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»Forums Index »IQFeed Developer »IQFeed Developer Support »Aggregated market data on advance declines through the IQFeed
Author Topic: Aggregated market data on advance declines through the IQFeed (2 messages, Page 1 of 1)

-Interested User-
Posts: 2
Joined: Apr 9, 2016

Posted: Apr 9, 2016 02:38 PM          Msg. 1 of 2

I need to provide use some macro features in my analysis of stocks.

Here is a description of something I'm looking for: "It is calculated only from NYSE common stocks (omitting preferred stocks, warrants, etc., which have a markedly distorting influence). It is calculated from the percentage of advancing stocks minus the percentage of declining stocks, rather than using raw numbers. For example, if 55% of the NYSE were up today and 30% were down, the net change today would be 25 (55% - 30%)."

I don't need exactly that, but I would like an accurate representation of advance/declines.

Since we are limited to 500 symbols in our feed, I wouldn't be able to calculate this directly from the feed. But I need the macro feature to build a decision tree.

Thank you,


Ron & Eric

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

Posted: Apr 10, 2016 05:26 AM          Msg. 2 of 2
Are you just looking for symbols that would represent the advancing and declining like the ones included here?


If you need something different, let us know.



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