📊 NSE Data Guide

NSE All Reports Explained: Bhavcopy, FII-DII Data & Free Trading Resources Guide

AH
Anil Hanegave
Founder, Trading Direction
🕒 9 min read 📅 Updated Aug 2026 🏆 60,000+ Students
Quick Answer
Every day after market close, NSE publishes a free downloads hub — nseindia.com/all-reports — with Bhavcopy, FII/DII activity, VaR margin files, 52-week high/low data and historical archives. This guide breaks down exactly which reports matter for CPR and Price Action traders, and how to use them.

At Trading Direction, we always say — "Price action is king, and data is its proof." The NSE All Reports page is exactly that proof. It's the same official data source behind tools like the NSE Option Chain, NSE Heatmap and NSE Bhavcopy that traders search for daily — except here it's structured for download and backtesting, not just a live snapshot. In this article, we'll break the page down section by section and show you exactly how a serious trader should use it.

What Is the NSE All Reports Page?

NSE All Reports (nseindia.com/all-reports) is the exchange's official downloads hub. It's split into four major segments:

  • Capital Market (Equities & SME) — Bhavcopy, delivery data, 52-week high/low, margin files
  • Derivatives — F&O bhavcopy, open interest, margin files
  • Debt — corporate bond and G-Sec trade reports
  • EGR (Electronic Gold Receipts) — gold receipts trading data

Within each segment you'll find Daily Reports, Monthly Reports, Archives and Historical Reports tabs — meaning you can pull today's data or go back several years.

6 Most Useful Reports for Equity Traders

CM – Bhavcopy (csv)
Gives youEvery stock's Open, High, Low, Close, Volume, Turnover
Use it forVerify CPR/pivot calculations, build backtesting data
Security-wise Delivery Position
Gives youDelivery % — how much volume actually went to delivery
Use it forSeparate genuine breakouts from intraday churn
52 Week High Low Report
Gives youCorporate-action-adjusted 52-week high/low list
Use it forShortlist momentum & breakout candidates for swing trades
CM – Market Activity Report
Gives youMarket-wide daily advance/decline & turnover summary
Use it forCheck overall market bias before a Narrow CPR trade
CM – VaR Margin Rates
Gives youIntraday margin requirement per stock
Use it forPlan position sizing and risk management
Historical Index Data (NIFTY 50 / VIX)
Gives youIndex daily OHLC and India VIX history
Use it forBuild your own CPR width & volatility study for Nifty

How to Verify CPR Levels Using Bhavcopy

In the Trading Direction CPR Brahmastra Strategy, we calculate Pivot, TC and BC from the previous day's High, Low and Close. Most students check these levels on their broker's charting tool, which is usually accurate — but data feeds occasionally differ slightly between vendors. NSE's Bhavcopy is the exchange's own official record, which makes it your "source of truth."

  1. Go to the NSE All Reports page and select the "CM - Bhavcopy (csv)" report.
  2. Choose the date you need and download it — the file opens directly in Excel.
  3. Pull out the High, Low and Close for your watchlist stock.
  4. Apply the formula: Pivot = (High + Low + Close) / 3, TC = (High + Low) / 2, BC = (2 × Pivot) − TC.
  5. Match this against your CPR indicator's levels — if there's a mismatch, check your data feed source.

FII/DII and Sector Data: What the Big Players Are Doing

The All Reports page also carries "Position/Investment Limits" and participant-wise position files that show whether institutional players are leaning long or short. For sector-level conviction, we combine this with Trading Direction's own portfolio and sector-rotation research — the same approach we used when analyzing sector allocation with Screener.in and Trendlyne data.

Trading Direction Tip: Before taking any Narrow CPR breakout, check that day's Market Activity Report. If overall declines outnumber advances, even a bullish breakout in an individual stock may carry weak conviction.

Backtest Your Strategy Using Historical Reports

The "Historical Reports" section on the NSE All Reports page holds security-wise and index-wise archives going back several years. This is one of the most valuable resources for students who want to manually backtest the CPR Brahmastra or Narrow CPR strategy:

  • Security-wise Archives — download multi-year OHLC for any stock and build your own CPR width % study
  • Historical Index Data (NIFTY 50) — calculate a win-rate for Narrow vs Wide CPR days on the index
  • Bulk Deals / Block Deals Archives — track large institutional trades, which often precede continuation after a breakout

Other NSE Pages Worth Bookmarking

The All Reports page covers historical and downloadable data, but a few other official NSE pages are just as useful for daily decision-making:

📈 NSE Option Chain Live Nifty/Bank Nifty option chain for reading OI build-up before entries
🗺️ NSE Heatmap A quick visual read of sector and index heat for the day
🆕 NSE IPO Page Upcoming and current IPO listings for primary-market opportunities
📅 NSE Holidays Trading holiday calendar — useful for planning expiry and swing trades
📢 NSE Circulars Official notices on margin changes, surveillance actions & F&O updates
📥 NSE Bhavcopy Same data used inside All Reports — the daily end-of-day price record

3 Mistakes to Avoid When Downloading Reports

  • Calculating CPR from Close price alone — High and Low matter just as much; use adjusted values where the report specifies.
  • Ignoring delivery % — high volume with low delivery is often just intraday speculation, not a genuine trend.
  • Deciding off a single day's data — always cross-check the last 3-5 trading days to confirm the pattern.

A Practical Workflow for Trading Direction Students

If you follow the CPR Brahmastra Strategy, here's a simple routine we suggest:

  1. Download NSE Bhavcopy about 30-45 minutes after market close.
  2. Note the Narrow CPR and delivery % for the top 15-20 stocks on your watchlist.
  3. Check the Market Activity Report for the overall advance/decline bias.
  4. Prepare your next-day trade plan — entry, stop loss and target, all against CPR levels.
  5. Once a week, update your Nifty CPR journal using Historical Index Data.

Want to Learn to Read the Data, Not Just Download It?

In the CPR Brahmastra Strategy, we teach every concept — from pivot calculation to live trade execution — step by step, with live Sunday sessions.

See the Free Course →

FAQs

Is the data on the NSE All Reports page free?

Yes, Bhavcopy, historical data and most reports on the NSE All Reports page are available for free download without login.

What time does Bhavcopy get updated?

NSE typically publishes the day's Bhavcopy a few hours after market close (3:30 PM), usually by evening. Exact timing can vary slightly.

Which report should I use to calculate CPR?

Use the CM - Bhavcopy (csv) report — it gives the Open, High, Low and Close for every stock, which is exactly what's needed to calculate CPR (Pivot, TC, BC).

How many years back does historical data go?

Security-wise and Index historical archives cover several years — the exact range depends on the specific report type.

Is the NSE All Reports page different from the NSE Option Chain or Heatmap?

Yes — the Option Chain and Heatmap show live, real-time market snapshots, while the All Reports page is for downloadable end-of-day and historical data used for analysis and backtesting.

NSE All Reports NSE Bhavcopy NSE Option Chain NSE Heatmap CPR Strategy Trading Direction Delivery Data Nifty Historical Data

Disclaimer: The content provided in this blog, article or charts is strictly for educational purposes only and should not be considered financial or investment advice. Trading involves significant risk, and you are advised to engage in trading activities at your own discretion and responsibility. We do not provide any buy/sell recommendations. We are not SEBI-registered advisors — please consult a qualified financial professional before making any investment decision.

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