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»Forums Index »Archive (2017 and earlier) »Data and Content Support »S&P Adv/Dec Data
Author Topic: S&P Adv/Dec Data (13 messages, Page 1 of 1)

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004


Posted: Sep 12, 2004 06:48 PM          Msg. 1 of 13
I originally posted this on Sept 4 in the "Data feed Wish List" section but received no reply: maybe that section is not read too often. So, here goes again--hopefully:

Is it possible for you to provide Advance/Decline data for the issues and volume of the 500 stocks which make up the S&P 500 index; similar to that currently presented as

IINA.Z
IIND.Z
IINU.Z
VINA.Z
VIND.Z

for the NYSE?

I believe this would be a tremendous benefit for traders; and I'm sure the data can be compiled and presented much easier on your servers than the average trader's PC.

Many thanks.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Sep 13, 2004 02:06 PM          Msg. 2 of 13
Sorry,

I didn't reply because it is noted. We will put this on our list, but I don't know how quick we will get to it. Even though the list doesn't change very often, there is no automatic method of processing changes to the SP 500. Thus, if we miss a change, the calculated stats will be off. Until I can figure out a good way to manage this, it won't be too high on the list unfortunately. We will keep it in front of us though so we can try to sqeeze it in in the future.

Jay Froscheiser
DTN Market Access, LLC.

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004


Posted: Sep 13, 2004 07:32 PM          Msg. 3 of 13
Thanks Jay.

I agree, it may be a little time consuming to update changes (and I assume you mean the addition & subtraction of individual companies) to the SP 500; and if it is any help, I found a wealth of information as to the components/weighting etc of this index where you can also download various excel data sheets:

http://www2.standardandpoors.com/NASApp/cs/ContentServer?pagename=sp/Page/IndicesIndexPg&r=1&l=EN&b=4&s=6&ig=48&i=56&f=1&si=138&xcd=500

Also, just to reiterate, while you are setting your 'to do list' :-) , I really feel this addition would be a major coup over the current 'competition' as it is a strong source of market information not readily available!


Thanks again for your efforts

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Sep 14, 2004 02:57 PM          Msg. 4 of 13
ok, but if we get this added, I will expect you, Jean, to go out and promote to everyone that they need to sign up for IQ because we have it....

Jay Froscheiser
DTN Market Access, LLC.

renardblanc
-Interested User-
Posts: 20
Joined: Sep 15, 2004


Posted: Sep 15, 2004 03:03 AM          Msg. 5 of 13
I'll also promote it, promise.

I agree it would be a gorgeous plus

WhiteFox

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Sep 15, 2004 08:43 AM          Msg. 6 of 13
ok, but only because you are going to tell all of your friends to subscribe to IQFeed! Our ticker group will work on adding stats on the SP500 issues. We have about 3 weeks of work to finish up on other things, then it will be about a week of development and a week or two of testing to get it out the door. Expect 2 months or so.

Jay Froscheiser
DTN Market Access, LLC.

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004


Posted: Sep 15, 2004 05:53 PM          Msg. 7 of 13
Whao! This is truly great.
I am more than happy to actively recommend such great service--consider it done.

Thanks Jay & Co.

LonnieS
-King of IQ Development-
Posts: 127
Joined: Jun 2, 2004


Posted: Oct 14, 2004 03:10 PM          Msg. 8 of 13
The implementation of the S&P 500 statistics by the DTN Ticker Development Team is completed and we will be processing them. They should be available tomorrow, Friday October 15. The symbols are:

VI6A.Z - Volume, advancing
VI6D.Z - Volume, declining
VI6U.Z - Volume, unchanged
VI6T.Z - Volume, total
II6A.Z - Issues, advancing
II6D.Z - Issues, declining
II6U.Z - Issues, unchanged
II6T.Z - Issues, total
JI6T.Z - Net Tick

Just some info, the same stats are available on the Nasdaq 100, simply substitute a '5' for the '6' in the above symbols.

Lonnie Shumate
Development Manager, IQ Systems
DTN Market ACCESS

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 14, 2004 04:07 PM          Msg. 9 of 13
woohoo!

wtg King Lonnie

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 15, 2004 09:33 AM          Msg. 10 of 13
My enthusiasm was premature. I am able to watch II5A.Z etc, but no data for II6A.Z etc this morning.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Oct 15, 2004 09:41 AM          Msg. 11 of 13
Its calcuating away here...

II6A.Z S&P 500 ISSUES ADVANCES 359 10:40

Jay Froscheiser
DTN Market Access, LLC.

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004


Posted: Oct 15, 2004 11:05 AM          Msg. 12 of 13
Quote: My enthusiasm was premature. I am able to watch II5A.Z etc, but no data for II6A.Z etc this morning.
--- Original message by skunk on Oct 15, 2004 09:33 AM
My apologies. It appears to be calculating correctly. My code did not handle the condition where there was no historical information available for yesterday.

Thanks very much to everybody who made this happen so quickly.

jean
-Interested User-
Posts: 29
Joined: Jul 24, 2004


Posted: Oct 20, 2004 07:44 PM          Msg. 13 of 13
I just saw the updates!
This is great. I truly appreciate your work here. I haven't come across any other data vendors who provide such a service both in terms of data quality and support.

Excellent job guys.
Again thanks.
Jean
 

 

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