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nawest1 has contributed to 3 posts out of 21244 total posts
(0.01%) in 4,798 days (0.00 posts per day).
20 Most recent posts:
IQFeed Datafeed Wish List »
cboe equity only put call ratio Aug 16, 2011 11:44 AM
(Total replies: 11)
Having had no update on the forum (!) I made contact with the support desk and think that I have the correct answer as to why the IQ Feed "CBOE" "Equity only" put call ratio is so different to the official ratio. It seems that IQ Feed uses not only single stock options volumes but also the volumes of the SPY and other ETFs and HOLDRs (that the CBOE actually includes in the Index Ratio sub-ratio). On the basis that the whole point of having an equity only ratio is to strip out all the hedging basis that is present in the Total Put/Call ratio (from the inclusion of the index and broad based products) I'm very unclear why they did it this way and they didn't have an answer. I have however formally put in a request for an EQUITY ONLY ratio that matches the CBOE methodology. However, I suspect that it will not be a high priority unless other users make their voice heard...... Nathan
IQFeed Datafeed Wish List »
cboe equity only put call ratio Jul 17, 2011 02:29 PM
(Total replies: 11)
I've only just started using the put/call ratios on IQ feed in the last couple of days and I too was puzzled as to why your equity only ratio was so far removed from the official CBOE one. Not sure why you would calculate it that way - your total put/call ratio seems to be the same as the CBOE reason - but would definitely back up the last user's request for an equity only put/call ratio as per the CBOE method. Thanks. Nathan
IQFeed Datafeed Wish List »
Nikkei Futures Jun 9, 2011 12:23 PM
(Total replies: 1)
Do you guys have any plans to add the Osaka traded Nikkei futures? I see a few posts from ages ago but they are still not available - is there still any intention? Cheers Nathan Nathan |
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