REAL Realtime calculations of the NASDAQ, S&P 500, RUSSE

Questions about MultiCharts and user contributed studies.

REAL Realtime calculations of the NASDAQ, S&P 500, RUSSE

Postby Guest » 06 Jan 2007

Dear Sirs,

are you or anyone in this forum aware of a Data Feed that has a Real Realtime calculation
of the S+P500, Nasdaq 100, Russel 2000 or Dow Jones!?

I do not mean these calculations that take place every 1 - 6 seconds. (Like with ESignal)

I really mean a REAL realtime calculation that comes with the feed of a Data Vendor!!

Many Thanks


Posts: 9
Joined: 05 Jan 2007
Location: Omaha, NE

Postby DTN IQFeed » 08 Jan 2007

Unfortunately, these indexes are under license from the respective owners of the index. Some of our customers have made their own re-production of the indexes on their own based on the streaming data, but I don't think you will find a data provider that will do it due to the licensing restrictions. In addition, keeping up with the weighting of the various stocks in the indexes may well be more than a data vendor would want to take on. These formulas are often proprietary specifically so people can't reproduce the actual index value easily. The data for these indexes are actually not created by the data vendors, thus the timing of the updates are out of the data vendors control.

Calculated indexes /stats /market breadth indicators are usually value-add symbols that individual data vendors create (Tick, Trin, SP-Premium, etc) and in these cases the update intervals are up to the vendor (and are calculated more frequently by DTN than most others I might add).


Postby Guest » 08 Jan 2007

Many thanks for your response!

Is anyone aware of a commercial tool to reproduce them?


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