msearles
-Interested User-
Posts: 16
Joined: May 12, 2004
Software for DTN RealTime Satellite
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Posted: May 18, 2004 11:11 AM
Msg. 1 of 9
Pertaining to the satellite feed, (may apply to IQFeed as well)... How can we obtain clear information on the source and description of symbols contained in the DTN Calculated Indicators (09000070), Statistics (09000062) and Indexes (09000060) databases? To make this information useful, definitions are needed. The 32 character, sometimes cryptic, Issuer description, in some cases isn't enough to give one the confidence to trade off of the data. If it's not clear "what it is", it's probably not wise to base trading decisions on it. I guess what I'm getting at is, that the data would be much more useful, if we knew for sure what it is. Would it be possible to get clear, definitive definitions of the symbols in these databases? I believe this data could be very useful in trading, and having definitions would lend confidence in using it. Also, many of the Issuer definitions have suffixes that I've never gotten a clear answer from DTN as to what they mean. For instance in the 09000062 (Statistics) database: The symbol @ISA, the Issuer description is: AMEX ISSUES ADV DEC S what does the "S" on the end mean? Some have (LAST) on the end like @ISAA: AMEX ISS ADVANCES (LAST) what does (LAST) mean? Other suffixes are "I", "M", what do these mean? These descriptions are also an example of the abiguity of "what it is". What is the definition of ISSUES? Does ISS mean ISSUES? What exactly does AMEX ISSUES ADV DEC mean? All issues (stocks? stocks including ETFs?, including ETFs and Indexes?) trading on the AMEX Advancers divided by Decliners? There are many abbreviations used throughout in the Issuer fields that can make understanding them less than clear. Lastly, there is a great deal of overlap in the DTN Calculated Indicators (09000070) and Statistics (09000062) databases. Which are the preferred symbols to use for those that overlap? Will the Statistics database eventually be replaced with the DTN Calculated Indicators? TRAX: DTN RealTime Software for DTN RealTime Satellite http://trax.base16.com
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: May 19, 2004 08:26 AM
Msg. 2 of 9
Quote: Pertaining to the satellite feed, (may apply to IQFeed as well)...
How can we obtain clear information on the source and description of symbols contained in the DTN Calculated Indicators (09000070), Statistics (09000062) and Indexes (09000060) databases?
To make this information useful, definitions are needed. The 32 character, sometimes cryptic, Issuer description, in some cases isn't enough to give one the confidence to trade off of the data. If it's not clear "what it is", it's probably not wise to base trading decisions on it. I guess what I'm getting at is, that the data would be much more useful, if we knew for sure what it is.
Would it be possible to get clear, definitive definitions of the symbols in these databases?
I believe this data could be very useful in trading, and having definitions would lend confidence in using it.
Also, many of the Issuer definitions have suffixes that I've never gotten a clear answer from DTN as to what they mean. For instance in the 09000062 (Statistics) database:
The symbol @ISA, the Issuer description is:
AMEX ISSUES ADV DEC S
what does the "S" on the end mean? Some have (LAST) on the end like @ISAA:
AMEX ISS ADVANCES (LAST)
what does (LAST) mean? Other suffixes are "I", "M", what do these mean?
These descriptions are also an example of the abiguity of "what it is". What is the definition of ISSUES? Does ISS mean ISSUES? What exactly does AMEX ISSUES ADV DEC mean? All issues (stocks? stocks including ETFs?, including ETFs and Indexes?) trading on the AMEX Advancers divided by Decliners?
There are many abbreviations used throughout in the Issuer fields that can make understanding them less than clear.
Lastly, there is a great deal of overlap in the DTN Calculated Indicators (09000070) and Statistics (09000062) databases. Which are the preferred symbols to use for those that overlap? Will the Statistics database eventually be replaced with the DTN Calculated Indicators?
--- Original message by msearles on May 18, 2004 11:11 AM We have an internal list, but it looks like it is outdated. Thus, our Market data group is going through and updating the list, and once updated, I will get it posted. Thanks for the great suggestion! Jay Froscheiser DTN Market Access, LLC.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: May 26, 2004 02:42 PM
Msg. 3 of 9
Here is some info on a few of the DTN Calcs:
[TRIN: The TRIN is a short term measure of stock market strength that divides the advance/decline ratio by the advance volume/decline volume ration. A trin value greater then 1.0 indicates trading volume is concentrated in advancing issues.] TRIN * New York Trin (08:30 to 17:10) (@ISN->UP/@ISN->DOWN)/(@VSN->UP/@VSN->DOWN)
AMXTRIN * American Stock Exchange TRIN (0830: to 17:10) (@ISA->UP/@ISA->DOWN)/(@VSA->UP/@VSA->DOWN)
NASTRIN * Nasdaq Trin (08:30 to 16:30) (@ISZ->UP/@ISZ->DOWN)/(@VSZ->UP/@VSZ->DOWN)
[TICK: The TICK factors that have traded lower in price from the previous trade subtracted from the number that traded at a higher price then their previous trade]
TICK * NYSE Tick (08:30 TO 17:10) @TSN->UP-@TSN->DOWN
NASTICK NASDAQ Tick @TSZ->UP-@TSZ->DOWN
PCRATIO ** CBOE put/call ratio @VPC->COMBINED/@VCC->COMBINED
[Prems are all calculated from the front month of the related future contract. These are calculated tick by tick]
DJ-PREM *** Dow Jones Premium Future DJ-Index INDU
GI-PREM *** Goldman Sachs Premium Future GI-Index GIY
MV-PREM *** Value Line Premium Future MV-Index KVY
MD-PREM *** S&P 400 Midcap Premium Future MD-Index MID
ND-PREM *** Nasdaq 100 Premium Future ND-Index NDX
RL-PREM *** Russell 2000 Premium Future RL-Index RUT
RM-PREM *** Russell Mini Premium Future @ER2-Index RUT
SP-PREM *** S&P Premium Future S&P-Index SPX
SP-PREM2 *** S&P 500 Premium Composite Future @SP-Index SPX (at night Future@SP-Index SPX) Switches to GLOBEX when it opens and resets daily data; Switches to day contract when it opens and does not reset data. Experiences a forced close at 15:20
EM-PREM *** @ES-Index SPX (experiences forced close at 15:20)
&NG& Natural Gas Strips 3, 6, 9, 12, 18, Summer, Winter NG Averages (Summer 2 & Winter 2)
&QNG& Access Natural Gas Strips 3, 6, 9, 12, 18, Summer, Winter QNG Averages (Summer 2&Winter2)
Jay Froscheiser DTN Market Access, LLC.
