Data Feeds: Index Symbol Guide

The following information applies to Index symbols for the Barchart and TraderBytes data feeds.

The following indices DDF calculates and sends down the feed once every 3-seconds.

 

$TICX  -  NYSE TICK - actual value
$TICK  -  NYSE TICK - value of the $TICX + 10,000

 

$TICX is defined as the number of stocks ticking up minus the number of stocks ticking down on the NYSE.
If $TICX reads +500, for example, then there are 500 more stocks on the NYSE ticking up than there are ticking down. Conversely if $TICX reads -500, this means 500 more stocks are ticking down than are ticking up.

 

If $TICX is displaying 500 then $TICK is displaying 10500. If $TICK is displaying -500 then $TICK is displaying 9500.

 

$NSHU  -  NYSE Number of stocks with shares advancing that day.
$NSHD  -  NYSE Number of stocks with shares declining that day.
$NVLU  -  NYSE combined volume of advancing stocks.
$NVLD  -  NYSE combined volume of declining stocks.
$NSHR  -  Ratio of NYSE advances divided by NYSE declines.

 

$TRIN is defined as the number of NYSE advancing shares minus NYSE declining shares divided by NYSE advancing volume minus NYSE declining volume.

 

$TRIN = ($NSHU - $NSHD) / ($NVLU - $NVLD)

 

DDF uses the total volume of shares traded on the NYSE to calculate the share values. Some other sources use only the shares traded through NYSE itself to calculate the share values.

 

The following indices DDF calculates and sends down the feed once every minute.

 

$TIKX  -  DOW TICK - actual value
$TIKI  -  DOW TICK - value of the $TIKX + 10,000

 

$TIKI is the equivalent of the $TICK but only for the Dow 30 Stocks.

 

The following indices DDF calculates using exchange delayed data and sends down the feed once every 10-minutes.

 

$BCMM  -  Barchart Market Momentum Index
$ADRN  -  NYSE Advance/Decline Ratio
$ADVN  -  NYSE Advancing Shares
$DECN  -  NYSE Declining Shares
$UNCN  -  NYSE Unchanged Shares
$ADRA  -  AMEX Advance/Decline Ratio
$ADVA  -  AMEX Advancing Shares
$DECA  -  AMEX Declining Shares
$UNCA  -  AMEX Unchanged Shares
$ADRQ  -  NASD Advance/Decline Ratio
$ADVQ  -  NASD Advancing Shares
$DECQ  -  NASD Declining Shares
$UNCQ  -  NASD Unchanged Shares
$ADRD  -  OTC Advance/Decline Ratio
$ADVD  -  OTC Advancing Shares
$DECD  -  OTC Declining Shares
$UNCD  -  OTC Unchanged Shares
$HIGN  -  NYSE New Highs
$LOWN  -  NYSE New Lows
$HIGA  -  AMEX New Highs
$LOWA  -  AMEX New Lows
$HIGQ  -  NASD New Highs
$LOWQ  -  NASD New Lows
$HIGD  -  OTC New Highs
$LOWD  -  OTC New Lows