MBTrading, historical breadth data available?

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MBTrading, historical breadth data available?

Postby tozwp » 28 Jan 2012

Currently using IB as my data feed. Have nearly everything I require except historical breadth data such as TICK, advancing issues and declining issues (NYSE). Just noticed that MBTrading works with Multicharts and was wondering if this data is available? I'm looking for 1 min data for TICK going back 5 days minimum and intraday breadth (15 min) going back a year or more. The adv & decline data isn't crucial as I have other sources for that but the TICK data is essential. Also, how often is TICK updated? IB seems to be about every 2 seconds which is good enough for what I do. If its much slower, it might not fit my needs. Thanks

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Re: MBTrading, historical breadth data available?

Postby rrams » 03 Feb 2012

The NYSE TICK represents the net number of stocks in the broad market that are trading at their offer prices minus those trading at their bids.

Both Interactive Brokers and MB Trading will historical backfill this index onto a Multicharts window.

I don't know what the index calculation update frequency is; but when you combine that delay with the data feed latency and the fact that toward the end of the day the index gets very volatile, you get a fairly coarse measurement.

You will probably have to try different feeds to decide which one is best for what you do.
compare IB & MB Tick
IB-MBT-TICK.jpg (95.34 KiB) Viewed 116 times
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