Agent skill

fii-dii-flow-tracker

Track and analyze FII/DII daily buy/sell flows in Indian markets. Use when user asks about institutional flows, FII selling/buying trends, DII activity, or institutional impact on Nifty/market direction.

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Forks 31

Install this agent skill to your Project

npx add-skill https://github.com/majiayu000/claude-skill-registry/tree/main/skills/other/other/fii-dii-flow-tracker

SKILL.md

FII/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:

python
# 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:

python
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:

python
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

  • references/flow_analysis_methodology.md - Comprehensive methodology for analyzing FII/DII flows
  • references/flow_interpretation_guide.md - Practical guide for interpreting flow signals
  • assets/flow_report_template.md - Markdown template for generating flow reports

Tools Used

Use whichever broker MCP is connected (Groww or Zerodha Kite):

Action Groww MCP Zerodha Kite MCP Fallback
Nifty LTP get_ltp get_ltp yfinance
Historical data fetch_historical_candle_data get_historical_data yfinance
Trading calendar resolve_market_time_and_calendar Web search
Market movers fetch_market_movers_and_trending_stocks_funds Web search
Shareholding data fetch_stocks_fundamental_data Web search
Portfolio check get_equity_portfolio_holdings get_holdings
Tool Purpose
WebSearch Fetch latest FII/DII data from NSDL, NSE, MoneyControl
WebFetch Scrape specific FII/DII data pages for structured data
calculator Compute flow ratios, correlations, and aggregates

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