InvestorQ : Are algo trading and internet based trading on the very big in size and how has the trend moved over the last few years?
Riya Dwivedi made post

Are algo trading and internet based trading on the very big in size and how has the trend moved over the last few years?

Answer
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rhea Babu answered.
10 months ago


These automated trading mechanisms have surely grown in the last few years and that is evident if you look at the month wise data captured in the table below. These are all in relative percentage terms of total volumes on the NSE. You need to read the data accordingly.

Month

NSE

ALGO

Non-ALGO

Direct Market Access

Co-location

Internet Based Trading

Mobile

Smart Order Routing

Apr-10

10.7

76.4

0.3

2.3

10.4

0.0

0.0

May-10

12.2

73.2

0.2

3.6

10.8

0.0

0.0

Jun-10

11.8

73.4

0.3

3.6

11.0

0.0

0.0

Jul-10

11.8

74.4

0.3

2.8

10.7

0.0

0.0

Aug-10

11.4

75.2

0.4

2.9

10.1

0.0

0.0

Sep-10

12.2

74.0

0.3

3.6

9.9

0.0

0.0

Oct-10

13.0

72.5

0.6

4.2

9.6

0.0

0.0

Nov-10

16.3

68.5

0.5

4.8

9.9

0.0

0.0

Dec-10

16.1

67.9

0.5

5.1

10.3

0.0

0.0

Jan-11

17.7

65.7

0.5

6.1

9.9

0.0

0.1

Feb-11

18.2

63.2

0.5

8.1

10.0

0.0

0.0

Mar-11

16.1

65.9

0.4

6.9

10.7

0.0

0.0

Apr-11

16.3

64.8

0.7

7.9

10.2

0.0

0.1

May-11

16.9

63.1

1.0

8.7

9.9

0.0

0.4

Jun-11

15.9

64.1

1.0

8.6

9.9

0.0

0.5

Jul-11

14.9

64.7

1.0

9.1

9.9

0.0

0.4

Aug-11

18.0

57.4

1.3

12.8

10.0

0.1

0.5

Sep-11

16.6

59.2

1.2

11.8

10.7

0.1

0.4

Oct-11

17.8

58.7

0.9

11.3

10.6

0.1

0.6

Nov-11

18.7

56.4

1.0

12.8

10.4

0.1

0.6

Dec-11

17.7

55.4

0.6

14.3

11.0

0.1

0.8

Jan-12

17.2

57.4

0.5

12.8

11.1

0.1

0.9

Feb-12

16.3

58.4

0.5

13.5

10.1

0.1

1.0

Mar-12

16.4

56.8

0.7

14.3

10.5

0.1

1.1

Apr-12

16.2

56.6

0.5

14.2

11.2

0.2

1.0

May-12

18.1

53.8

0.7

15.0

10.9

0.3

1.2

Jun-12

16.4

57.1

0.5

13.3

11.4

0.3

1.1

Jul-12

16.6

57.3

0.5

12.6

11.1

0.3

1.6

Aug-12

16.6

57.5

0.6

12.5

10.9

0.3

1.5

Sep-12

17.8

56.2

1.1

12.5

10.3

0.3

1.7

Oct-12

15.8

56.9

0.7

13.2

11.4

0.4

1.7

Nov-12

17.6

54.9

0.9

13.1

11.1

0.4

1.9

Dec-12

16.6

56.3

0.7

13.1

11.0

0.4

1.9

Jan-13

18.9

53.8

0.9

13.5

10.4

0.4

2.2

Feb-13

20.8

51.3

0.7

14.4

10.0

0.4

2.3

Mar-13

20.3

51.7

0.7

14.6

9.7

0.5

2.5

Apr-13

18.8

50.1

1.0

16.1

10.9

0.5

2.6

May-13

20.3

51.7

0.7

14.6

9.7

0.5

2.5

Jun-13

19.7

50.6

0.8

15.9

10.2

0.6

2.3

Jul-13

18.7

49.6

0.8

17.0

10.6

0.6

2.8

Aug-13

20.9

45.3

0.8

19.9

9.5

0.5

3.1

Sep-13

19.2

47.4

0.9

18.1

11.0

0.6

2.8

Oct-13

15.0

51.3

1.0

17.8

12.1

0.7

2.3

Nov-13

16.4

49.3

0.7

18.6

11.9

0.8

2.3

Dec-13

15.8

52.1

0.8

16.8

11.3

0.8

2.4

Jan-14

17.5

50.0

0.6

17.5

11.3

0.8

2.4

Feb-14

18.3

50.0

0.8

16.6

11.7

0.8

2.0

Mar-14

18.7

49.0

0.9

17.2

11.0

0.8

2.5

Apr-14

17.0

49.0

0.8

18.7

11.6

0.9

