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»Forums Index »Product Support »Data and Content Support »DTN calculated market stats
Author Topic: DTN calculated market stats (5 messages, Page 1 of 1)

programmer
-Interested User-
Posts: 35
Joined: Feb 3, 2010


Posted: Jun 19, 2010 01:05 PM          Msg. 1 of 5
Is there any documentation or anything that explains how the various DTN calculated market stats are calculated or at least an explanation of what they are?

For example there is "AI1T.Z" which has a description of "DOW JONES INDU AVERAGE PRICE" but what exactly does that mean and how is it calculated? That's just one example, there are something like 500+ of these symbols. Some have such terse descriptions that I have no idea what they could be.

I'm most interested in knowing exactly how they are calculated so I know what information they are providing.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jun 21, 2010 04:08 PM          Msg. 2 of 5
Programmer

on our web site http://www.iqfeed.net/symbolguide/index.cfm?guide=mktindices ,
Then click on the drop arrow and choose all calculated Indicators.
This will give you a list and a small Definition of each one.

programmer
-Interested User-
Posts: 35
Joined: Feb 3, 2010


Posted: Jun 21, 2010 04:36 PM          Msg. 3 of 5
Thanks, yes I have seen that and that's what I mean when I say "terse description." I'm looking for more information on how exactly they are calculated.

As an example lets looks at the DIA-.Z symbols:
DIAA.Z NYSE_AMEX ISSUES $ VOL UP
DIAD.Z NYSE_AMEX ISSUES $ VOL DOWN
DIAT.Z NYSE_AMEX ISSUES $ VOL TOTAL
DIAU.Z NYSE_AMEX ISSUES $ VOL UNCHG

How exactly are those calculated? I found a description on here about "dollar volume" but it's not a full explanation: The $ symbols are the "Dollar Volume" which is defined as "the dollar amount of xxx traded during a given period"

What does "the dollar amount of xxx traded during a given period" mean? The sum of the price of each share, the average, or what? Also what is considered up or down volume? An increase/decrease in the volume or the price? What are considered up/down ticks?

Again, I want to know specifically how the behind-the-scenes math is done to generate these things.

DTN_LorenF
-DTN Technical Support-
Posts: 228
Joined: May 11, 2004


Posted: Jun 22, 2010 11:27 AM          Msg. 4 of 5
Programmer
We do not have a lot of written documentation on the explanation on how we build the symbols. here is a link for some:
http://www.iqfeed.net/symbolguide/display.cfm?eight=08016630.cfm&six=06000429&title=DTN%20%2D%20INDEXES%20AND%20INDICATORS%20DEFINITIONS

programmer
-Interested User-
Posts: 35
Joined: Feb 3, 2010


Posted: Jun 22, 2010 11:35 AM          Msg. 5 of 5
OK thanks, that link has a lot more useful information in it!

The only thing missing as far as I'm concerned is a comprehensive explanation of "dollar volume." (ie. those symbols that have "$ VOL" in the description)
 

 

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