FII DII Data — 08 Oct 2026
Daily FII and DII cash and derivative activity on the NSE, with a 30-day trend, per-segment breakdown, and a participant-OI lens you won't find elsewhere.
FII/DII data shows how much foreign (FII) and domestic (DII) institutions bought or sold on the NSE each day. Strota tracks the cash-market net, the derivative open-interest breakdown by participant type (FII/DII/Pro/Client), and a 30-day trend — updated automatically after NSE publishes the figures (~5–7 PM IST).
FII and DII activity is the single most-watched flow signal in Indian markets. When foreign institutional investors buy and domestic institutional investors sell, it usually pushes prices up. When the reverse happens, the index pulls back. Strota tracks both sides daily — cash market net, derivative open interest by participant type, and the 30-day trend that puts today's number in context.
Most public sources give you a single line: "FII net selling ₹2,341 Cr today." That tells you almost nothing on its own. You need the segment breakdown (index futures vs index options vs stock futures vs stock options), the participant share (FII long-short ratio in index futures), and the recent trend (are FIIs net sellers for the 12th day in a row, or just one bad day in a buying streak?). Strota's FII DII tracker surfaces all three on one page.
Data is sourced from NSE's daily participant-wise open interest archive and NSE's FII/DII cash market provisional series, consolidated across NSE, BSE and MSEI. The cash market number is provisional around 5 PM IST and finalised by 6 PM IST; participant OI is published around 7 PM IST. Strota pulls the file once published and updates this page immediately.
Cash market vs derivative market — why both matter
Cash market net is the simplest signal: total value of stocks FIIs bought minus the total value they sold today. Scope note: this is NSE's own FII/DII cash-market series, which is consolidated across NSE, BSE and MSEI — the same series Moneycontrol and the other outlets quote, so our figure matches the headline number you see elsewhere. NSE also publishes a separate NSE-only table on the same report page, and that one is smaller (on 1 October 2026 it showed a foreign net of ₹9,159.99 crore against the consolidated ₹9,484.22 crore). A positive number means net buying; negative means net selling.
But FII positioning in derivatives often matters more for index direction. FIIs frequently use index futures and index options to hedge or to express short-term views without moving the cash market. An FII that's net-buying ₹500 Cr in cash but simultaneously building large index put positions is not bullish — they're protecting an existing book or expressing a tactical short.
Strota shows both, side by side, with the participant OI ratios (FII long share, FII short share, FII long-short ratio) so you can see if the cash-and-derivatives picture agrees or diverges. Divergence is often the most actionable signal.
The four participant types in NSE's data
NSE breaks every derivative open-interest holder into four categories. Understanding the difference is the price of admission to reading FII data correctly.
FII (Foreign Institutional Investor) — registered foreign funds, sovereign wealth, large foreign asset managers. Historically the marginal price-setter for large-cap Indian equities; flows tend to be persistent (positions held for weeks or months) rather than reactive.
DII (Domestic Institutional Investor) — Indian mutual funds, insurance companies, pension funds. DII flow is often counter-cyclical to FII flow because Indian retail SIPs feed DIIs steadily even when FIIs sell. The 'India's structural buyer' narrative refers to this.
Pro — proprietary trading desks of brokerages. Short-term, often intraday-to-weekly positioning. Pro positioning is the most predictive of next-day moves but reverses fastest.
Client — retail traders and small institutional clients combined. Largest in count, smallest in average position size. Generally a contra-indicator — when Client is heavily long and FII is heavily short, the index usually falls.
How to read today's number against the 30-day trend
A single day's FII figure is noise. The signal is in the trend.
Strota plots the last 30 trading days alongside today's number. Look at three things:
Direction: are FIIs net buyers or sellers over the 5-day rolling average? The 5-day smooths out single-day spikes from index rebalancing or expiry-day flow.
Persistence: how long has the current direction held? FII selling streaks of 10+ days tend to coincide with NIFTY drawdowns of 4-8%. Streaks of 15+ days are rare and usually mark a turning point.
DII counter-balance: is DII flow absorbing FII selling? If FIIs sell ₹3,000 Cr and DIIs buy ₹4,500 Cr, the net institutional flow is positive even though the FII headline is alarming. This is the structural-buyer dynamic that's defined Indian markets since 2020.
What Strota's FII DII page adds over public sources
Moneycontrol and NSE's own site publish the headline cash market net. Strota adds three things you can't easily get elsewhere for free:
Per-segment derivative breakdown. Index futures vs index options vs stock futures vs stock options — broken out by FII, DII, Pro, and Client. So you can see if FIIs are bearish on the index but bullish on individual stocks (a common positioning during sector rotation).
FII long-short ratio. Total FII longs divided by total FII shorts in index futures, expressed as a percentage. When this ratio falls below 30%, FIIs are extreme-bearish — historically a contrarian buy signal. Above 75% is extreme-bullish.
30-day trend chart. A small inline visualisation showing each day's net flow as a bar, so you can see streaks and reversals at a glance.
Key takeaways
- FII DII data combines cash market net with derivative open interest by participant type — both matter.
- NSE publishes participant OI around 7 PM IST; cash market provisional is around 5 PM IST.
- Single-day numbers are noise. Look at the 5-day rolling average and the persistence of the trend.
- DII flow often offsets FII flow because Indian mutual fund SIPs are structurally relentless buyers.
- FII long-short ratio in index futures is a direct sentiment gauge — extremes are contrarian.
- Strota's segment-and-participant breakdown shows divergences (e.g. bearish in index, bullish in stocks).
Frequently asked questions
What time is FII DII data published?
NSE publishes the cash market provisional around 5 PM IST and the final figure by 6 PM IST. Participant-wise open interest in derivatives is published around 7 PM IST. Strota updates this page automatically as soon as each file is available.
What's the difference between FII cash and FII derivative data?
Cash data is FIIs buying or selling shares directly on the spot market — a delivery-based transaction. Derivative data is FIIs taking positions in index futures, index options, stock futures, and stock options. The two often diverge: an FII can be net buying in cash while simultaneously buying puts as a hedge, which means they're not actually bullish.
What does it mean when FII is selling but Nifty goes up?
Usually it means DII buying is absorbing the FII supply, often supported by retail SIP inflows. It can also mean FII selling is concentrated in specific sectors (e.g. PSU banks) while the rest of the market rallies. Always check the segment and sector breakdown.
Where does the FII DII data come from?
Strota pulls directly from NSE's daily participant-wise open interest archive and the FII/DII cash market provisional. Both are official NSE-published files, not aggregated estimates from a third-party feed.
What's the FII long-short ratio?
It's the total long open interest held by FIIs in index futures divided by their total short OI, expressed as a percentage. Below 30% historically marks bearish extremes; above 75% marks bullish extremes. Most days it sits between 40-60%.
Are mutual fund flows included in DII data?
Yes. NSE's DII category aggregates Indian mutual funds, insurance companies (LIC, GIC, SBI Life, etc.), pension funds, and other domestic institutional vehicles. Retail SIP inflows feed into mutual fund AUM and from there into the DII purchase activity you see in the cash market net.
Is Strota's FII DII data free to access?
Yes. The entire FII DII tracker, including the historical 30-day chart and the participant-OI segment breakdown, is free with no login, no paywall, and no rate limits.