Use the exchanges’ own historical reports rather than a broker summary. On NSE, download the date-specific Security-wise Delivery Positions, Full Bhavcopy and Security Deliverable data, and the Bulk Deals or Block Deals CSV from All Reports. On BSE, use the security-wise price-volume data and the Bulk Deals / Block Deals history under Home → Markets → Equity → Historical Data. Match the symbol, security identifier and trading date, then read volume, delivery quantity or percentage, price context and deal details as separate NSE and BSE records.
What you can learn from delivery, volume and deal reports
Three exchange-published measurements answer different questions:
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- Traded volume is the number of shares exchanged during the session.
- Delivery quantity is the quantity reported as deliverable or settled for that session.
- Delivery percentage is delivery quantity divided by traded quantity. Use the percentage published by the exchange when it is available, because the report’s definition and treatment of adjustments are the authoritative reference for that row.
Bulk- and block-deal files add negotiated-trade information: the date, client, buy or sell side, quantity and price (or weighted-average price where supplied). These files do not replace the regular volume and delivery reports; they are a separate lens on disclosed transactions.
A high delivery percentage is not, by itself, proof that investors were accumulating. Delivery can be high in a falling market, after a transfer between related accounts, or when total trading volume is unusually low. Read the percentage alongside volume, price change and any disclosed deal rows.
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NSE: find the historical reports
Start with the Historical Reports archive
NSE’s Historical Reports archive groups the relevant downloads in three areas:
- Bulk Deals/Block Deals/Short Selling Archives for disclosed deal records.
- Price, volume and delivery position archives for daily activity and delivery fields.
- Security-wise Historical Price-Volume Data for a security-level price and volume history.
These archive categories are preferable to copying a value from a chart because they expose the file date and the report type. Keep the downloaded file with your analysis so another person can reproduce the lookup.
Use All Reports for a specific trading date
For a one-day check, open NSE’s All Reports, select the trading date and download the relevant files:
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- Full Bhavcopy and Security Deliverable data for the broader price, volume and deliverable dataset.
- Bulk Deals and/or Block Deals CSV files when you need disclosed transaction rows.
The same date selector also lists market-activity and price/volume files. If one report omits a field you need, use the matching date from the other file rather than substituting a different session.
Filter the NSE file correctly
- Identify the company’s exact NSE symbol; do not filter only on a partial company name.
- Confirm that the report’s trading date is the date you intend to study. A weekend, exchange holiday or corporate-action adjustment can make a calendar date different from the session date.
- Record traded volume, delivery quantity and delivery percentage. Also capture close, VWAP or another price field when the selected file provides it.
- Search the Bulk Deals and Block Deals CSVs for the same symbol and date. Preserve every matching row, including multiple clients or both buy and sell sides.
- Save the original CSV and note the download time. NSE says the bulk/block page may change after member requests, so a later download can contain amended data.
The on-page NSE bulk/block display is limited to 70 records. Download the CSV when you need more records or want to filter locally; the file is the practical source for a complete date range.
BSE: locate price-volume and deal history
Use the BSE historical-data path
For BSE-listed activity, the navigation path given in BSE’s FAQ is Home → Markets → Equity → Historical Data → Bulk Deals / Block Deals. BSE’s security-wise price-volume page is the companion source for session activity.
- Open the equity historical-data area and select the security or identifier used by BSE.
- Choose the trading date or date range.
- Retrieve the security-wise price and volume record, then separately open the Bulk Deals / Block Deals history for the same session.
- Capture the exchange’s displayed quantity, price or weighted-average price, client name and buy/sell side.
Use the identifier shown by BSE rather than assuming the NSE symbol is identical. A company can have different symbols, codes or naming conventions on the two exchanges.
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Do not add NSE and BSE volumes or deliveries merely because the company name is the same. A trade belongs to the exchange on which it was executed, and a disclosed deal can appear in one exchange’s report but not the other. Reconcile the following before comparing records:
- Trading date and, where shown, report version.
- Security symbol or code and company name.
