NYSE Advance Decline at Interactive Broker

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holbrooke
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NYSE Advance Decline at Interactive Broker

Postby holbrooke » 18 Dec 2014

hi,

Is there anyway i can plot NYSE advance decline line with IB data? I use AD-NYSE at interactive broker.

Anyways, i plotted 2 charts. One for advance and the other for decline. Is there any study i can use to have have advance minus decline?

As a side note, IB do not have historical data for this so i have to make do with live data and these gets wiped out end of day. Is there anyway i can get the historical from IB without having to subscribe to third party vendor?

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TJ
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Re: NYSE Advance Decline at Interactive Broker

Postby TJ » 18 Dec 2014

hi,
Is there anyway i can plot NYSE advance decline line with IB data? I use AD-NYSE at interactive broker.
Anyways, i plotted 2 charts. One for advance and the other for decline. Is there any study i can use to have have advance minus decline?
As a side note, IB do not have historical data for this so i have to make do with live data and these gets wiped out end of day. Is there anyway i can get the historical from IB without having to subscribe to third party vendor?
Included in your PLE are 2 functions you can use: advancedeclineratio and AdvanceDeclineDiff.


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FutureTrader
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Re: NYSE Advance Decline at Interactive Broker

Postby FutureTrader » 30 Dec 2014

write an indicator which writes the realtime data to a file.
then do a ascii mapping on this file, so you can reimport the saved data later again.


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