FII / DII flow examples

What did FIIs and DIIs do today?

One call, full breakdown plus 5d and 30d rolling for context.

curl -sH "$H" "https://genka.dev/latest/fiidii/latest" | jq '.data | {trade_date, fii, dii, rolling}'

Live snapshot 2026-04-24:

DII absorbed roughly 86% of the FII cash exit in the trailing 30 days — the typical India pattern. The actionable detail is in the fii_opt_cr 30d row (-83,053 cr): when option positioning is that one-sided, vol is mispriced.

Did DIIs catch the FII selling?

5-day cumulative tells you whether the offset was real or your favourite WhatsApp forward is lagging.

curl -sH "$H" "https://genka.dev/latest/fiidii/latest" | jq '.data.rolling."5d"'

Live: FII -17,140 cr / DII +9,782 cr over 5 days. DII absorption rate ~57% — below the trailing-30d ratio. Net institutional flow still negative.

Plot the 30-day cumulative tape vs Nifty

Single time-series view: are FIIs still leaning out, or has the slope flattened? Pair against Nifty close to see if the index is fighting the flow or following it.

curl -sH "$H" "https://genka.dev/latest/fiidii/cumulative" | jq '.data.data[] | [.trade_date, .cumulative.fii_cash_cr, .cumulative.dii_cash_cr, .market.nifty_close] | @csv'

Returns 30 trading days as a series. Each point carries daily, cumulative (running sum from start), and market (Nifty + Sensex close). Pipe through DuckDB or pandas, plot cumulative FII against Nifty — the divergence period is when DII conviction is doing the lifting.

FII positioning into earnings season

If FIIs are already net short index futures going into Q4 earnings, the surprise potential is asymmetric.

curl -sH "$H" "https://genka.dev/latest/fiidii/latest" | jq '{
  fii_idx_fut_30d: .data.rolling."30d".fii_fut_cr,
  fii_idx_opt_30d: .data.rolling."30d".fii_opt_cr,
  market: .data.market
}'

A negative 30d fii_fut_cr with deep-negative fii_opt_cr is the “short futures, long downside puts” book. When that flips to positive on a single day's data, that's the early signal of a reversal.

Cross-reference: FII selling + concall macro tone

If FII cash flow is -₹70K cr over 30 days, are managements echoing the same caution in concalls?

# 1. headline 30d FII number
curl -sH "$H" "https://genka.dev/latest/fiidii/latest" | jq '.data.rolling."30d".fii_cash_cr'

# 2. concall hits on US-rate / global-uncertainty themes the same week
curl -sH "$H" "https://genka.dev/latest/concalls/search?q=US+rate+cuts&limit=5" | jq '.data.results[] | {symbol, days_old, score, snippet}'

When both signals agree (FII selling + concall mentions of macro headwinds), conviction is high. When the tape is selling but managements sound bullish, fade the tape.