Information Dissemination
S&P BSE SENSEX
हिन्दी     मराठी     ગુજરાતી


Information Dissemination
Market Picture Display

The following information will be disseminated to the market at regular intervals during the order entry period pre-open session –

  • Indicative market opening price, populated in the ‘LTP’ field
  • Matchable quantity at the indicative market opening price, populated in the ‘LTQ’ field

If the indicative opening price/matchable quantity at the indicative opening price is not available then the ‘LTP’/’LTQ’ field is left blank.

  • Indicative values of SENSEX and other BSE indices
  • Total buy /sell depth of the book will be populated in the ‘Buy /Sell depth’ fields
  • Percentage change in the indicative price from the previous day’s closing price
  • High/ Low prices will be disseminated based on the indicative opening prices
  • The ‘open’ field in the BOLT system will be populated only when the actual opening price has been determined in the order matching and confirmation period.
  • The ‘Close’ field will display the previous day’s closing price

The market depth would display:

  • The indicative opening price + next best 4 bids and offers. If the indicative opening price is not determined, then the best bids and offers will be displayed
  • The cumulative quantities at each of these price points
  • Market order quantity will be added to the best available price point


Example of the market depth display

Order Book
Buy Quantity Buy Price Sell Price Sell Quantity
100 ATO 91 100
100 96 91.5 100
150 95 93 100
50 93 95 100
100 91.5 96 200
100 91 97 50
100 90 98.5 50
    99 100


Example of the market depth display
Demand Supply Schedule
Price Point Cumulative Buy Quantity Cumulative Sell Quantity Tradable Quantity Absolute Order Imbalance
96 200 600 200 400
95 350 400 350 50
93 400 300 300 100
91.5 500 200 200 300
91 600 100 100 500


Here the opening price determined is 95.00 at which the tradable quantity is maximized. The market depth display would be as follows:



During Pre-open trading session:

During the Order Entry period of the pre-open session, indicative opening price(s) will be calculated for each stock at regular intervals and disseminated. Indicative cumulative buy and sell quantity for that stock will also be displayed. An indicative index will be calculated based on the indicative prices and disseminated.

Market picture window for various periods in the pre open session

Fields Before any orders are entered Order Entry Period Order Matching and Confirmation Period
LTP Blank indicative Opening Price Indicative Opening Price displayed till the actual opening price is discovered
LTQ Blank Indicative matchable Quantity Traded quantity of the last trade at the opening price
OPEN Blank blank Actual opening price, once discovered; till then remains Blank
HIGH Blank Highest indicative price Highest indicative price displayed until actual Open Price is discovered
LOW Blank Lowest indicative price Lowest indicative price displayed until actual Open Price is discovered
LCktlm/ UCktlm Blank Blank Blank
CLOSE Previous day’s close price Previous day’s close price Previous day’s close price
TOTAL BUY DEPTH Blank Highest indicative price Total buy quantity of all orders in the order book
TOTAL SELL DEPTH Blank Total sell quantity of all orders in the order book Total sell quantity of all orders in the order book
SENSEX Previous day’s closing value Indicative value based on indicative open price of SENSEX scrips Will get updated as & when actual open price of SENSEX scrips is discovered