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»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)
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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 235 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.
 

 

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