Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
"It’s so nice to be working with real professionals!" - Comment from Len
"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal
"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah
"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe
"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"Excellent datafeed !!!" - Comment from Arely
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Wish List »Advance/Decline Volume
Author Topic: Advance/Decline Volume (3 messages, Page 1 of 1)

kmccluskey
-Interested User-
Posts: 2
Joined: Nov 1, 2006


Posted: Jan 2, 2007 05:21 PM          Msg. 1 of 3
Is there any way for a given symbol to get what percentage of total volume was advancing shares or declining shares? Percentages, raw volume, it doesnt matter. It also doesn't need to be real time. End of day positive/negative volume would be fine.

Anything like that out there with IQFEED? I didn't see anything in the data formats for summary, update, or fundamental messages.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Jan 3, 2007 08:04 AM          Msg. 2 of 3
Hello, we carry advance and decline values on some exchanges. Here is a link to all of our indices.http://www.iqfeed.net/symbolguide/index.cfm?symbolguide=guide&displayaction=support§ion=guide&web=iqfeed&guide=mktindices&web=IQFeed

Of particular interest,
AMEX Advanced, Declined, Unchanged, Total IIAA.Z,IIAD.Z,IIAU.Z,IIAT.Z
Nasdaq Advanced, Declined, Unchanged, Total IIQA.Z,IIQD.Z,IIQU.Z,IIQT.Z
NYSE Advanced, Declined, Unchanged, Total IINA.Z,IIND.Z,IINU.Z,IINT.Z

Will these meet your needs?

FullyArticulate
-DTN Guru-
Posts: 332
Joined: Sep 22, 2005


Posted: Jan 4, 2007 03:01 PM          Msg. 3 of 3
For an individual symbol, there is no fundamental or update field which contains what you're looking for. Unfortunately, you need to plug through all the ticks and compare the trade to the bid/ask to figure out where the volume went.
 

 

Time: Mon February 26, 2024 7:48 AM CFBB v1.2.0 19 ms.
© AderSoftware 2002-2003