Bulk and block deals

Bundles: flows/deals/latest, flows/deals/recent (last 45 days) and flows/deals/daily. Code: compute/deals.py and publish/deals.py; step deals.

What they are

• Bulk deal: one client’s trades in a stock in a session add up to more than 0.5% of the company’s listed shares. The exchange discloses the client’s name, side, quantity and weighted average price.
• Block deal: a single trade of at least ₹10 crore done in the separate block-deal window.

Source: NSE’s bulk.csv and block.csv archive files, captured daily by the Data bank (nse_bulk_block_deals).

• NSE publishes only the latest session openly. Its date-range history sits behind bot protection, which we don’t work around.
• So the record begins with session 1 Oct 2026 and grows one session at a time. Any session the daily capture misses is lost.
• The first session’s row counts equal NSE’s files: 157 bulk and 6 block.

Reading it

• Value = quantity × price.
• A buy and a sell in the same stock by different clients are often the two sides of one transaction, so summing all buys “as demand” double-counts nothing but doesn’t measure net flow either.
• Client names are printed as NSE gives them; we don’t map them to entities.

Next: BSE’s bulk and block deals, and the shareholding-pattern and insider-trading disclosures (docs/DATA_GAPS.md).