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Joined: Jun 18, 2004 11:36 AM
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Windsor has contributed to 1 posts out of 21185 total posts (0.00%) in 7,253 days (0.00 posts per day).

20 Most recent posts:
IQFeed Datafeed Wish List » New Data Request: NYSE/NASDAQ Tick Volumes Jun 18, 2004 11:47 AM (Total replies: 0)

From email and live chat conversations I've had with DTN, it seems that you do report NYSE/NASDAQ/AMEX issues based upon the last tick, rather than the daily price change. For instance, TINA.Z reports the advancing NYSE issues based upon tick wheras IINA.Z reports the advancing NYSE issues based upon price change.

I am interested in seeing NYSE and NASDAQ volumes calculated in the same way, if possible. These tick volumes would include in up volume the volume for all stocks whose last tick was positive. A corresponding down tick volume calculation could be done. I used to be able to get these calculations from another source. When they calculated it, all volume was included in either up or down tick volume. They considered all stock to be either on an up or down tick; there was no concept of zero tick. For my part, I prefer a calculation that has no concept of zero ticks; i.e. each stock is considered to either be on an up or a down tick.


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