# Bulk and block deals > Bulk and block deals are NSE's daily disclosures of large trades: a bulk deal is any client trading more than 0.5% of a company's shares in a day, a block deal a single large trade struck in a separate trading window. Canonical: https://patternsradar.com/learn/bulk-and-block-deals [Bulk & block deals](https://patternsradar.com/learn.md) ยท field Every evening NSE publishes two lists. The bulk-deal list names each client whose trades in a stock that day added up to more than half a percent of its listed shares, with the side, the quantity and the weighted average price. The block-deal list does the same for trades struck in the block window, a short session for single large orders negotiated between two parties. Both name the client: a mutual fund, a foreign portfolio investor, a promoter entity, or a trading firm cycling the same shares in and out. Three fields read the lists over the trailing 30 calendar days ending on the bar. `bulk_deal_net_qty_pct_30d` is shares bought minus shares sold in bulk deals as a percentage of shares outstanding, restated across splits so a 1:10 split between two deals does not read as a tenfold buyer. `block_deal_value_30d` is the rupee value of block trades, each counted once on its buy side. `days_since_bulk_buy` counts calendar days since the last bulk purchase, 0 on the day itself. A deal counts on its own session because NSE publishes it that evening, so a hit-rate replay sees exactly what was public. Read the client, not just the size. In small and micro caps much of the bulk-deal list is intraday trading firms that buy and sell the same quantity in a session, which nets to zero and is why the net field exists. A block deal is usually a stake changing hands at a negotiated price, often a promoter or private-equity exit, and the buyer matters as much as the seller. The symbol page lists the deals client by client; the fields are for finding the stocks worth opening. Bulk deals are recorded from January 2004 and block deals from November 2005. Before those dates the fields are NULL; after them a stock with no deals in the window reads 0, which is a fact rather than missing data. ## In Sift Written as `bulk_deal_net_qty_pct_30d โ€” net bulk-deal buying, % of shares; block_deal_value_30d โ€” rupees in blocks; days_since_bulk_buy โ€” calendar days`. A working scan, A bulk buyer this week, with disclosed buying ahead of selling by over half a percent of the company: ```sift where days_since_bulk_buy <= 5 and bulk_deal_net_qty_pct_30d > 0.5 ``` 1 of the 500 most-traded NSE stocks match today, as of 30 Oct 2026. ## Common questions ### What is the difference between a bulk deal and a block deal? A bulk deal is defined by size relative to the company: one client's trades in a day adding up to more than 0.5% of its shares, in the normal market. A block deal is defined by how it trades: a single large order matched in the separate block window. ### Does a bulk deal buy mean the stock will go up? No. It says a large buyer was there, not why. Arbitrage and intraday trading firms appear constantly, which is why the net field subtracts the sellers and why the client name on the symbol page matters more than any single figure. ### When are bulk and block deals published? NSE publishes each day's lists the same evening, after the close. The fields count a deal on its own session, so a scan run on the evening of the deal already sees it. --- Price and delivery data from the [eod2](https://github.com/BennyThadikaran/eod2) dataset: National Stock Exchange of India end-of-day files, split- and bonus-adjusted, updated after each close. Not affiliated with or endorsed by NSE. PatternsRadar is a research tool. Nothing here is investment advice or a recommendation to buy or sell anything.