1. Level 1 Data contains the following information:
   1. BSE Scrip Code
   2. Open, High, Low and Last Traded Price
   3. Best Bid / Offer with Volume
   4. Traded Volume
   5. Close and Last Traded Quantity (only for live feed)
2. Level 2 Data contains the following information in addition to the level 1 data:
   1. Weighted Average Price
   2. Upper Circuit Limit and Lower Circuit Limit
   3. Turnover Value, Number of Trades, Trend
   4. Total Buy Quantity and Total Sell Quantity

Market Data: Derivatives

There is a rekindled interest in the BSE F&O segment, which is now reporting a daily turnover of nearly Rs. 10,000 million. Presently, the BSE F&O segment covers 88 scrips. It also includes 7 Indices including our flagship product SENSEX. The BSE F&O segment also has unique product -the Weekly Options being available on SENSEX and 4 other scrips (Reliance Industries, Satyam, State Bank of India and Tata Steel). The newly introduced SENSEXMini Derivatives product is also available in this feed. The data includes Close Price, OHLC, Buy Price, Sell Price, Buy Qty, Sell Qty, Total Volume, Trade Count etc.

Market Data: Corporate Bonds

BSE, in consultation with SEBI, has developed an Internet-based reporting platform - the Indian Corporate Debt Market (ICDM) for reporting of all corporate deals done in respect of corporate bonds that are listed on any stock exchange in the country, This is presently limited to corporate bonds that are in demat form and the trade value is over Rs. 1 lakh. ICDM is presently being used by over 120 participants. The data includes basic information about traded bonds and also the latest traded price, latest traded quantity, weighted average price, weighted average yield, cumulative trading value etc. Corporate Data Results: Listed companies are required to file their financial results every quarter with BSE. In addition to the quarterly results, consolidated results are also made available. All such results are provided in XML format. Announcements: These cover various announcements made by the listed companies, many of which are price-sensitive. These include announcement about a new project, announcement of a Board meeting, announcement about any material development etc. Company announcements contain information about corporate actions and issues, dividend payments, amendments to Articles, general meetings etc. All such announcements are provided in XML format. Shareholding Pattern: Listed companies are required to submit the shareholding pattern at the end of each quarter to BSE. All such shareholding patterns are provided in XML format.

Book Building Data-Public Offerings

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.)

Historical Data

BSE provides the historical data of All stocks and All Indices as well as the Corporate data. Data is provided through the internet.

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