CBOE Put/Call Ratio PCRATIO.Z [INDEX]
Can you tell me what CBOE P/C Ratio this is?
Upon visiting the CBOE site and downloading the variou XLS files available there through todays date, I found that none of the CBOE PC Ratios ending values correspond with the value provided by your symbol PCRATIO.Z[INDEX].
Please tell me what this ratio is, and/or what would be involved in getting the IQFeed to supply the actual three PC Ratios provided by and at the CBOE website on this page:
http://www.cboe.com/data/PutCallRatio.aspxIn all cases the terminating value does not correspond with the terminal value in the PCRATIO.Z Index from the servers. Further, looking back down the data chains and comparing them, it is clear that the data returned by PCRATIO.Z does not correspond to the published data at CBOE.
The CBOE splits its PC Ratios into to subsets, as well as provides a combined set. The splits are for equity and index options.
As of 12-23-05 the breakdown for terminal values [Daily] is as follows:
Index: 1.39
Equity: .51
Combined: .69
Your terminating value for the index as of 12-23-05 is .88.
Please explain what your data set is derived of, and if-when-how we can get the actual data published by CBOE into the IQFeed stream.
Scott
Edited by swhitney on Dec 25, 2005 at 04:01 PM