BSE 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 open price/matchable quantity at the indicative open price is not available then the 'LTP'/'LTQ' field is right blank.

  • Total buy /sell depth of the book will be populated in the 'Buy /Sell depth' fields
  • Percentage change in the indicative 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 issue price in case of IPO

The market depth would display:
  • Indicative opening price with next best 4 bids and offers. If the indicative opening price is not determined, then the best bids and offers will be displayed
  • Cumulative quantities at each of these price points

Example of the market depth display
Buy Quantity Buy Price Sell Price Sell Quantity
200 96 91 100
150 95 91.5 100
50 93 93 100
100 91.5 95 100
100 91 96 200
100 90 97 50
    98.5 50
    99 100


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: