Measurements only — not investment advice. Not SEBI-registered advice. In development · join the waitlist

Self-hosted analytics for NSE F&O

Measurements,
not calls.

Eight measurement agents watch the market on your computer, from your broker's feed — order flow, 20-level depth, option-chain OI, volatility, basis — and show you exactly what they measure. Numbers with units, times and sources. Never a view on what to do.

  • Runs on your computer
  • Your own broker key
  • We never see your key or data
  • Places no orders

The Trade Office floor (animated illustration)

A pixel-art office where eight agents sit at desks, type, walk to a whiteboard and speak sample measurements. It is a scripted illustration, not market data. Use the name tags to see what each agent measures.

Sample data · illustration
09:40 IST · Session A scripted scene on a fast clock — not market data. Tap a name tag to see what that agent measures.
  • Tape — Executed volume, split by which side crossed the spread.
  • Depth — The 20-level order book: where size rests, and how lopsided it is.
  • Chain — Open interest by strike, puts on one side and calls on the other.
  • Vol — Implied volatility against realised, and where today sits in the year.
  • Basis — Futures minus spot, in basis points, against its own history.
  • Regime — What kind of day it is: range, gap and the calendar.
  • Flows — Institutional cash flows across the market, day by day.
  • Straddle — The at-the-money straddle through the day, and the move it prices.

The app

What you see on screen.

The Order flow page: price with the day's value area and point of control, delta per minute, cumulative volume delta and the volume profile — each with its unit, time and source.

The Trade Office app's Order flow page showing price with value area and POC, a volume profile, delta per minute, cumulative volume delta and buyer vs seller-initiated volume, on sample data.
The app on sample data generated in the browser — not market data.

What you see

Meet the desk.

Each agent measures one thing and puts it on its own page, with its unit, the time it was measured and where it came from. When the feed is late, down, or the market is closed, the page says so in words.

Agent 01Tape

Order flow

Executed volume, split by which side crossed the spread.

Every trade on the futures and ATM options, classified by aggressor side from your broker's full packets. Delta per minute, cumulative volume delta since the open, and a volume profile with its value area.

  • Delta per minute (contracts)
  • Cumulative volume delta since 09:15 (contracts)
  • Volume profile and value area (70 % of the day's volume)
  • Buyer- vs seller-initiated volume, last 30 min

Free tier · indices

Order flowIllustration
Order flow illustrationDrawn sample: bars of delta per minute, a cumulative volume delta line and a volume profile with the value area highlighted. Not market data.CVD · since 09:15+2.8 KΔ per minute (contracts)09:1510:3011:4513:0014:1515:30Volume profilePOCvalue area 70 %
Illustration — drawn for this page from a fixed sample, not market data.

Agent 02Depth

Depth

The 20-level order book: where size rests, and how lopsided it is.

The full 20-level book from your broker's depth feed. Bid/offer imbalance as a z-score against the session, the top 5 levels against all 20, and a ladder that marks unusually large resting orders.

  • Imbalance z-score (σ vs the session)
  • Top-5 vs top-20 imbalance (ratio)
  • Live ladder with large resting orders marked (qty)
  • Cumulative depth by price (qty)

Pro

20 levels need a broker that streams them (Dhan at launch). With a 5-level feed the page shows 5 and says so.

DepthIllustration
20-level depth illustrationDrawn sample: a 20-level order book ladder with offers above and bids below, one large resting order on each side marked, and an imbalance z-score meter at +1.8 sigma. Not market data.OffersBids25,11025,09025,07025,05025,03025,00524,98524,96524,94524,9254,200 resting3,600 restingspreadImbalance z+3σ+2σ+1σ−1σ−2σ−3σ+1.8σbids heavier ↑
Illustration — drawn for this page from a fixed sample, not market data.

Agent 03Chain

Option chain

Open interest by strike, puts on one side and calls on the other.

The option chain as a picture: open interest at every strike with the spot line through it, what was added in the last 30 minutes, and four flow reads shown as plain measurements.

  • OI by strike, puts ◀ ▶ calls (contracts)
  • OI added in the last 30 min (contracts)
  • Put/call ratio by OI
  • Spot line and ATM strike

Free tier · indices

Option chainIllustration
Option chain open interest illustrationDrawn sample: open interest by strike with puts extending left and calls extending right, the part added in the last 30 minutes shaded darker, and a spot line near 25,012. Not market data.◀ Put OICall OI ▶25,50025,45025,40025,35025,30025,25025,20025,15025,10025,05025,00024,95024,90024,85024,80024,75024,70024,65024,60024,55024,500spot 25,012outer segment = OI added in the last 30 min
Illustration — drawn for this page from a fixed sample, not market data.

Agent 04Vol

Volatility

Implied volatility against realised, and where today sits in the year.

ATM implied volatility beside the volatility the index has actually realised over the last 30 minutes, the IV percentile against the last 250 sessions, and the band the options price for the next half hour.

  • IV vs realised, 30 min (% annualised)
  • IV percentile, 250 sessions (0–100)
  • Spot vs the implied 30-min band (pts)

Free tier · indices

VolatilityIllustration
Volatility illustrationDrawn sample: implied volatility and 30-minute realised volatility through the day, and an IV percentile meter at the 72nd percentile of 250 sessions. Not market data.6 %10 %14 %18 %IV 12.8 %Realised, 30 min 14.2 %09:1510:3011:4513:0014:1515:30IV percentile · last 250 sessions025507510072nd
Illustration — drawn for this page from a fixed sample, not market data.

Agent 05Basis

Basis

Futures minus spot, in basis points, against its own history.

The gap between each index future and its spot, in basis points, with a ±2σ band from its recent history and the 30-minute change lined up across indices.

  • Basis per symbol (bp) with a ±2σ band
  • 30-min change across indices (bp)

Pro

BasisIllustration
Basis illustrationDrawn sample: the futures-minus-spot basis in basis points through the day inside a plus-or-minus two sigma band, and the 30-minute basis change for five indices. Not market data.102030405060+2σ−2σNIFTY near-month basis · 18 bp09:1515:30Δ 30 min (bp)NIFTY−4BANKNIFTY+3FINNIFTY−1MIDCPNIFTY+6SENSEX−2
Illustration — drawn for this page from a fixed sample, not market data.

Agent 06Regime

Regime

What kind of day it is: range, gap and the calendar.

The day's range against the last 60 sessions, the opening gap, and the events calendar — expiries, policy dates, results — so a number can be read against the kind of day it came from.

  • Daily range, 60 sessions (% of spot, median line)
  • Opening gap (% vs previous close)
  • Events calendar (expiries, policy dates, results)

Pro

RegimeIllustration
Regime illustrationDrawn sample: daily range for the last 60 sessions as a share of spot with a median line, today's bar highlighted, and an opening-gap meter at minus 0.34 percent. Not market data.0.5 %1 %1.5 %2 %median 0.99 %Daily range · last 60 sessions (% of spot)today (so far)Opening gap vs previous close−0.34 %−1.5 %0+1.5 %
Illustration — drawn for this page from a fixed sample, not market data.

Agent 07Flows

Institutional flows

Institutional cash flows across the market, day by day.

Net FII and DII cash flows for the last 60 sessions, with a percentile meter for the latest day. Market-wide by nature — the same for every symbol, and the page says so.

  • FII net, 60 sessions (₹ cr)
  • DII net, 60 sessions (₹ cr)
  • FII percentile of the latest session (0–100)

Pro

Flow data comes from a licensed source or a file you import, not from your broker feed.

Institutional flowsIllustration
Institutional flows illustrationDrawn sample: net FII cash flows for 60 sessions as bars above and below zero, and the latest session at the 12th percentile. Not market data.−4,000+4,000FII net cash · last 60 sessions (₹ cr)market-wideLatest session · percentile of 6012th0100
Illustration — drawn for this page from a fixed sample, not market data.

Agent 08Straddle

Straddle

The at-the-money straddle through the day, and the move it prices.

The price of the ATM call plus the ATM put, minute by minute, and the move for the day that price implies — the options market's own measure of how far the index may travel.

  • ATM straddle price through the day (pts)
  • Expected move for the day (± pts, ± %)

Pro

StraddleIllustration
Straddle illustrationDrawn sample: the at-the-money straddle price through the day, drifting lower, with the implied move for the day. Not market data.190210230250ATM straddle · 198.4 ptsimplied move for the day ±0.79 %09:1510:3011:4513:0014:1515:30straddle = ATM call premium + ATM put premium, in index points
Illustration — drawn for this page from a fixed sample, not market data.

How it works

Three steps. All on your machine.

  1. Install

    A desktop app, or a Docker image if you prefer a server. The measuring engine and the screens run on your computer. (Both are in development.)

