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» Volume and Delta for NDX (Nasdaq 100 Index)
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| Author | Topic: Volume and Delta for NDX (Nasdaq 100 Index) (6 messages, Page 1 of 1) |
 oldporkchops -Interested User- Posts: 11 Joined: Jan 15, 2020 |
Posted: Apr 4, 2023 02:00 PM
Msg. 1 of 6
Hi there,
I'm trying to plot an instrument on my charts that has volume data for the Nasdaq 100 Index (^NDX). Since I was told that index instruments do not have volume information, can anyone please suggest a similar instrument that allows me to obtain volume data for ^NDX? I need volume data in order to plot a cumulative delta indicator. Thanks in advance for your help. |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014 
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Posted: Apr 4, 2023 02:08 PM
Msg. 2 of 6
try plotting the future, @NQ#
Trading Markets Customer Service 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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oldporkchops -Interested User- Posts: 11 Joined: Jan 15, 2020 |
Posted: Apr 4, 2023 02:24 PM
Msg. 3 of 6
Hi Mark,
Thanks for your response. I actually need to volume from the actual Nasdaq 100 Index. Is there any instrument that can perhaps approximate the volume of the NDX? In the attached screenshot, approximately 1 million to 2 million trades are placed every 1 minute. Which instruments would allow me to use Nasdaq 100 Index volume data to plot cumulative delta on my charts? File Attached: Nasdaq 100 Index Volume per 1 Minute.jpg (downloaded 578 times) |
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DTN_mark_e -Interested User- Posts: 49 Joined: Sep 25, 2014
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Posted: Apr 4, 2023 03:28 PM
Msg. 4 of 6
In that case, try VI5T.Z, which is the NASDAQ 100 ISSUES VOLUME TOTAL. This DTN market stat is a daily total that updates every second. If you are looking for the volume over a specific timeframe, note that you'll need to take the difference between tick or minute bars.
for more DTN market stats, check out this guide: https://ws1.dtn.com/IQ/Guide/DTNCalculatedIndicators.pdf Trading Markets Customer Service 800-779-7299 (DTNIQ & IQFEED) www.dtn.com/trading | http://www.iqfeed.net |
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oldporkchops -Interested User- Posts: 11 Joined: Jan 15, 2020 |
Posted: Apr 4, 2023 04:05 PM
Msg. 5 of 6
Thanks for responding, Mark.
I tried adding VI5T.Z, which plots without any issues, but I'm unable to use it with the cumulative delta that I have. When troubleshooting using a simple Buy/Sell Volume indicator, which is supposed to plot whether each 5 second bar has dominant buy volume or dominant sell volume, that failed to plot any data too. Perhaps you have other ideas on which other instruments might work? Thanks. |
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stargrazer -DTN Guru- Posts: 302 Joined: Jun 13, 2005 
Right Here & Now |
Posted: Apr 4, 2023 04:38 PM
Msg. 6 of 6
As mentioned earlier in the thread, your best bet is to subscribe to the future. It will provide you price and volume, and when you use the price against bid/ask, you can derive your own buy/sell volume indicator.
It will be your best representation of actual real time market condition, and would be part of your trade entry/exit. |
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