Real-Time NIFTY 50 Options Order-Flow Scanner

PROJECT TITLE

Real-Time NIFTY 50 Options Order-Flow Scanner, Ranking, BUY/SELL Alerts & Profit Peak Trail

PROJECT DESCRIPTION

I am looking for an experienced developer/team to develop a real-time Indian stock and options order-flow analysis and option-buying signal system.

The primary objective is to identify strong option-buying opportunities by analysing tick-level BID/ASK executions, ranking opportunities across the NIFTY 50 stocks, and independently monitoring NIFTY, BANKNIFTY and SENSEX.

The system must generate BUY and SELL/EXIT alerts and must include a Profit Peak Trail mechanism to protect profits after an option-buying trade moves in our favour.

1. BID/ASK ORDER-FLOW ENGINE

The system must analyse real-time tick data.

For every trade/tick, capture:

LTP
BID
ASK
BID quantity
ASK quantity
Trade quantity
Timestamp
Instrument
Strike
CE/PE
Expiry
Underlying/index price

Trade classification:

LTP >= ASK = ASK HIT / Aggressive Buying
LTP