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msearles
-Interested User-
Posts: 16
Joined: May 12, 2004
Software for DTN RealTime Satellite
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Posted: Aug 20, 2004 09:30 PM
Msg. 4 of 9
Can you tell me what the following DTN calculated indicators are? @VSAA,AMEX VOL ADVANCES (LAST) @VSAD,AMEX VOL DECLINES (LAST) @VSAT,AMEX VOL TOTAL (LAST) @VSAU,AMEX VOL UNCHANGED (LAST) @VSNA,NYSE VOL ADVANCES (LAST) @VSND,NYSE VOL DECLINES (LAST) @VSNT,NYSE VOL TOTAL (LAST) @VSNU,NYSE VOL UNCHANGED (LAST) @VSZA,NASD VOL ADVANCES (LAST) @VSZD,NASD VOL DECLINES (LAST) @VSZT,NASD VOL TOTAL (LAST) @VSZU,NASD VOL UNCHANGED (LAST) For instance currently: @VSNA is 374,636 @VSND is 308,105 Why do the descriptions have the word (LAST) at the end? Would this be opposed to OPEN, HIGH or LOW or something else? Also, do you have detailed descriptions of all of the indicators and indexes? The short abbreviated descriptions can be quite vague. TRAX: DTN RealTime Software for DTN RealTime Satellite http://trax.base16.com
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 791
Joined: Jul 15, 2004
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Posted: Aug 24, 2004 03:22 PM
Msg. 5 of 9
These are calculated indicators that show what is happening with the volume for the AMEX, NYSE and National Market exchanges.
For example- @VSAA, AMEX Vol Advnaces, is the total number of equities traded on AMEX that are "up" from the previous day's close. The @VSAD is the total number of equities traded on AMEX that are "down" from the previous day's close. The @VSAT is the total number of equities that are currently trading on the AMEX. And, the @VSAU is the total number of equities that are trading at the same value as the previous day's close.
These definations can be used for each of the three exchanges.
Keep in mind that the NASD includes the National Market and Small Cap, but does not include the OTC stocks.
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msearles
-Interested User-
Posts: 16
Joined: May 12, 2004
Software for DTN RealTime Satellite
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Posted: Aug 24, 2004 04:52 PM
Msg. 6 of 9
Quote: These are calculated indicators that show what is happening with the volume for the AMEX, NYSE and National Market exchanges.
@VSAA, AMEX Vol Advnaces, is the total number of equities traded on AMEX that are "up" from the previous day's close. How does @VSAA relate to volume? "up" from the previous day's closing volume??? the description you've given would seem to make sense for: @ISAA,AMEX ISS ADVANCES (LAST) This also brings up a few more, as of yet, unanswered questions... ISS I've been told stands for "ISSUES" -- is that correct? What does "(LAST)" mean? and why would it be in the descriptions text? would it be to distinguish it from OPEN, HIGH, LOW or something else? Currently (after market close on 8/24/2004), @VSAA is 24284 --- there aren't 24284 total equities on NYSE, NASDAQ and AMEX combined -- how could there have been 24284 "equities traded on AMEX"? These are the values showing : @VSAA 24284 @VSAD 21532 @VSAT 47497 I'm confused about your explanation. Can you please explain these numbers and more about the abbreviations and use of (LAST) in the description field? TIA TRAX: DTN RealTime Software for DTN RealTime Satellite http://trax.base16.com
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 791
Joined: Jul 15, 2004
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Posted: Aug 25, 2004 08:51 AM
Msg. 7 of 9
The @VSAA is the total volume of each issue that is up compared to it's presvious day's close. This number is represented in thousands, so 24284 is actually 24,284,000. The "last" stands for the previous day's closing price. Let me know if you have any other questions or need further clarification. Thanks.
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msearles
-Interested User-
Posts: 16
Joined: May 12, 2004
Software for DTN RealTime Satellite
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Posted: Aug 26, 2004 03:24 PM
Msg. 8 of 9
thanks so much. i understand now the description of the VOL calculated indicators. Using "(LAST)" in the description seems redundant to me -- also adds confusion. are there other calculation's that use (OPEN) or something else that requires having (LAST) there to distinguish between them, or is this maybe a legacy thing that could be removed? TRAX: DTN RealTime Software for DTN RealTime Satellite http://trax.base16.com
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DTN_MarketData
-DTN's Market Data Experts-
Posts: 791
Joined: Jul 15, 2004
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Posted: Aug 26, 2004 03:29 PM
Msg. 9 of 9
This is to indicate that it is the last, most updated price and not a summary of the previous day.
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