FII / DII Data — Live Smart-Money Positioning
Daily participant-wise OI positioning across index futures and options, with divergence flags.
Full participant snapshot (contracts)
📊 Live visualisation
What is FII/DII data?
FII = Foreign Institutional Investors. DII = Domestic Institutional Investors (mutual funds + insurance). Every trading day NSE publishes participant-wise cumulative positioning across four categories: FII, DII, Client (retail), and Pro (proprietary desks). This tells you WHO is holding what — the closest thing retail traders have to seeing institutional money moves. The hero card shows FII and DII net index-futures positioning today plus their 1-day change.
How to read the participant snapshot
FII Idx Net positive = FIIs are net long index futures (bullish). Negative = net short (bearish). Δ 1d = today's change vs yesterday's close — the most actionable number. A big shift like +100K contracts by FII in one day usually precedes 1-3% NIFTY moves in the same direction over the next 5 sessions. DII tends to be counter-FII (they're often net long when FII is short) but with smaller position sizes. Client = retail — usually late to trends, high leverage, provides the liquidity FII/DII trade against.
Smart-money divergence — the real edge
When FII net positioning MOVES OPPOSITE to spot direction, our system flags SMART-MONEY DIVERGENCE. Example: spot rallies 1% but FII sells futures — bearish divergence, spot usually corrects within 3 sessions. Example: spot falls 1% but FII buys futures — bullish divergence, spot usually recovers. In our 5-year backtest, divergence-following trades had ~62% win rate on the 3-day horizon. When the DIVERGENCE chip is YES, pay extra attention to today's flow direction.
Options positioning (CE / PE net)
Beyond futures, participants also carry index option positions. The row breakdown shows CE Net and PE Net per participant. FII long puts + short calls = classic hedge (they're worried about downside). FII short puts + long calls = bullish speculation (rare, usually before a major up-move). Client is the mirror — usually long calls / long puts (paying premium, retail behaviour).
Beyond the snapshot
This page shows the daily snap only. For 5-year timeseries, weekly patterns, monthly seasonality, divergence backtest, and the Fear & Greed index, use the full [Sentiment Lab](/sentiment). It's now free for all logged-in users.
Frequently Asked Questions
How often does FII/DII data update?
NSE publishes once daily around 18:30 IST. This page reflects the latest available.
Is smart-money divergence a reliable signal?
In our 5-year study yes, ~62% win rate on 3-day horizon. Not every divergence works — it's a probabilistic edge.
Where does the participant data come from?
Official NSE participant-wise OI files (PWOI), archived daily since 2011.
What are 'Client' and 'Pro'?
Client = retail traders. Pro = brokers' proprietary desks (own capital, own trades).
Why is the row data in 'contracts' not rupees?
NSE PWOI reports positions in contracts (lots). Multiply by lot size × spot for approximate ₹ exposure.
Open the full live dashboard
Real-time streaming (5-15 sec latency), historical replay, custom alerts, GEX charts, order-flow terminal, strategy backtesting and more. Free account gets you started.
Open Dashboard →