Indian-trading-skills fii-dii-flow-tracker
git clone https://github.com/ajeeshworkspace/indian-trading-skills
T=$(mktemp -d) && git clone --depth=1 https://github.com/ajeeshworkspace/indian-trading-skills "$T" && mkdir -p ~/.claude/skills && cp -r "$T/skills/fii-dii-flow-tracker" ~/.claude/skills/ajeeshworkspace-indian-trading-skills-fii-dii-flow-tracker && rm -rf "$T"
skills/fii-dii-flow-tracker/SKILL.mdFII/DII Flow Tracker
Purpose
This skill tracks Foreign Institutional Investor (FII) and Domestic Institutional Investor (DII) daily buy/sell flows in Indian equity markets and correlates them with Nifty 50 movement. It provides actionable insights on institutional positioning, flow trends, regime changes, and market implications.
When to Use
Activate this skill when the user asks about:
- FII or DII daily, weekly, or monthly buy/sell data
- Institutional flow trends and their market impact
- Whether FII are net buyers or net sellers
- DII activity and mutual fund flow support
- Correlation between institutional flows and Nifty direction
- Sector-wise institutional allocation
- Impact of FII flows on INR (Indian Rupee)
- Historical institutional flow patterns during market events
- Flow regime assessment (bullish/bearish/neutral institutional positioning)
Workflow
Follow these steps in order when the user requests FII/DII flow analysis:
Step 1: Fetch Current FII/DII Flow Data
Use web search to retrieve the latest FII/DII cash market data from authoritative sources:
WebSearch: "FII DII data today {current_date} cash market net buy sell" WebSearch: "NSDL FII activity {current_month} {current_year}" WebSearch: "MoneyControl FII DII activity {current_date}"
Primary data sources to query:
- NSDL (National Securities Depository Limited): Official FII/FPI transaction data
- NSE (National Stock Exchange): Daily institutional trading statistics
- MoneyControl FII/DII page: Aggregated daily flow data with historical tables
- CDSL (Central Depository Services Limited): Supplementary FPI data
- Trendlyne / Tickertape: Pre-computed flow summaries and charts
Extract the following data points:
- FII gross buy value (in crores)
- FII gross sell value (in crores)
- FII net buy/sell value (in crores)
- DII gross buy value (in crores)
- DII gross sell value (in crores)
- DII net buy/sell value (in crores)
- Date of the data
Step 2: Fetch Historical Flow Data for Trend Analysis
Use web search to gather flow data for the trailing period:
WebSearch: "FII DII data last 10 trading days {current_month} {current_year}" WebSearch: "FII net investment {current_month} {current_year} month to date" WebSearch: "FII DII yearly data {current_year} year to date"
Build a table of the last 10 trading days with daily FII and DII net values.
Step 3: Fetch Nifty 50 Price Data
Use Groww MCP tools to get Nifty price data for correlation analysis:
# Get current Nifty LTP get_ltp(search_queries=["NIFTY"], segment="CASH", query_type="stocks") # Get historical Nifty data for correlation (last 30 trading days, daily candles) fetch_historical_candle_data( trading_symbol="NIFTY", start_time="{30_trading_days_ago} 09:15:00", end_time="{today} 15:30:00", interval_in_minutes="1440", exchange="NSE", segment="CASH" )
Use
resolve_market_time_and_calendar to determine the correct trading day range:
resolve_market_time_and_calendar( time_period_unit="day", number_of_periods=30, period_relative_position="previous" )
Step 4: Analyze Flow Patterns
Perform the following analyses on the collected data:
A. Daily Flow Assessment
- Classify today's FII flow: significant buy (> +2000cr), significant sell (< -2000cr), or neutral
- Classify today's DII flow using the same thresholds
- Compare FII vs DII: Are they aligned or divergent?
