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)




"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email
"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - 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
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"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
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"DTN has never given me problems. It is incredibly stable. In fact I've occasionally lost the data feed from Interactive Brokers, but still been able to trade because I'm getting good data from DTN." - Comment from Leighton
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"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
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 »up/down volume
Author Topic: up/down volume (5 messages, Page 1 of 1)

odin182
-Interested User-
Posts: 2
Joined: Dec 18, 2008


Posted: Dec 19, 2008 09:32 AM          Msg. 1 of 5
hello,

could I get a brief description of what these two indexes are:

VI6D.Z S&P 500 ISSUES VOLUME DOWN
VI6T.Z S&P 500 ISSUES VOLUME TOTAL
VI6U.Z S&P 500 ISSUES VOLUME UNCHG
VI6A.Z S&P 500 ISSUES VOLUME UP

I'm assuming that the volume up is the number of shares traded on the up tick and the down volume is the number of shares traded on the down tick?

Thanks.

Stan S
-DTN Guru-
Posts: 256
Joined: Apr 13, 2006


Posted: Dec 19, 2008 09:45 AM          Msg. 2 of 5
Hi Odin,

Here is the explination I got from Market Integrity

VI6D.Z, S&P 500 Issues Volume Down, is the total volume in all S&P 500 stocks that are trading below the previous day’s closing price.
VI6A.Z, S&P 500 Issues Volume Up, is the total volume in all S&P 500 stocks that are trading above the previous day’s closing price.
VI6U.Z is the total volume in all S&P 500 stocks that are trading at a price equal to the previous day’s closing price.

Say that stock XYZ closed at $50 yesterday. If XYZ is trading at $51 this morning, all of today’s volume in XYZ will count as up volume.
As the day goes on, say that XYZ’s price dips below $50 and is now $49. All of XYZ’s volume today will now count as *down* volume, including the trades that had been made earlier at $51 that were counted as up volume at that time.


I hope this helps.
THANKS

FREEN
-Interested User-
Posts: 6
Joined: Apr 9, 2010


Posted: Nov 26, 2010 10:42 AM          Msg. 3 of 5
Picking up an old post here. Would appreciate an explanation also on the bellow, and the difference from the symbols in Odins post above:

S&P 500 $ VOL DOWN DI6D.Z
S&P 500 $ VOL TOTAL DI6T.Z
S&P 500 $ VOL UNCHG DI6U.Z
S&P 500 $ VOL UP DI6A.Z

Is there a legend on the symbology? I find it confusing.

Thanks, Fredrik

FREEN
-Interested User-
Posts: 6
Joined: Apr 9, 2010


Posted: Nov 26, 2010 11:04 AM          Msg. 4 of 5
In his answere Stan wrote:

"As the day goes on, say that XYZ’s price dips below $50 and is now $49. All of XYZ’s volume today will now count as *down* volume, including the trades that had been made earlier at $51 that were counted as up volume at that time."


So if a stock trades above previous days price all day,and in the last minutes it trades bellow that price, the volume for all day will be down volume?!

Q 1. In intraday bars will all those bars be down bars?

Q 2: If yes above, ss there en index/symbol for more accurate description of intraday volume for S&P, NASDAQ etc?

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Nov 29, 2010 08:17 AM          Msg. 5 of 5
Hello, intraday data will not be affected by a stock moving between "up", "down", and "unchanged".

So in your example, only the current bar will be affected by that stock's movement.
 

 

Time: Wed April 17, 2024 10:53 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003