  2. Connect your broker key

    Paste your broker's API key into the app. It is stored on your computer and used only to open your market-data feed. Dhan at launch.

  3. Open a symbol

    Pick one of the five indices or an F&O stock from the dropdown. Every page switches to it and the agents start measuring.

Your key · your data

We never see your key.
We never see your data.

Bring your own key. The market data flows from your broker to your computer and is measured there. It is not sent to us, stored by us, or passed on by us.

Where your data goes Your broker's feed goes to the Trade Office engine on your computer, which shows the measurements on your screen. There is no connection to Trade Office's servers for market data or keys. Your brokermarket-data feed Your computer Enginekey stored here Your screenmeasurements No keys or market data ever reach us.
  • Your key stays with you

    Stored on your machine and sent only to your broker, to open your feed.

  • Your data stays with you

    We never receive, store or resell market data. Anything the app saves stays in files on your computer.

  • No order placement

    The software has no code path to any broker's order API. It reads the market; it cannot act in it.

  • No trackers here

    This page runs no third-party analytics, ads or tracking pixels, and sets no cookies.

Brokers

Dhan first. More to follow.

Market data only, for every broker. Where a broker's feed gives less — say, 5 levels of depth instead of 20 — the page says so instead of guessing.

  • Dhan

    At launch

    20-level depth. Needs Dhan's data plan (₹499/month at the time of writing — check Dhan's current price).

  • Upstox

    Planned

    Second adapter. Depth levels as its feed provides.

  • Fyers

    Planned

    Third adapter.

  • Zerodha Kite Connect

    Planned

    5-level depth; Kite Connect is a paid API from Zerodha.

Each broker's terms for third-party apps are checked before its adapter ships. Trade Office is not affiliated with or endorsed by any broker or exchange; names are trademarks of their owners.

Planned pricing

Planned pricing.

Not on sale yet, and it may change before launch. Your broker's data plan is separate and paid to your broker. On every tier, today's session stays on screen after the close until the next session opens.

Planned

Free

₹0

  • The five indices
  • Heatmap, Order flow, Option chain, Volatility
  • Today's session kept on screen until the next open

Planned

Lab

₹1,299 / month or ₹10,999 / year

  • Everything in Pro
  • The Lab: write your own rule and test it the careful way — declared in advance, on data it has not seen, after costs, against simple baselines

Founding 100

15 days, everything unlocked — in exchange for honest feedback.

The first 100 people invited from the waitlist get a 15-day trial with every page and the Lab unlocked. We ask for honest feedback through an in-app form and a short call. It is voluntary, and the trial never depends on what you say. If you post a public review, we'll ask you to mention that you received free access. After the first 100, a 14-day Pro trial is planned.

FAQ

Plain answers.

Is this investment advice?

No. Trade Office shows measurements — numbers with units, times and sources. It does not tell you what to trade, when, or at what price. It is not SEBI-registered advice, and we are not SEBI-registered advisers or research analysts.

Does it trade for me?

No. It places no orders and has no code path to any broker's order API. It only reads market data.

Where does the data come from?

Your broker's market-data feed, under your own API key, measured on your computer. Two market-wide pages (institutional flows and the results calendar) need a licensed source or a file you import; those pages say which.

What does it cost to run?

Your broker's data plan — for Dhan, ₹499/month at the time of writing — plus Pro or Lab if you choose them. The Free tier costs nothing. It runs on a computer you already have.

What happens after the market closes?

On every tier, today's session stays on screen after the close until the next session opens (09:15 IST on the next trading day). Older days and Replay are part of Pro.

Do you see or sell my data?

No. Market data goes from your broker to your computer and stays there. We never receive it, store it or sell it.

Does the app contact Trade Office at all?

Only to check a paid licence (planned for Pro and Lab). That check never includes your broker key, market data, positions or anything you've recorded.

When can I use it?

It is in development. Join the waitlist and we'll email you when the private beta opens. We won't promise a date we can't keep.

Waitlist

Get an invite to the beta.

Tell us your broker and what you trade, so we build the right adapter first. Founding 100: the first 100 invited get 15 days with everything unlocked, in exchange for honest feedback.

We store your email, broker, what you trade, your note and when you agreed to hear from us — only to invite you and tell you about the launch. No selling, no sharing. To have your details deleted, write to [contact email — to be added before launch]. Waitlist privacy note.

What you trade (optional, pick any)