B. Trend Analysis (10-day rolling)
- Count net buying days vs net selling days for both FII and DII
- Calculate cumulative 10-day net flow
- Identify if selling/buying is accelerating or decelerating (compare last 5 days vs prior 5 days)
C. Monthly and Yearly Context
- MTD (Month-to-Date) cumulative flow for FII and DII
- YTD (Year-to-Date) cumulative flow for FII and DII
- Compare current month's pace to previous months
D. FII:DII Flow Ratio
- Calculate the ratio of FII net to DII net
- Positive ratio with both positive = strong bullish signal
- FII negative, DII positive = DII absorbing FII selling (support floor)
- Both negative = danger signal
Step 5: Identify Flow Regime
Classify the current institutional flow regime:
| Regime | Definition | Market Implication |
|---|---|---|
| FII Net Buyer | FII net positive for 5+ consecutive days or MTD > +5000cr | Bullish for Nifty, INR strengthening |
| FII Net Seller | FII net negative for 5+ consecutive days or MTD < -5000cr | Bearish pressure, INR weakening |
| DII Absorption | FII selling but DII buying offsetting >70% of FII outflow | Market finds floor, limited downside |
| Dual Buying | Both FII and DII net buyers for 3+ days | Strong rally likely, broad-based buying |
| Dual Selling | Both FII and DII net sellers (rare) | Sharp correction risk, liquidity withdrawal |
| Transition Phase | FII switching from seller to buyer (or vice versa) within last 5 days | Trend reversal potential, watch for confirmation |
Step 6: Correlate Flows with Nifty Movement
Analyze the relationship between institutional flows and Nifty price action:
- Map daily FII net flow to Nifty daily change (same day)
- Check if FII flows are leading Nifty (flow change precedes price change by 1-2 days)
- Identify divergences: FII selling but Nifty rising (DII support or retail buying) or FII buying but Nifty falling (other factors dominating)
Use the calculator tool for correlation computation if needed:
calculator(list_of_expressions=[ "correlation coefficient formula components" ])
Step 7: Assess Sector-Level Impact
If the user requests sector-level analysis, use web search:
WebSearch: "FII DII sector wise investment {current_month} {current_year}" WebSearch: "FII portfolio allocation India sectors {current_year}"
Key sector dynamics:
- Banking/Financials: Largest FII holding, most sensitive to FII flows
- IT Services: Benefits from INR depreciation caused by FII outflows
- FMCG: DII/MF favorite, relatively insulated from FII selling
- Oil & Gas, Metals: Driven by global commodity + FII positioning
Step 8: Generate the Flow Report
Use the report template from
assets/flow_report_template.md to structure the output. Fill in all sections with the analyzed data.
Present the report in a clear, structured format with:
- Summary box at the top (today's key numbers)
- Tables for historical data
- Clear trend assessment with directional language
- Actionable implications
- Appropriate disclaimer
Key Metrics Reference
| Metric | Calculation | Significance |
|---|---|---|
| FII Daily Net | FII Buy - FII Sell | Direction of foreign capital flow |
| DII Daily Net | DII Buy - DII Sell | Direction of domestic capital flow |
| FII MTD | Sum of FII daily net for current month | Monthly trend strength |
| FII YTD | Sum of FII daily net for current calendar year | Annual positioning |
| DII MTD | Sum of DII daily net for current month | Monthly domestic support |
| DII YTD | Sum of DII daily net for current calendar year | Annual domestic positioning |
| FII:DII Ratio | FII Net / DII Net | Institutional alignment |
| Flow-Nifty Correlation | Statistical correlation over 20 days | Predictive strength |
| Absorption Rate | DII Net / abs(FII Net) when FII selling | DII's ability to offset FII |
Significance Thresholds
| Level | Daily (crores) | MTD (crores) | YTD (crores) |
|---|---|---|---|
| Minor | < 1,000 | < 5,000 | < 25,000 |
| Moderate | 1,000 - 2,000 | 5,000 - 10,000 | 25,000 - 50,000 |
| Significant | 2,000 - 5,000 | 10,000 - 25,000 | 50,000 - 1,00,000 |
| Major | > 5,000 | > 25,000 | > 1,00,000 |
Important Notes
- FII/DII data is typically released by exchanges after market hours (around 6-7 PM IST for provisional data, next day for final data).
- There can be discrepancies between provisional and final data; always note which version is being used.
- FII data includes all Foreign Portfolio Investors (FPIs) registered with SEBI.
- DII data includes mutual funds, insurance companies, banks, and financial institutions.
- Derivative market FII positions (available from NSE) are a leading indicator and should be consulted alongside cash market data.
- Always present flows in Indian Rupee crores (the standard unit for institutional flow reporting).
- Always include a disclaimer that institutional flow data alone should not be used as the sole basis for investment decisions.
Reference Materials
- Comprehensive methodology for analyzing FII/DII flowsreferences/flow_analysis_methodology.md
- Practical guide for interpreting flow signalsreferences/flow_interpretation_guide.md
- Markdown template for generating flow reportsassets/flow_report_template.md
Tools Used
Use whichever broker MCP is connected (Groww or Zerodha Kite):
| Action | Groww MCP | Zerodha Kite MCP | Fallback |
|---|---|---|---|
| Nifty LTP | | | yfinance |
| Historical data | | | yfinance |
| Trading calendar | | — | Web search |
| Market movers | | — | Web search |
| Shareholding data | | — | Web search |
| Portfolio check | | | — |
| Tool | Purpose |
|---|---|
| Fetch latest FII/DII data from NSDL, NSE, MoneyControl |
| Scrape specific FII/DII data pages for structured data |
| Compute flow ratios, correlations, and aggregates |