How our data is built: tick by tick, every instrument, and what we refuse to do with it

"Institutional grade" is a phrase every app uses and few define. This page is the definition for TBTflow: what is captured, at what resolution, from where, how long it is kept, and what is deliberately not done with it. Every line here can be checked against a page on the site that shows the data. Where a number is approximate we say so.

What is captured, tick by tick

Cash equities. Every NSE F&O-eligible stock, about 210 names, on a live full-depth websocket: every trade print and the top five levels of the order book on both sides, with quantities and order counts, at the exchange's own cadence. The raw ticks are kept for five sessions, roughly 700 megabytes a day, and every minute is rolled into a permanent summary of flow, book totals and imbalance.

Stock futures. The current-month future of every name in that universe, about 208 contracts, on the same full-depth feed: prints and five levels each side. Per-minute summaries are permanent; since 8 September 2026 the raw five-level ticks are also stored, for 90 days, to support the pending study of whether the stock-futures book leads the index.

Index futures. NIFTY and SENSEX current and next month, prints and five levels, raw ticks kept 90 days. This is the series behind the futures flow, basis and order-flow-imbalance reads.

Index options. Two sources on purpose. A REST poll of the full NIFTY and SENSEX chain every ten seconds during the session, 25 strikes each side of the money, with price, open interest, implied volatility and gamma per strike, kept as a permanent per-strike log. And a live analytics websocket for 84 index option legs that carries price, open interest, the Greeks and the book every few seconds, logged every 30 seconds. Stock options: the at-the-money call and put of every F&O stock every five minutes, with implied volatility and the Greeks, kept for 400 days so a stock can be measured against its own history.

What is built from it every minute

A one-minute research log of the index tape with about 90 columns: futures order flow in rupees, cash net flow with block prints attributed and removed, breadth on two definitions, option quadrant flows, the pin-book depth read, and, since 8 September, the composite depth imbalance across the fifty largest stock futures. Every row is stamped afterwards with what the index did 5, 15, 30 and 60 minutes later, so any measure on the site can be graded against the future it claimed to see. The event ledger records every print above a size bar with its aggressor side. Gamma Terrain rebuilds the option structure every 30 seconds.

What is deliberately not done

No measure becomes a verdict without a sample. A new reading runs in shadow first, pre-registered with a decision date, and needs about 46 sessions before it is called an edge or killed. Several readings on this site are labelled as measurements for exactly that reason, and the killed ones are listed in the ideas registry so they are not rebuilt.

Holes are shown as holes. When the exchange rate-limits the option-chain poll in the expiry endgame, which it did on 16 of 21 measured expiries, the chart shows a band with no line through it. A straight line across missing data would be a lie about the high and the low.

The closing auction is excluded from every baseline. The 15:28 cash print is about a thousand times a normal minute. Any average that includes it is wrong.

Index and futures are never mixed. The index has no traded volume, so it has no VWAP; the futures VWAP is labelled as such. Basis is futures minus the index from the cash feed, never from a mislabelled series.

Nothing here is advice. The vocabulary is "data shows", never "signal" or "call". TBTflow is not registered with SEBI. Every reading describes activity that has already happened on the tape.

Where it runs

One server in Bengaluru, two virtual CPUs, four gigabytes of memory, a separate volume for tick storage. A watchdog measures every recurring job for duration, not only for success, because a job that takes ten seconds of every minute starves the product on a box this size. A nightly reconciliation counts the rows every writer should have produced and alarms on the ones that are short. Silent failures are found by watching behaviour, not by waiting for alerts.