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»Forums Index »Product Support »Data and Content Support »TICK.Z info
Author Topic: TICK.Z info (9 messages, Page 1 of 1)

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Feb 8, 2012 01:15 AM          Msg. 1 of 9
I have noticed a difference between IQFeed's NYSE TICK and that from other platforms. Can you give me some general information about the source of TICK from IQFeed? Is it the same source as other data providers? Basically, why would I see a difference? What does the exchange provide, and how does IQFeed then present that data to me as the user?

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Feb 8, 2012 06:52 AM          Msg. 2 of 9
Hello Josh, the biggest difference between our NYSE Tick and other providers is the update time, which with IQFeed it is every second. Most providers will update anywhere from 5 to 15 seconds for there NYSE Tick symbol. The definition for our NYSE Tick is as follows;

The NYSE tick is the number of stocks whose current price is higher than the previous trade (uptick) minus the number whose current price is lower than he previous trade (downtick).

This takes the entire NYSE Market into account. If you are looking for just the NYSE Composite Tick that symbol is, JT7T.Z. This will also update every second like the NYSE Tick but is made up of the NYSE Composite Index underlying equity symbols.

If you have any other problems or questions please let us know.


Thanks.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Feb 8, 2012 08:27 AM          Msg. 3 of 9
Curtis, thank you so much for the quick reply. My friend has ThinkorSwim and his TICK seems to have more extremes; for example, mine will go to 500 and his will go to 700 ... can you think of a reason why this might be the case?

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Feb 8, 2012 08:56 AM          Msg. 4 of 9
One more thing: someone I know said "IQFeed generates their own version of the tick index; many brokerage firms are rebroadcasted from the S&P Comstock feed (now it is one and the same as eSignal)"

Can you explain about TICK feeds and what IQFeed does?

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Feb 8, 2012 09:20 AM          Msg. 5 of 9
Hello Josh, I am going to get some more information from our Market Data Services department on this. Once I hear back from them I will let you know.


Thanks.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614

DTN_CurtisT
-DTN Technical Support-
Posts: 323
Joined: Jun 14, 2007


Posted: Feb 8, 2012 10:14 AM          Msg. 6 of 9
Hello Josh, I received an answer from our Market Data Services dept on the NYSE Tick.

Since the Exchange does not techincally provide Statistic or Calculated Symbols like the NYSE Tick these are calculated in house on our end. As to other providers symbols for them we are not sure on how they are calculating them but how our NYSE Tick is calculated is in my previous post. Since each provider can calculate these Statistics differently they can differ in the numbers that they provide.

If you have any other problems or questions please let us know.

Thanks.

Curtis Thompson
support@iqfeed.net
support@dtniq.com
Trading Markets Customer Service
1-800-397-7000 x3614

josh
-Interested User-
Posts: 89
Joined: Sep 14, 2011


Posted: Feb 8, 2012 12:23 PM          Msg. 7 of 9
Thank you for the info Curtis...

steve2222
-Interested User-
Posts: 1
Joined: Feb 14, 2016


Posted: Feb 14, 2016 01:28 PM          Msg. 8 of 9
"The NYSE tick is the number of stocks whose current price is higher than the previous trade (uptick) minus the number whose current price is lower than he previous trade (downtick)."

In relation to this definition:
1/ What does your index calculation do if a stock has not traded since the last time you calculated the index (1 second ago) - do you ignore that stock or do you include it as an Uptick or Downtick based on how it traded the last time it's price did move?

2/ What if the stock has traded but it's price stayed the same? Is your answer any different to your answer for 1/ above?

3/ How does the calculation work at the very beginning of the day (9.30am + 1 second) ie none of the stocks have traded to give you a base position to measure if they are in an uptick or downtick at 9:30:01. Or do you reference the last trade from the previous day to determine if the stock is an Uptick or Downtick for the first trades today?

Also what is the difference between market and Composite in this quote from your post "This takes the entire NYSE Market into account. If you are looking for just the NYSE Composite Tick that symbol is".

Thanks

DTN_Stephen
-DTN Evangelist-
Posts: 132
Joined: Aug 22, 2014


Posted: Feb 15, 2016 08:28 AM          Msg. 9 of 9
Thank you for your message Steve2222. Below is an answer to your questions. Please let us know if there is any further questions we can answer for you.


1. Stocks that have not traded for the day are not included in the calculation.
2. If the stocked is unchanged from the last tick it stays in the same position, Up or Down until it changes direction.
3. Calculation begins at 09:30:05
4. JTYT.Z is NYSE only NET Tick

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

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