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oldporkchops has contributed to 11 posts out of 21185 total posts
(0.05%) in 1,561 days (0.01 posts per day).
20 Most recent posts:
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.
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?
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.
Hi there,
I'd like to know if this ETF is available with the core data feed? Or will I have to add on the NYSE exchange to the core charge?
https://www.spglobal.com/spdji/en/indices/strategy/sp-500-vix-mid-term-futures-index/#data
VIXM.IV.X PROSHARES VIX MID-TERM FUTURES IV NYSE INDEX
Also, what are the hours data is available and what is the refresh rate?
Thanks.
Got it. Thanks. That's what I gathered based on the .XO suffix, like Gary said.
Hi Gary,
Thank you for responding. I just want to confirm that the basic subscription does not include these two symbols:
- VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX - VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY INDEX CBOE
I received an email with a response (that is now not on the forum) that "they are included now".
I'm accessing them via NinjaTrader.
Thanks for sharing this info.
Could you please let me know if the IQ Feed base service will include the following two index data feeds?
- VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX - VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY INDEX CBOE INDEX
If not, which exchange will I need to select?
- VXN.XO CBOE NASDAQ 100 VOLATILITY CBOE INDEX - VIX1Y.XO CBOE S&P 500 1YR VOLATILITY CBOE INDEX - VIX3M.XO CBOE S&P 500 3-MONTH VOLATILITY CBOE INDEX - VOLNDX.X DWS NASDAQ-100 VOLATILITY TARGET NASDAQ
Could you please let me know what the hours these feeds would be generating data?
Also, what are the refresh intervals?
Thanks.
Thanks for your response, Stephen.
Could you please let me know how often do the Treasury yields from CBOE update?
Also, what is the difference between:
- 10YCMRY.X 10 YEAR REAL TREASURY YIELD
and
- TNX.XO CBOE TREASURY YIELD 10 YEAR
Thanks Stephen. This is really helpful to know.
Could you please direct me to a video or online tutorial on how to utilize the Real Time News feed within Ninja 8? And how to set up filters?
On a related note, how often are the US Treasury Yields refreshed? And what are the hours live data is available?
Hi Jay,
Thanks for this info.
Your assistance with these questions would be gratefully appreciated.
I am interested in these two symbols:
FIQH.Z NASDAQ COMB NEW FIFTY-TWO WEEK HIGHS FIQL.Z NASDAQ COMB NEW FIFTY-TWO WEEK LOWS
1) Would you know what the COMB means? Is it the abbreviation for Composite Board and so would represent the entire NASDAQ vs these other new 52 week highs which are of segments of the NASDAQ?
FISH.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK HIGHS FISL.Z NASDAQ SM CAP NEW FIFTY-TWO WEEK LOWS
FIKH.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK HIGHS FIKL.Z NASDAQ OTHERS NEW FIFTY-TWO WEEK LOWS
FIOH.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS FIOL.Z NASDAQ 3RD MKT NEW FIFTY-TWO WEEK LOWS
2) Would you please confirm that the refresh rate on all these new 52 week high/low symbols is 6 seconds or quicker?
3) What are the hours when live data will be fed to my Ninja Trader platform? If it is only during pit hours, would there be any pre-market coverage using other symbols?
4) What are the hours of live data feed and the refresh rate for NQBUY.Z which is the NASDAQ US INSIDER SENTIMENT INDEX?
Are the 52 week highs/lows on a different exchange (subscription line item) from NQBUY?
Thanks for your assistance.
Oldporkchops Edited by oldporkchops on Jan 15, 2020 at 10:05 PM
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