Breadth indicators for analysis

July 2nd, 2015, 05:36 PM

EV Trader

Hi Mike,

I am using IQFeed's on a minute base.

JTNT.Z or TICK.Z symbols show identical results for the NYSE NET TICK

It is well correlated to the Russell. This is why I show them together.

Pascal

Thanks, I was pretty sure you were using DTN.

For anyone who is interested, here is the source of Pascal's charts I posted earlier:

Effective Volume - Home

Mike

July 2nd, 2015, 05:41 PM

EV Trader

JTNT.Z or TICK.Z symbols show identical results for the NYSE NET TICK

Here is Barchart's S&P tick. Again, it is not close to matching what yours shows. This is a 10-second sample which I sum, resetting to 0 on new session @ 9:30AM ET.

Trying to explain the huge variance. Chart times are Eastern.

Mike

July 2nd, 2015, 05:45 PM

Here is Barchart's NYSE tick, similar pattern but the 0-axis is not the same due to some extreme values.

Mike

July 2nd, 2015, 06:08 PM

I believe I've solved this, a classic 1D 10 T error on my part. Was using cumulative net tick instead of cumulative tick.

Mike

Breadth indicators for analysis

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Breadth indicators for analysis