently, the following baskets are available

"A" Group Basket
BSE 500

BSE Indices are being used for the following purposes:

1. Dissemination on the BSE trading terminals and BSE website
2. Underlying for derivative products
3. Sale through BSE datafeed service (Real-time, Historic & EOD)
4. Licensing for Index Funds and Exchange Traded Funds
5. Benchmark for Mutual Funds
6. Licensing for Index Linked Structured Products

Yes. You can subscribe exclusively to stock Indices.

Constituent level End-Of-Day file for BSE Indices is available in different packages.

1. Package 1:
   Broad based Indices:
   Includes SENSEX, BSE-100, BSE-200, BSE-500, BSE Mid-Cap and BSE Small-Cap index.
   


2. Package 2:
   Sectoral Indices:
   Presently includes 13 indices i.e. BSE PSU Index + 12 sectoral indices (upto BSE Power index).
   
   
3. Package 3:
   Combination of Package 1 & 2:
   
   
4. Package 4: Basket comprising any 4 indices from package 1 and any 6 indices from package 2
   

All the listed companies are required by regulations to file with BSE the corporate information before releasing it to the public. BSE receives all such corporate information as per the requirements of the listing agreement. This information is converted into a format that can be easily incorporated into a database.

Book Building has emerged as the most preferred option for the corporates to raise money from the public.
BSE provides an online Book Building facility in which bids are entered through the large network of BSE Brokers across the country.

The Book Building process generates significant data on the bids:

- Number of shares bid for
- Price point at which the bids have been placed
- Type of bidder

This information provides a guide for the investors about the status of the bidding i.e. the level of investor interest in the public offering and the pricing points at which the bids are active, and to then take a decision on how much to bid and at what price.

BSE provides this bidding data, updated every 5 minutes, through its real time Data Feed network.

(BSE also makes available the prospectus of every public issue for download, before the commencement of the bidding process.)

Display tickers, (including LED, LCD, plasma or such displays) which are installed in public places for public viewing are categorised under Public Display Tickers

Data feed consisting of reporting and trading data of debt instruments (including bonds, debentures, government securities ) is known as Debt data feed.

The data feed which is disseminated immediately after it has been generated is known as real time data feed.

Low Latency feed is a data feed where the lag between the generation of the data and its dissemination is very low, i.e. few milliseconds. BSE provides low latency Level 2 data feeds, especially for the use of subscribers who want to implement Direct Market Access applications and Algorithmic Trading Applications.

Delayed Feeds: - Feeds which are disseminated after a delay of atleast 5 minutes after the generation of the data are termed as delayed feeds.

Snapshot Feeds:- A snapshot of the market is taken at a regular interval (normally every minute) and disseminated.

An application developed for trading using algorithms for generation of orders is called a Algorithmic Trading application. These applications can use BSE Low Latency data feeds.

An agreement needs to be signed for subscribing to the data. Further the requisite fees should be paid prior to commencement of the feed.

Agreement is not required towards subscription of End of Day data and Historic data.

BSE has two modes of delivering data at the customer location
MLDN Set-up: MLDN Set-up is a dedicated leased line connection between BSE and the customer for receiving the live data.

The customer is required to pay the connection charges levied by the service provider.

BSE charges only for port usage The Data Feed is provided at 2 MBPS. The data is provided in binary format.

HTTP Server: This mode is used for sending data over the Internet for providing 1-minute snapshot, 5 minute delayed snapshot and End-of-Day Quotations. Live feed is not available through HTTP server.

BSE provides the customer with a login ID and password for accessing the server.

The information is provided in the .csv format.

BSE arranges for the leased line connection between BSE and the customer through MTNL /Tata Teleservices/Reliance Communications. An additional ISDN line can be provided for emergency backup.

For BSE network connectivity form download, click here.(Soft copy available in downloads section on www.bseindia.com to be provided). The filled form has to be dispatched to BSE Information Products department situated on the 1st Floor, Rotunda Building

For Real time distributors, Fixed minimum charges are payable in advance in March and September as indicated in the schedule of prices. Data Distributors and Data Redistributors are required to file a monthly declaration of the number of key-stations utilized during each month. There will be monthly billing for any additional key-stations utilized during the month.
Delayed feed distributors are required to make the payment of fees annually.