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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)


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DTN IQFeed's Dave Forss (Business Development Manager) - Ask Me Anything (AMA)

  #201 (permalink)
 
arnie's Avatar
 arnie 
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Robert Carrillo View Post
Hi arnie,

I'm glad I have you to keep me on my toes! Those symbols are for AMEX (NYSE_MKT) so pretty thinly traded and match wsj.com:

NYSE MKT New Highs & Lows - Markets Data Center - WSJ.com

Try these for NYSE:

FINH.Z - NYSE NEW 52-WEEK HIGHS
FINL.Z - NYSE NEW 52-WEEK LOWS
JFNT.Z - NYSE NEW 52-WEEK NET
FRNT.Z - NYSE NEW 52-WEEK RATIO

We show FINH.Z at 51 and FINL.Z at 30, which are also close to what wsj.com shows for today:

NYSE New Highs & Lows - Markets Data Center - WSJ.com

Thanks.

Robert



You need to tell the guys that create these indicators that they should better named them.
It would be a lot easier if they called it NYSE-AMEX, for example.
Who would know that NYSE_MKT refers to AMEX and not NYSE itself?




Thanks for your support Robert.

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  #202 (permalink)
 
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arnie View Post
You need to tell the guys that create these indicators that they should better named them.
It would be a lot easier if they called it NYSE-AMEX, for example.
Who would know that NYSE_MKT refers to AMEX and not NYSE itself?


Not saying you should know this, but it is often referred to as such. And it's on their web site, for example:

https://usequities.nyx.com/markets/nyse-mkt-equities

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  #203 (permalink)
 
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 arnie 
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josh View Post
Not saying you should know this, but it is often referred to as such. And it's on their web site, for example:

https://usequities.nyx.com/markets/nyse-mkt-equities



A guy really needs to keep up with all the changes Exchanges do.


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  #204 (permalink)
 
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1) @Robert Carrillo, any chance we get a 2 year treasury yield anytime soon? We have 5, 10, 30 (FVX.XO, TNX.XO, TYX.XO), but no 2 year, which is quite an important part of the curve right now

2) I see 24-hr yields being calculated and posted by the likes of CNBC, WSJ, etc. However, the above-quoted symbols for 5, 10, and 30 are only calculated during the pit hours of 8:20am to 3:00pm ET. Is there any possibility of calculating the yields around the clock, and if not, can you explain why?

Thanks!

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  #205 (permalink)
 
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 Robert Carrillo 
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josh View Post
1) @Robert Carrillo, any chance we get a 2 year treasury yield anytime soon? We have 5, 10, 30 (FVX.XO, TNX.XO, TYX.XO), but no 2 year, which is quite an important part of the curve right now

2) I see 24-hr yields being calculated and posted by the likes of CNBC, WSJ, etc. However, the above-quoted symbols for 5, 10, and 30 are only calculated during the pit hours of 8:20am to 3:00pm ET. Is there any possibility of calculating the yields around the clock, and if not, can you explain why?

Thanks!

Hi josh,

CBOE sent notice last Dec that they were going to stop providing those indexes eff Mar 31, followed by a notice in Jan that they would continue after all but not sure for how long.

DTN doesn't calculate the yields, we simply provide the data CBOE transmits. They don't provide a 2-year yield, if they did we would offer it along with 90 day, 5, 10 and 30 years. The yields are updated during CBOE trading hours.

You can get daily yields from the Treasury: Daily Treasury [AUTOLINK]Yield Curve[/AUTOLINK] Rates

Regards,

Robert

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  #206 (permalink)
 
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@Robert Carrillo,

VRCT.Z and VRET.Z seem to be the only two symbols relating to put/call ratios.

Given that the CBOE releases several p/c ratios data every day on their website ( CBOE - Put/Call Ratios ) for free, why does IQFeed not have all of these?

The main ones are equity p/c, index p/c, and total p/c. Which one of these does VRCT.Z and VRET.Z match?

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  #207 (permalink)
 
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 josh 
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Any update on the previous post, @Robert Carrillo?

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  #208 (permalink)
 
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 Robert Carrillo 
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josh View Post
@Robert Carrillo,

VRCT.Z and VRET.Z seem to be the only two symbols relating to put/call ratios.

Given that the CBOE releases several p/c ratios data every day on their website ( CBOE - Put/Call Ratios ) for free, why does IQFeed not have all of these?

The main ones are equity p/c, index p/c, and total p/c. Which one of these does VRCT.Z and VRET.Z match?

Thanks josh. Sorry for the delay in responding, I've been out of pocket.

The CBOE does not include the put/call ratio in the feed, a list of the indices provided by CBOE are available at https://www.cboe.org/MDX/MDI/MDIProducts.aspx

DTN calculates the put/call ratios by processing the data for all of the stocks, there are thousands of contracts used in these calculations. If we have requests from customers for calculating additional ratios we can look at adding to the existing DTN Calculated Statistics. We would need to decide if the additional work involved in generating additional put/call ratios is worth the time and processing power if the CBOE posts the data for free.

We can provide the data for the puts and calls, and a subscriber can calculate any proprietary ratios he would like.

Regards,

Robert

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  #209 (permalink)
 
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 Robert Carrillo 
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We have been experiencing issues with users connecting. The issue is outside of the DTN network. DTN is working with our carrier to get the issue resolved as quickly as possible.

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  #210 (permalink)
 
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 arnie 
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Hi @Robert Carrillo

NYSE Composite (NYA.X) accordingly to NYSE site, yesterday (06/03) traded 2,383,202,000 shares.

Can you tell me if IQFeed's VINT.Z (NYSE ISSUES VOLUME TOTAL) symbol is the equivalent of the NYA volume?
For yesterday, VINT.Z shows a volume of 445,520.

If VINT.Z is not the NYA equivalent volume, can you tell me which symbol is?

Regards.

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