What is FUTIDX vs FUTSTK in NSE F&O?

FUTIDX refers to index futures contracts on NSE — primarily Nifty 50, Bank Nifty, Midcap Nifty, and Nifty Financial Services. These are the most liquid futures instruments and are heavily used by FIIs for hedging and directional bets. FUTSTK refers to single-stock futures (equity futures) on F&O-eligible NSE stocks. Stock futures are useful for studying institutional accumulation and individual stock-specific positions.

How do I use historical futures OI to identify rollover and build-up?

By tracking OPEN_INT over the 80-day contract lifespan, you can see how positions are built up early in the contract month and then rolled over (OI falls in near expiry, rises in next expiry) near expiry week. Rising OI with rising price = Long Build-up (bullish). Falling OI with rising price = Short Covering (bullish). Falling price + rising OI = Short Build-up (bearish). This is the OI interpretation framework used by professional F&O traders.

What does OI Change per Trade mean for futures?

OI_CHG_TRD_VAL_PER_TRADE (or OPEN_INT_CHG / traded value per trade) for futures measures how aggressively institutions are building new positions relative to trading activity. A high value means large directional position-taking. Near expiry, this metric often spikes as large players roll positions into next month contracts.

What is futures rollover and how does it appear in historical data?

Futures rollover is the process where traders close their position in the expiring near-month contract and open a fresh position in the next month contract. In historical data, you can see OI falling sharply in the last week of the expiry month as positions are closed, and simultaneously rising OI in the next expiry. High rollover percentage (>80%) signals strong continuation of directional bias.

What is the Monthly Expiry Only filter for futures?

The Monthly Expiry Only toggle filters expiry dates to show only the last Thursday of each month — the traditional NSE monthly futures expiry. While weekly futures expiries exist for some indices, monthly contracts carry the dominant open interest and are the primary instrument for positional trading and rollover analysis.

NSE Historical Futures Data — Nifty 50 Futures OI Scann...

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NSE Historical Futures Data — OI & Rollover Analysis

This scanner provides NSE historical futures data for every active futures contract on the National Stock Exchange of India. Choose FUTIDX (index futures — Nifty, BankNifty, FinNifty) or FUTSTK (individual stock futures), select your expiry, and chart up to 80 trading days of open interest, traded value, OI change, and all derived metrics over the contract lifespan. Identify rollover patterns, build-up momentum, and institutional positioning changes — all sourced from official NSE EOD files.

📉 Futures OI History 🔄 Rollover Analysis 🏦 FUTIDX & FUTSTK 📊 80-Day Timeline 🔁 OI Change Per Trade 💹 Day Wise & Gross Data 📌 Pin & Compare Contracts

Historical Futures Data — Frequently Asked Questions

What is NSE historical futures data and why is it important?

NSE historical futures data consists of daily end-of-day snapshots of all active futures contracts on NSE — including open interest (OI), traded quantity, price, OI change, and derived metrics like OI change per trade. By studying how futures OI evolves over the 80-day contract lifespan, traders can understand institutional positioning, identify build-up and unwinding phases, and anticipate expiry-driven price movements.

What is the difference between FUTIDX and FUTSTK?

FUTIDX (Index Futures) includes contracts on major indices — Nifty 50, Bank Nifty, Midcap Nifty, and Nifty Financial Services (FinNifty). These are the most liquid instruments in NSE's F&O segment, primarily traded by FIIs, institutional desks, and large HNIs for hedging and directional exposure. FUTSTK (Stock Futures) covers individual equity futures for F&O-eligible companies. Stock futures are useful for spotting stock-specific institutional activity, particularly around earnings, corporate events, and sector rotations.

How do I interpret OI change in futures data?

The standard OI interpretation framework for futures:

Price ↑ + OI ↑ → Long Build-up — fresh buyers entering, bullish signal
Price ↑ + OI ↓ → Short Covering — bears closing shorts, bullish signal
Price ↓ + OI ↑ → Short Build-up — fresh sellers entering, bearish signal
Price ↓ + OI ↓ → Long Unwinding — bulls exiting, bearish signal

Tracking this pattern day-by-day over the 80-day contract window reveals the dominant sentiment trend and where institutional conviction is strongest.

How can I study futures rollover using historical data?

Futures rollover occurs when traders close their near-month contract and open a fresh position in the next month's contract — typically in the last week before expiry. In historical data, you can observe this as a sharp OI drop in the near expiry combined with OI buildup in the next expiry. A high rollover percentage with maintained directional bias (e.g., rolling a long position forward) is a strong signal that institutional players expect the trend to continue beyond the current expiry.

Which metrics are most important in historical futures analysis?

OPEN_INT — Raw open interest. Rising OI = more active positions.
OPEN_INT_CHG — Daily OI change. Positive = fresh position addition.
CLOSE_PRICE — Futures settlement price for OI interpretation.
TRD_VAL / TRD_QTY — Trading volume and value. High volume = high participation.
OI_CHG_TRD_VAL_PER_TRADE — OI change per unit of traded value per trade. High = strong institutional conviction.
GROSS_ metrics — Same metrics including intraday squaroffs for total activity picture.

How does the Pin to Comparison feature work?

After viewing any contract's 80-day history chart, click ➕ Pin to Comparison to save the current chart. You can then change the expiry, symbol, or metric and pin another chart. All pinned charts are displayed side-by-side below the main chart, enabling direct visual comparison of different contracts, expiries, or metrics — for example comparing near-month vs far-month OI buildup, or OI vs traded value for the same contract.

How does Nifty 50 futures history compare to the Sensex index today?

Nifty 50 futures, traded on the National Stock Exchange (NSE), are the most liquid derivatives contracts in India. Because institutional players trade across nse bse exchanges, historical Nifty futures positioning patterns heavily influence the cash market of both exchanges, moving both Nifty and the sensex index today. Futures traders also align these historical trends with overnight moves in the sgx nifty / Gift Nifty or sgx live to verify opening ranges.

📉 NSE Historical Futures Data Scanner

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NSE Historical Futures Data — OI & Rollover Analysis

Historical Futures Data — Frequently Asked Questions