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Market Indicators

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Introduction

Most indicators made available within the Trader Workstation are unavailable in the API. Some indicators are an exception to this rule. such as:

NYSE Advance-Decline

The Advanced-Decline index must be requested with EClient.reqMktData() where:

  • Advancing values correlate to the “BID” and “BID_SIZE”.
  • Declining values correlate to the “ASK” and “ASK_SIZE”.
Symbol = "AD-NYSE"
SecType = "IND"
Exchange = "NYSE"
Currency = "USD"

NYSE Volume Index

The Volume index must be requested with EClient.reqMktData() where:

  • Bid Price correlates to “UP Volume”
  • Ask Price correlates to “Down Volume”
  • Bid Size correlates to “Unchanged Volume”
  • Ask Size will always return as 1.
Symbol = "VOL-NYSE"
SecType = "IND"
Exchange = "NYSE"
Currency = "USD"

NYSE TICK Index

The TICK index must be requested with EClient.reqMktData() where:

  • Last Price correlates to the calculation of rising stocks minus declining stocks.
  • Bid, Ask, Close, and all Size data that returns will come as -1 or 0. These values are passed automatically and are non-representative.
Symbol = "TICK-NYSE"
SecType = "IND"
Exchange = "NYSE"
Currency = "USD"

NYSE Trading Index (TRIN)

The Trade index must be requested with EClient.reqMktData() where:

  • Last Price correlates to calculation of (Advancing Issues / Declining Issues) / (Advancing Volume / Declining Volume)
  • Close price correlates to the final calculation of the value from the previous day.
  • Bid, Ask, and all Size data that returns will come as -1 or 0. These values are passed automatically and are non-representative.
Symbol = "TRIN-NYSE"
SecType = "IND"
Exchange = "NYSE"
Currency = "USD"