NYSE ADV and DECL issues datafeed needed

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brodnicki steven
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NYSE ADV and DECL issues datafeed needed

Postby brodnicki steven » 01 Mar 2010

Does anyone know how to get NYSE "adv" "decL" RT data from IB or other inexpensive MC supported datafeed ? I can't believe IB doesn't have it as standard (or pay extra option) .

SP
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Postby SP » 02 Mar 2010

The Bid of AD-NYSE gives you the ADV and the ASK of AD-NYSE gives you the DECL.

http://linnsoft.com/videos/ad_ib/index.html

There is no historical data so you need to have the Quotemanager open and use Collect RT Data w/o Plotting "On" with collecting all fileds on AD-NYSE.
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brodnicki steven
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Postby brodnicki steven » 02 Mar 2010

Thanks SP !, that's the perfect solution- I wish I had asked for it a couple of years ago.
I added the ratio as well as the diff and have them change color when the market is negative also-
Thanks again,
Steve
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TJ
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Postby TJ » 02 Mar 2010

good tip.
Thanks!

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geizer
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Postby geizer » 02 Mar 2010

Thank you,


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