advance / decline issue with IB

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dlahyani
Posts: 24
Joined: 06 Feb 2007

advance / decline issue with IB

Postby dlahyani » 30 Aug 2010

Hi,

I'm using Interactive brokers and it seem it doesn't provide advance/decline data.
is it possible to create a synthetic symbol to plot in MC?

sptrader
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Re: advance / decline issue with IB

Postby sptrader » 30 Aug 2010

"ad-nyse" is the symbol, bid and ask, are how IB does its nyse advance issues and decline issues. A bit Awkward but it works.

dlahyani
Posts: 24
Joined: 06 Feb 2007

Re: advance / decline issue with IB

Postby dlahyani » 31 Aug 2010

hi Sptrader,

not sure I understand what you mean. when I add "ad-nyse" to my symbol list in TWS it adds it but doesn't show the data. it use to be available in the past but now the data is not coming.

Daniel

sptrader
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Re: advance / decline issue with IB

Postby sptrader » 31 Aug 2010

Daniel: after you add ad-nyse to the quote manager, then go to a chart and plot the ad-nyse "bid" (not trade) on the chart, then in a subplot, add the ad-nyse "ask", you'll see one is the "advancing issues" and the other is the "declining issues".
see attached-
Attachments
Nyse-bid.jpg
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dlahyani
Posts: 24
Joined: 06 Feb 2007

Re: advance / decline issue with IB

Postby dlahyani » 31 Aug 2010

appreciate your help, it works.

Daniel


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