- Quantity units and whether the value is traded volume, deliverable quantity or deal quantity.
- Price basis: close, VWAP, trade price or weighted-average deal price.
- Whether an entry is an amended or later-reported row.
When both exchanges publish rows for the same company, present them as separate observations and explain any difference instead of creating a combined total with unverified duplicates.
How to calculate and record delivery percentage
Use the exchange field when it exists
The basic relationship is:
delivery percentage = (delivery quantity ÷ traded volume) × 100
For a published report, copy the exchange’s delivery percentage and retain the underlying delivery quantity and volume. The underlying figures let you detect a small-volume session in which a large-looking percentage may represent relatively few shares.
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If a file supplies delivery quantity and traded volume but no percentage, calculate it using the formula above, keep full precision in your worksheet and round only for display. Label the result as your calculation, identify the two source columns and retain the original file. Do not calculate a percentage from a bulk-deal quantity: a deal row is not the session’s total deliverable quantity.
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Record the context with each value
A useful row in a spreadsheet contains:
- Exchange (NSE or BSE).
- Trading date and report name.
- Symbol or security code.
- Traded volume.
- Delivery quantity.
- Published or calculated delivery percentage.
- Close, VWAP or other supplied price field.
- File name, download date and any amendment note.
This structure prevents a percentage from being detached from the session and makes later checks possible.
Bulk deals: definition and fields
SEBI defines a bulk deal as transactions in a scrip on an exchange where the total quantity bought or sold is more than 0.5% of the company’s equity shares listed on that exchange. The threshold is based on listed equity on the relevant exchange, not on a media estimate of the company’s entire share capital.
In a bulk-deal report, inspect each row rather than reading only the company total:
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- Deal date: the session in which the transaction was disclosed.
- Client name: the reported buying or selling account.
- Buy/sell side: whether that client was reported as buyer or seller.
- Quantity: shares in the disclosed transaction.
- Price: trade price or weighted-average price, according to the file.
- Exchange and identifier: the venue and security to which the row belongs.
Several rows can relate to one company on one day. A disclosed seller and buyer may be different clients, and the presence of a bulk row does not tell you whether the position was retained after the trade. Compare the deal quantity with that session’s total volume and with subsequent disclosures rather than treating the row as a complete ownership story.
Block deals: what the separate report means
A block deal is reported through a separate block-trade mechanism. NSE Clearing states that the exchange provides a separate window for executing block deals. That operational distinction is why block-deal rows should be read from the block-deal report, not inferred from an unusually large bar in a volume chart.
Check the same fields used for bulk deals—date, client, side, quantity and price—and retain the report’s deal type. A block transaction can be substantial without being a bulk deal under SEBI’s more-than-0.5%-of-listed-equity definition; the labels describe different reporting concepts.
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A repeatable NSE-and-BSE workflow
Step 1: define the question
Decide whether you need one session, a date range, or a screening series. Specify whether “delivery” means the exchange-published percentage, the underlying deliverable quantity, or both. Write down the company’s exchange identifiers before downloading files.
Step 2: download the primary files
For NSE, obtain Security-wise Delivery Positions, Full Bhavcopy and Security Deliverable data, and the Bulk Deals or Block Deals CSV for each required date. For BSE, obtain the security-wise price-volume record and the historical Bulk Deals / Block Deals result through the equity historical-data path.
Step 3: normalize without merging
Create separate NSE and BSE tabs or datasets. Normalize date format, quantity units and column names, but preserve the original symbol or code. Add a source-file column so every value can be traced to a download.
Step 4: match the security and date
Filter by the exact identifier and trading date. If a company name appears in more than one row, verify the security code, series or segment before selecting a record. Exclude rows for other instruments that merely share a similar name.
Step 5: capture activity and price
Record volume, delivery quantity, delivery percentage and the available close or VWAP. In a separate deal table, record every matching bulk or block row with client, side, quantity and price.
Step 6: cross-check and annotate
Compare the date, identifier, quantity and price fields across files from the same exchange. Mark amended or later-changed entries. Only after those checks should you compare the NSE and BSE observations.
