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indextrader has contributed to 12 posts out of 21117 total posts
(0.06%) in 6,145 days (0.00 posts per day).
20 Most recent posts:
How about breadth stats on the 'Russell 3000'? (the largest 3000 cos. traded in US) If that's too intensive, maybe a combination of (S&P500+S&P400+S&P600) 1500 issues representing the S&P large, mid, small cap in 1 ?
If you had the capability to produce simple indexes, maybe produce 1 or more 'beta' indexes?
How about industry indexes?
A lot of indexes out there published by Dow Jones, while good for end of day use are garbage for intraday use. They're updated once in 5-10 minutes!
Again, I don't know what sort of capabilities your team has but this area has tons of potential.
I've tried doing some of this myself but for an end-user like me several obstacles prevent it...500 symbol limitation, lack of programming skill, costly undertaking, etc. I've gone up to the above mentioned 1500 breadth composite using a competitor datafeed but it's never the same as when it's obtained by the end-user by simply typing a few symbols.
Thanks again! Edited by indextrader on Mar 4, 2009 at 12:22 AM
One set of breadth indicators which I don't see put out by anybody is 'change from OPEN'
Everyone has an 'advancers-decliners' (from yesterday's close).
What about advancers-decliners (from todays OPEN)?
Do you have the resources to compute simple indexes of 20-100 symbols?
This stuff would be worth extra $$$ per month and can set you apart from competitors.
Eventually, somebody will grab this market. It will be either scanner type services, index 'providers' or data providers like yourselves. Call it data 'customization' but I think a lot of the retail market is just not aware of the possibilities and the current set of data providers have very little imagination.
Thanks for listening!
Edited by indextrader on Mar 3, 2009 at 02:46 PM
Jay, I've mentioned this on other forums in the past but I'll bring it up again here. It seems to me you guys in the data business could make a few $$$ more per month by having "premium" content in the form of specialty indexes and indicators that you could calculate and charge extra for. For example, the NYSE used to have a 'high beta' index which many people thought was quite useful. The idiots got rid of it to save a few bucks but it was very useful. There are many others both in indexes and breadth statistics that could be easily done and published. After all, you already have most of the infrastructure. What do you think???
Can you give any reason as to why this is something not worth pursuing? Edited by indextrader on Mar 3, 2009 at 02:21 PM
I'm in the process of putting these symbols/indicators to use but am stumped as to what these calculated symbols mean...
NASDAQ 3RD MKT ISSUES TOTAL ---what's the Nasdaq 3rd market? NASDAQ COMB ISSUES TOTAL ---which issues are being combined? NASDAQ NCM ISSUES TOTAL ---what's Nasdaq NCM ? NASDAQ NGM ISSUES TOTAL ---what's Nasdaq NGM? NASDAQ NGSM ISSUES TOTAL ---what's Nasdaq NGSM?
NYSE_ALT ISSUES TOTAL ---what's NYSE_ALT?
I really think your calculated symbols have a LOT of use but can someone put up some detailed description of what is really being calculated and the source of the input data, please?
Thank you very much!
Indextrader
Dow Jones publishes a World Market Index updated every 5 minutes. DTN symbol is w1dow.x
Most data services like FTSE, STOXX, Dow Jones, S&P, Bloomberg have such an index.
For DDE, I would advise not exceeding 400-450 symbols depending on their activity. A couple of years ago I was able to receive 700-900 symbols via DDE but due to much higher tick/volume activity across the board, my computers can no longer process more than 400-450 symbols. Edited by indextrader on Mar 11, 2008 at 01:34 AM
Cash data on European exchanges like LSE, Euronext and German exchanges AT AN ECNOMICAL MONTHLY RATE would be great. As it is, I have to have another computer with eSignal (which I don't like to use) just for that purpose.
Thanks!
Cash data on European exchanges like LSE, Euronext and German exchanges AT AN ECNOMICAL MONTHLY RATE would be great. As it is, I have to have another computer with eSignal (which I don't like) just for that purpose.
I see that ProphetX has what appears to be a good tool for creating synthetic symbols. I understand that this may not be what it's designed for but is it possible to build a synthetic symbol composed of 50 securities?
Thanks. Edited by indextrader on Mar 8, 2007 at 08:48 PM
Jay, thanks for your help on this. Regarding RTD, how do customers like myself currently using your datafeed change over from DDE to RTD? I've also heard of it's better efficiency and have been waiting for some "initiative" on this. Most data vendors it seems mention it, yet do not have a detailed way for customers to use it. What should people who want quotes via RTD do then?
Thanks again!
Ok, so if I understand both you and Steve are saying that while the DDE quotes you currently offer for Excel are not able to fetch historical data, the data *is* available thru your API if one is competent at programming for it?
In other words, if I wanted historical minute data for 300 stocks for say, 20 days, *on demand* at the beginning of the day, the data is available?
Or would I first have to collect data for ALL stocks for a period of time, store it on my hard drive and *then* access it?
I'm trying to figure out what I CAN and can't do with your data feeds in order to hire the right programmer to obtain the data.
Jay, while ProphetX appears to be a very good program, I need to stick with a data feed for the versatility in programming for "X" factors.
Thanks very much guys. I'd really appreciate a response. Edited by indextrader on Feb 5, 2007 at 02:13 AM Edited by indextrader on Feb 5, 2007 at 02:14 AM
I'm not sure if this is the proper forum but I'm looking for ways to input data into excel other than the simple "last" quotes in the sample dtn excel sheet. More specifically, I need a way to format data like the following...http://indextradersmarketideas.blogspot.com/
Doesn't look like this forum allows file attchements and that's the only way I know of to show what I'm looking for. Do I need some "custom" work done? API? Are there developers out there that can do these things economically?
Thank you! Edited by indextrader on Feb 2, 2007 at 03:34 AM
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