Hi I've been having quite a hard time trying to get a few market breadth indicators in TWS Workstation. I subscribed to NASDAQ (Network C/UTP)(NP, L1), NYSE (Network A/CTA)(NP, L1), NASDAQ Global Index Data Service (NP) (GIDS). The subscription to GIDS gives me, I think, TICK and TRIN, via TICK-NASD and TRIN-NASD symbols. If you check their products/contracts search here, (Products, "Select All"), enter "NASDAQ", click "Index", sort by exchange and check "NASDAQ", you have a list of symbols, including TICK-NASD, TRIN-NASD. In between that, you have AD-NASD and VOL-NASD, for the Advance-Decline Index and Volume Index, which I'm very much interested in. However, if I choose AD-NASD, VOL-NASD in TWS, there is no data shown whatsoever. I've been trying to contact them for weeks, posted on Reddit, everything. Does anybody knows which exactly is the data subscription one must get for this? One would expect other symbols, such as NQCICBER, being part of NASDAQ exchange, to be grouped in some NASDAQ subscription. While sector symbols such as IXF (NASDAQ Financial 100 Index) are included, part of GIDS, and have data, NQCICBER is another that seems to do absolutely nothing. Thanks in advance. Regards
The TICK-NYSE, TRIN-NYSE you can, It's the NYSE Global Index feed. I suppose in theory it should give you the advancing/decline and volume with AD-NYSE, VOL-NYSE, but probably you'll end up with the same issue I'm having wrt AD-NASD, VOL-NASD. No historical data, yet, TradingView has it, for example (and more). By TICKI were you referring to the Dow-Jones Industrial TICK, aka $TICKI in some other platforms?
Yes. Sometimes they call it $TIKI or $TIKIC, but it's the same thing. It's a simple tick index for just the DJIA.