Step 7: preserve the evidence
Store the downloaded CSVs, the date selected, your calculation formula and any filters used. This is especially important for NSE bulk/block data because the exchange notes that records can change following member requests.
Independent reader supportYour contribution helps us test, update, and keep practical guides available for everyone.How to interpret delivery with volume and price
High delivery percentage with rising price
This combination indicates that a large share of the session’s traded quantity was reported as deliverable while the price advanced. It can be consistent with buying interest, but the fields do not identify the ultimate intent or holding period of the participants. Check whether volume was also high relative to the stock’s own recent sessions and whether any deal rows explain part of the activity.
High delivery percentage with falling price
Deliverable trades can accompany distribution or forced selling. A high percentage alone cannot distinguish those possibilities. Read the sell-side deal rows, price direction and subsequent sessions before drawing a conclusion.
Low delivery percentage with very high volume
Heavy intraday activity can produce large volume while a smaller proportion is reported as deliverable. This pattern is a reason to inspect the volume and price fields together, not a standalone signal of either accumulation or weakness.
Small volume and an extreme percentage
When traded volume is small, a modest change in deliverable quantity can create a large percentage. Keep the absolute quantities visible and avoid ranking sessions by percentage alone.
Common mistakes and fixes
| Mistake | Why it misleads | Fix |
|---|---|---|
| Copying a value from a chart or social-media post | The date, field definition or later amendment may be missing. | Download the exchange report and retain the file. |
| Using the company name as the only filter | Similar names, multiple series or different identifiers can produce the wrong row. | Match the exact exchange symbol or security code and date. |
| Adding NSE and BSE volumes | The rows represent different venues and may duplicate the same economic activity in an unverified way. | Keep venue-level totals separate; combine only with a documented methodology. |
| Calling every large trade a block deal | Block deals are separately reported through an exchange window. | Check the official Bulk Deals and Block Deals reports. |
| Using bulk-deal quantity as delivery quantity | A disclosed deal row is not the session’s total deliverable volume. | Use Security-wise Delivery Positions or the equivalent price-deliverable file for delivery. |
| Ignoring the 70-row display limit on NSE | The on-page view can omit records beyond the displayed rows. | Download the CSV for a complete result set. |
| Treating a reported client as the company’s permanent owner | The report identifies a transaction participant, not the later ownership position. | Describe the row as a disclosed trade and seek subsequent filings for ownership changes. |
What a defensible stock note should show
A clear note separates observation from interpretation. For each session, show the exchange, date, symbol or code, volume, delivery quantity, delivery percentage and price field. Follow it with a deal table containing deal type, client, side, quantity and price. State whether each percentage was copied from the exchange or calculated, and identify any amended data.
Then explain the relationship among the fields in plain language: for example, whether delivery percentage rose because deliverable quantity increased, because total volume fell, or both. If a bulk or block row exists, compare its quantity with the session volume without implying that it represents all buying or selling in the stock.
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- Have you selected the correct trading date rather than a calendar date?
- Did you use the exact NSE symbol or BSE security identifier?
- Are volume and delivery quantity taken from the same session and exchange?
- Did you preserve the exchange-published percentage or document your calculation?
- Did you download the NSE CSV when more than 70 deal records could be relevant?
- Did you inspect both Bulk Deals and Block Deals reports?
- Are client, side, quantity and price recorded for every matching deal row?
- Did you keep NSE and BSE observations separate?
- Did you check for amended or later-changed records?
- Are price direction and absolute volume shown beside delivery percentage?
Bottom line: use primary files, not a single signal
The reliable method is procedural: download the exchange files for the exact session, match the identifier, record volume and delivery fields, inspect bulk and block rows separately, and retain the original CSVs. Delivery percentage becomes useful only when its denominator, absolute quantity, price context and exchange are visible. Bulk deals are transactions above SEBI’s more-than-0.5% listed-equity threshold, while block deals are reported through a separate exchange window; neither label, by itself, proves future price direction.
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