Market Data: LiveMarket Indicators

NYSE Trading Index (TRIN)

View as MarkdownOpen in Claude

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"