Market Data: LiveMarket Indicators

NYSE Volume Index

View as MarkdownOpen in Claude

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"