Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Everything is working amazing now. I'm already impressed with the true-tick feed of IQFeed and it's ability to support my 480 symbol layout." - Comment from Tyler via Email
"Excellent datafeed !!!" - Comment from Arely
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles
"Its working FABULOUSLY for me!! Holy cow...there has been so much I've been missing lately, and with this feed and Linnsoft software...I'm in the game now." - Comment from Chris R.
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »Data and Content Support »How is "Volatility" calculated
Author Topic: How is "Volatility" calculated (2 messages, Page 1 of 1)

shimo152
-Interested User-
Posts: 15
Joined: Mar 1, 2005

Failure is not quite as frighteing as regret.

Posted: Mar 7, 2006 07:17 AM          Msg. 1 of 2
Hi,
I am trying to understand how Volatility (Part of the "Update" message) is calculated.
In particular to what period: today, this week...
Thanks in advance
Shimon Dekel
Shimon Dekel

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: Mar 7, 2006 10:01 AM          Msg. 2 of 2
The Volitility sent in the Update message is calculated using the formula
 High - Low
--------------  =  Volatility
      Last

This is using the current day's High and Low.
Edited by DTN_Steve_S on Mar 7, 2006 at 10:05 AM
 

 

Time: Mon May 20, 2024 4:20 PM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003