2.0

May-14

16.3

47.0

0.7

21.6

11.2

0.9

2.4

Jun-14

15.2

48.9

0.4

20.8

11.9

1.0

1.9

Jul-14

14.8

47.3

0.4

22.2

12.2

1.0

2.1

Aug-14

15.5

46.9

0.6

21.8

12.0

1.1

2.2

Sep-14

14.9

48.1

0.6

21.7

11.6

1.1

2.2

Oct-14

17.1

45.9

0.6

21.6

11.4

1.1

2.4

Nov-14

16.9

48.2

0.4

19.8

11.4

1.1

2.1

Dec-14

15.8

46.6

0.3

22.6

11.3

1.2

2.2

Jan-15

16.3

45.3

0.4

22.6

11.3

1.2

2.9

Feb-15

15.9

43.8

0.4

24.8

11.3

1.3

2.6

Mar-15

18.0

43.7

0.5

23.3

10.8

1.3

2.5

Apr-15

17.5

44.8

0.5

23.3

10.3

1.3

2.4

May-15

19.8

40.0

1.0

24.3

10.3

1.4

3.1

Jun-15

17.7

41.3

0.9

24.6

11.0

1.6

2.8

Jul-15

16.1

44.8

0.5

22.4

11.7

1.8

2.8

Aug-15

18.5

40.1

0.5

25.9

10.5

1.8

2.7

Sep-15

18.3

39.3

0.6

25.7

11.3

2.2

2.7

Oct-15

16.6

42.7

0.5

22.9

12.1

2.4

2.7

Nov-15

19.5

41.9

0.7

22.0

11.2

2.3

2.5

Dec-15

16.1

45.7

0.4

20.7

12.3

2.6

2.1

Jan-16

16.5

40.6

0.4

25.5

11.8

2.7

2.5

Feb-16

17.1

37.2

0.5

28.0

11.7

2.8

2.7

Mar-16

18.9

41.1

0.5

22.7

11.5

2.9

2.3

Apr-16

17.8

41.1

0.7

22.4

12.3

3.3

2.5

May-16

18.5

39.6

0.7

23.5

11.8

3.1

2.7

Jun-16

16.4

42.0

0.5

22.3

12.8

3.3

2.6

Jul-16

15.5

43.2

0.5

22.9

12.6

3.3

2.0

Aug-16

17.0

41.2

0.6

24.0

12.0

3.2

2.0

Sep-16

16.4

41.8

0.5

24.0

12.2

3.2

1.9

Oct-16

14.8

42.3

1.3

24.1

12.7

3.4

1.3

Nov-16

20.1

35.5

1.9

26.0

11.4

3.4

1.6

Dec-16

18.3

38.7

1.4

23.1

13.2

4.1

1.3

Jan-17

15.7

41.8

1.5

22.2

13.5

4.0

1.3

Feb-17

16.5

40.5

1.8

23.6

12.4

3.8

1.5

Mar-17

17.9

43.7

1.4

19.9

12.1

3.6

1.5

Apr-17

14.6

41.6

1.0

23.3

13.8

4.3

1.4

May-17

16.6

37.2

1.4

25.2

13.4

4.2

1.9

Jun-17

17.4

38.2

1.7

23.3

13.6

4.3

1.4

Jul-17

14.5

40.8

1.6

23.7

13.8

4.4

1.2

Aug-17

15.1

37.0

1.2

26.6

14.2

4.7

1.3

Sep-17

15.6

38.8

1.1

24.0

14.5

4.8

1.1

Oct-17

14.5

39.1

1.0

24.0

14.8

4.8

1.8

Nov-17

14.6

38.7

1.1

23.7

15.2

5.1

1.7

Dec-17

13.9

37.9

0.8

24.3

15.9

5.8

1.6

Jan-18

13.4

37.2

0.9

25.4

15.7

5.8

1.7

Feb-18

15.0

32.3

0.9

28.5

15.4

6.1

1.8

Mar-18

18.4

32.3

1.1

25.3

15.0

6.4

1.4

Apr-18

14.6

33.5

1.1

25.8

16.4

7.7

1.0

May-18

16.7

31.1

1.4

27.2

15.5

7.0

1.1

Jun-18

18.2

30.8

1.2

25.7

15.8

7.3

1.1

Jul-18

15.4

30.7

0.8

27.4

16.8

7.9

1.0

Aug-18

14.9

30.8

1.1

26.5

17.1

8.5

1.1

Sep-18

17.2

26.7

1.3

30.2

15.6

7.9

1.3

Oct-18

16.9

25.5

1.1

31.9

15.3

8.0

1.4

Nov-18

16.6

26.9

1.1

28.5

16.6

9.1

1.1

Dec-18

14.8

26.7

0.8

29.4

17.5

9.8

1.1

Three trends are clearly visible. Firstly, the share of non-algo trades has come down substantially and these are a mix of retail and institutional trades. Secondly, the internet and mobile trades have gone up substantially, especially in the non-institutional segment. Lastly, the share of co-location trading has seen the fastest growth, especially among the institutions and the prop desks.