Data and Reports Download
NSE Clearing downloads various reports in csv format to clearing members in relation to trades, obligations, deliveries, auctions, corporate actions, settlements and shortages. They are downloaded in the member's Reports folder on the Extranet and are as follows:
Member specific reports
Delivery reports for Equity and Auction:
|
File type |
File description |
UDIFF nomenclature |
Additional notes |
|
Delivery |
Provisional Delivery report for Auction market to Clearing member |
Delivery _NCL_CM_Auction_CM_<memcode>_<Trade date>_P_0000.csv |
This report will be generated on Trade day at end of day. The report will provide details of EPI allocation, EPI reversal and Net deliverable and receivable obligation. |
|
Delivery |
Final Delivery report for Auction market to Clearing member |
Delivery _NCL_CM_Auction_CM_<memcode>_<Trade date>_F_0000.csv |
This report will be generated on T+1 day post settlement. Will contain detail of Securities received from member fully or partially, Securities delivered fully or short to member or client, Close-out amount receivable or payable. Additionally penalty on security shortage shall be provided. As the penalty billing is done on monthly basis the penalty information in the file shall be indicative and exclude of taxes. |
|
DeliveryDpo |
Final T+1 Delivery report direct pay-out for Auction market to Clearing member |
Delivery _NCL_CM_Auction_CM_<memcode>_<Trade date>_P_0001.csv |
This report will be generated on T+2 day post auction settlement. Will contain detail payout of Securities received from member fully or partially, Securities delivered fully or short to member or to client demat account. |
|
Delivery |
Provisional T day Delivery report for Normal market to Clearing member |
Delivery _NCL_CM_EquityT1_CM_<memcode>_<Trade date>_P_0000.csv |
This report will be generated on T day at end of day. The report will provide details of EPI allocation, EPI reversal for Normal, Trade for Trade and ITP |
|
Delivery |
Provisional T+1 day Delivery report for Normal market to Clearing member |
Delivery _NCL_CM_EquityT1_CM_<memcode>_<Trade date>_P_0730.csv |
This report will be generated on T+1, post generation of final obligation. It will contain details of Net deliverable and receivable obligation presently available in DLVR report for Normal, Trade for Trade and ITP |
|
Delivery |
Final T+1 Delivery report for Normal market to Clearing member |
Delivery _NCL_CM_EquityT1_CM_<memcode>_<Trade date>_P_0001.csv |
This report will be generated on T+1 day post settlement. Will contain detail of Securities received from member fully or partially, Securities delivered fully or short to member or client, Security Shortages sent to Auction and Valuation amount receivable or payable, Close-out amount receivable or payable for securities not sent for Auction. Additionally penalty on security shortage shall be provided. As the penalty billing is done on monthly basis the penalty information in the file shall be indicative and exclude taxes. |
|
DeliveryDpo |
Final T+1 Delivery report direct pay-out for Normal market to Clearing member |
Delivery _NCL_CM_EquityT1_CM_<memcode>_<Trade date>_P_0001.csv |
This report will be generated on T+1 day post settlement. Will contain detail payout of Securities received from member fully or partially, Securities delivered fully or short to member or to client demat account. |
|
Delivery |
Final T+1 Delivery report for T+0 market to Clearing member |
Delivery _NCL_CM_EquityT0_CM_<memcode>_<Trade date>_P_0001.csv |
This report will be generated on T day post settlement. Will contain detail of Securities received from member fully or partially, Securities delivered fully or short to member or client, Security Shortages and Close-out amount receivable or payable for securities. Additionally penalty on security shortage shall be provided. As the penalty billing is done on monthly basis the penalty information in the file shall be indicative and exclude taxes. |
Obligation reports:
- Daily obligation report: This report provides the daily cumulative net buy and sell position for a trading day
- Final Obligation report; This report provides the net obligation for securities and funds to be delivered or received and is downloaded on the T+1 day
- Net daily obligation report: This report provides the daily cumulative net buy and sell position for a trading day
- Net Final obligation report: This report provides the net obligation for securities and funds to be delivered or received and is downloaded on the T+1 day
Funds reports:
- Daily Funds statement: This report gives the detailed break-up of debits/credits effected to the clearing bank account as appearing in the daily funds summary statement.
- Bank Summary report: This report provides details about the transactions effected in the members' clearing account at the Clearing Bank.
Auction reports:
- Auction difference report: This report gives details of the auctioned deliveries for which the valuation price exceeds the auction traded price.
Market reports:
- Securities master: This report gives details of the security symbol, ISIN, security code, series etc.
- Corporate action report: This report gives a symbol wise and series wise list of all corporate actions alongwith the respective record dates /book closure dates, no delivery period, ex date etc.
- Settlement calendar : this report gives the monthly settlement schedule
Other reports:
- Custodian trades report: This report gives the cp code wise trade details for a member
- Order confirmation report: This report is downloaded to custodians for confirmation of orders and OTR
- Trades report: This report gives the trade details such as symbol, cpcode, client code, quantity, value for all trades executed by a member.
The reports are in comma separated (csv) format and in specified structure.
Member Wise STT file (This file gives the client wise security wise securities transaction tax calculated for a member for a trading day (MWST))
Securities Transaction Tax (STT)
File name: MWST_DDMMYYYY.csv
where
MWST = Member wise securities transaction tax
XXXXX = Trading Member code
DDMMYYYY = Trade Date
All of the following data will be contained in one file only. The file will be a comma separated file.
Control record type 10 - Trading Member level STT information
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 01 |
| STT Date | Mandatory | DD-MON-YYYY |
| Due date of payment | Mandatory | DD-MON-YYYY |
| Member type | Mandatory | |
| Member code | Mandatory | |
| Total STT | Mandatory |
Detail record type 20 - Client level STT information Mandatory
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 20 |
| STT Date | Mandatory | DD-MON-YYYY |
| Client Code | Mandatory | |
| Total STT | Mandatory |
Detail record type 30 - Client Securities level STT information
| Field Name | Mandatory / Optional | Description |
|---|---|---|
| Record Type | Mandatory | Value = 30 |
| STT Date | Mandatory | DD-MON-YYYY |
| Trading Client Code | Mandatory | |
| Settlement Type | Mandatory | |
| Settlement Number | Mandatory | |
| Security Symbol | Mandatory | |
| Security Series | Mandatory | |
| Total Buy quantity | Mandatory | |
| Total Sell quantity | Mandatory | |
| Total Buy value | Mandatory | |
| Total Sell value | Mandatory | |
| Volume Weighted Average Price | Optional | Applicable only for netted settlements |
| Purchase quantity - delivery | Mandatory | |
| Sale quantity - delivery | Mandatory | |
| Sale quantity - other than delivery | Mandatory | |
| Purchase value - delivery | Mandatory | |
| Sale value - delivery | Mandatory | |
| Sale value - other than delivery | Mandatory | |
| STT purchase delivery | Mandatory | |
| STT sale delivery | Mandatory | |
| STT sale other than delivery | Mandatory | |
| Total STT | Mandatory |
Updated on: 04/04/2025
