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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)

  #221 (permalink)
 Vendor: www.iqfeed.net 
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josh View Post
@DTN IQFeed / @IQFeed James, you have the VRCT.Z symbol, which is the CBOE total put/call ratio. You also have a VRET.Z, which is equity p/c but it includes indexes. You do not seem to have equity only P/C ratio, which is really the one that most people would need. Am I right or do you offer it? Unfortunately it cannot be computed using the two you offer. The data is right here on CBOE, which is why I'm surprised you don't have it (under "Current," it is the third item):

CBOE - Put/Call Ratios

Josh - Thank you for the question.

VRET.Z is the Put/Call Ratio for Stocks and ETF’s not indices.
VRCT.Z is the Put/Call Volume for all options on CBOE

We do not provide a Put/Call values for “equity only” without ETF’s. There choices are equity & ETF or Total (equity, ETF and Indices).

You can use VCCT.Z for total Call Volume (equities, ETF’s and indices) or VCET.Z for total Call Volume Equities and ETF’s. Similarly, you can use VPCT.Z for total Put Volume (equities, ETF’s and indices) or VPET.Z for total Call Volume Equities and ETF’s.

Comparing yesterday’s close prices provided by IQ for the Total Volume figures to the data on CBOE website is similar

VCCT.Z: 2340
VPCT.Z: 1728
VRCT.Z: .7385

CBOE Web Site:
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I hope this helps.

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  #222 (permalink)
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@IQFeed James, thanks for your quick reply. What would be most helpful would be to provide the equity put/call ratio found on the CBOE web site to iqfeed cboe subscibers. Is there any chance of this? And if not, why would it not be available, since the others are?

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  #223 (permalink)
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josh View Post
@IQFeed James, thanks for your quick reply. What would be most helpful would be to provide the equity put/call ratio found on the CBOE web site to iqfeed cboe subscibers. Is there any chance of this? And if not, why would it not be available, since the others are?

Isn't he saying that VRCT.Z is that already?

Mike

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  #224 (permalink)
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Big Mike View Post
Isn't he saying that VRCT.Z is that already?

Mike

No, he's saying that the IQFeed data for total p/c matches the CBOE, which I would fully expect. By comparison, the equity-only P/C ratio for Monday August 11 was 0.57, and the total P/C ratio is 0.74. The VRET.Z includes ETFs and has a value of .87 for this day.

I can't speak for other traders, but the equity P/C ratio is most useful, since it filters out the skew of ETFs which have no meaning when they are coupled with equities. I would bet that most traders prefer to use this.

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  #225 (permalink)
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josh View Post
No, he's saying that the IQFeed data for total p/c matches the CBOE, which I would fully expect. By comparison, the equity-only P/C ratio for Monday August 11 was 0.57, and the total P/C ratio is 0.74. The VRET.Z includes ETFs and has a value of .87 for this day.

I can't speak for other traders, but the equity P/C ratio is most useful, since it filters out the skew of ETFs which have no meaning when they are coupled with equities. I would bet that most traders prefer to use this.

Josh, currently our developers are looking at it and should have some good news to share in the coming weeks.

Feel free to send over your contact info and I can get a hold of you once the data becomes live.

Thanks!

James

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  #226 (permalink)
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Any follow up on this request? Is it on the list of things to add?


josh View Post
@Robert Carrillo,

1) Is there a symbol for today's new highs (and one for new lows)? I see 52-week highs/lows etc., but not for today only.

2) I don't think you have this, but I'd like to request an index that esignal provides. It is the percentage of stocks (NYSE, NASDAQ, or all) whose last traded price is above their VWAP. So a reading of 42.75 would indicate that 42.75% of all US stocks are trading above their VWAP for the day.

3) While I'm requesting, having an intraday calculated index of new highs minus new lows would be amazing. Just like advance-decline, except for high-low. So if the stock makes a new high on the day, add 1 to the index. For a new low, subtract 1. For neither, which will be the case most of the day, do nothing.

What do you think?


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  #227 (permalink)
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IQFeed James View Post
Josh, currently our developers are looking at it and should have some good news to share in the coming weeks.

Feel free to send over your contact info and I can get a hold of you once the data becomes live.

Thanks!

James

Thank you @IQFeed James, sent you a private message.

So to summarize the wish list:

1) CBOE equity only P/C ratio

2) Percentage (or number) of NY/NASD stocks (2 different indexes, excluding ETFs, preferreds, etc) trading above their daily VWAP.

3) Intraday new highs/lows for NY/NASD stocks. So during X seconds, how many stocks made a new high on the day, and how many made a new low?

4) New highs/lows for periods besides 52-week (1 day, 1 month, 3 month). So for example, if a stock prints above the prior trading day's high, it gets a +1 for the day, and similar for lows. Much like advance/decline but for high/low. Same for if it prints above the highest high in the last calendar month. Etc.

I'm sure it seems like a lot but I'm sure the logistics are already there for some of this, and it simply needs to be computed. You have the hardware and it would take a fraction of its computing power, which is more than I can do easily by myself. And I'm sure others would love it, so it would justify the effort.


Last edited by josh; August 13th, 2014 at 04:43 PM.
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  #228 (permalink)
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josh View Post
Thank you @IQFeed James, sent you a private message.

So to summarize the wish list:

1) CBOE equity only P/C ratio

2) Percentage (or number) of NY/NASD stocks (2 different indexes, excluding ETFs, preferreds, etc) trading above their daily VWAP.

3) Intraday new highs/lows for NY/NASD stocks. So during X seconds, how many stocks made a new high on the day, and how many made a new low?

4) New highs/lows for periods besides 52-week (1 day, 1 month, 3 month). So for example, if a stock prints above the prior trading day's high, it gets a +1 for the day, and similar for lows. Much like advance/decline but for high/low. Same for if it prints above the highest high in the last calendar month. Etc.

I'm sure it seems like a lot but I'm sure the logistics are already there for some of this, and it simply needs to be computed. You have the hardware and it would take a fraction of its computing power, which is more than I can do easily by myself. And I'm sure others would love it, so it would justify the effort.

Josh, these are excellent suggestions. Thank you. We are working to see where we can get this into our priority/development list. I can tell you now that the equity only PC ratio likely will come first as development is already working on this one. I have forwarded the other suggestions through the proper channels for further review. If you have any more great ideas, we would love to hear about them! We are always looking for new ways to enhance the value of DTN IQFeed for our users.

Thanks a Million!

James

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  #229 (permalink)
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@IQFeed James do you have a cumulative TICK symbol? (accumulate the daily values +/-)

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

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  #230 (permalink)
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IQFeed James View Post
If you have any more great ideas, we would love to hear about them! We are always looking for new ways to enhance the value of DTN IQFeed for our users.

Thank you James. I cannot take credit for these great ideas, but happy I can pass them along. You guys are great at customer service because you listen to users, thank you...!

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