You can buy/sell shares which is in your demat account at any of the exchanges i.e. NSE, BSE.

If you have purchase shares in day trading session, then you have to sell such shares in the stock exchange from where you have purchased.

May be you have noticed price difference of a scrip between two exchanges and feel that we can purchase at one exchange 1000 shares at 125 rupees and sell at 126 in another exchange. This won’t be possible as two separate exchanges have separate clearing system.

You can do BTST in different exchange as you would be expecting those shares in your DP on T+2 basis.