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)




"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
"Thank God for your Data Feed as the only Zippers I see are on my pants (LOL), and no more 200 pip spikes to mess up charts." - Comment from Spiro via Email
"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther
"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"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
"There is no doubt that IQFeed is the best data provider. I am very satisfied with your services. And IQFeed is the only one that I would recommend to my friends. Now, most of them are using your product in China." - Comment from Zhezhe
"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat
"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"Everything is working great with the API. I love it." - Comment from Calvin
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 »NEW IQFEED FORUMS »Data Questions »Volume and Delta for NDX (Nasdaq 100 Index)
Author Topic: Volume and Delta for NDX (Nasdaq 100 Index) (6 messages, Page 1 of 1)

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Apr 4, 2023 02:00 PM          Msg. 1 of 6
Hi there,

I'm trying to plot an instrument on my charts that has volume data for the Nasdaq 100 Index (^NDX).

Since I was told that index instruments do not have volume information, can anyone please suggest a similar instrument that allows me to obtain volume data for ^NDX?

I need volume data in order to plot a cumulative delta indicator.

Thanks in advance for your help.

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Apr 4, 2023 02:08 PM          Msg. 2 of 6
try plotting the future, @NQ#

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Apr 4, 2023 02:24 PM          Msg. 3 of 6
Hi Mark,

Thanks for your response.

I actually need to volume from the actual Nasdaq 100 Index. Is there any instrument that can perhaps approximate the volume of the NDX?

In the attached screenshot, approximately 1 million to 2 million trades are placed every 1 minute.

Which instruments would allow me to use Nasdaq 100 Index volume data to plot cumulative delta on my charts?



File Attached: Nasdaq 100 Index Volume per 1 Minute.jpg (downloaded 239 times)

DTN_mark_e
-Interested User-
Posts: 49
Joined: Sep 25, 2014


Posted: Apr 4, 2023 03:28 PM          Msg. 4 of 6
In that case, try VI5T.Z, which is the NASDAQ 100 ISSUES VOLUME TOTAL. This DTN market stat is a daily total that updates every second. If you are looking for the volume over a specific timeframe, note that you'll need to take the difference between tick or minute bars.

for more DTN market stats, check out this guide: https://ws1.dtn.com/IQ/Guide/DTNCalculatedIndicators.pdf

Trading Markets Customer Service
800-779-7299 (DTNIQ & IQFEED)
www.dtn.com/trading | http://www.iqfeed.net

oldporkchops
-Interested User-
Posts: 11
Joined: Jan 15, 2020


Posted: Apr 4, 2023 04:05 PM          Msg. 5 of 6
Thanks for responding, Mark.

I tried adding VI5T.Z, which plots without any issues, but I'm unable to use it with the cumulative delta that I have.

When troubleshooting using a simple Buy/Sell Volume indicator, which is supposed to plot whether each 5 second bar has dominant buy volume or dominant sell volume, that failed to plot any data too.

Perhaps you have other ideas on which other instruments might work? Thanks.

stargrazer
-DTN Guru-
Posts: 302
Joined: Jun 13, 2005

Right Here & Now


Posted: Apr 4, 2023 04:38 PM          Msg. 6 of 6
As mentioned earlier in the thread, your best bet is to subscribe to the future. It will provide you price and volume, and when you use the price against bid/ask, you can derive your own buy/sell volume indicator.

It will be your best representation of actual real time market condition, and would be part of your trade entry/exit.
 

 

Time: Mon February 26, 2024 8:44 AM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003