ER2 Internals

Discussion in 'Index Futures' started by tyler19, Jan 19, 2007.

  1. tyler19

    tyler19

    What are the market Internals for the ER2. NYSE TICK?
     
  2. ER2 as in the Russell 2000 has a volatility index, advance decline line index, trin index and a tick index.

    All the above are the market breadth indexes (market internals) for the Russell 2000 or ER2.

    Mark
     
  3. tyler19

    tyler19

    where can i find these symbols?
     
  4. Who is your data vendor?

    My point, its different from one data vendor to the next.

    I use three data vendors and all three have different symbols.

    :mad:

    Mark
     
  5. tyler19

    tyler19

    esignal, ill find out. thanks though.
     
  6. john99

    john99

    I can't find ER2 internals with Interactive brokers. I don't think they have it. Am I right?(anyone else..)
     
  7. bolter

    bolter

    The advance/decline line, trin and tick etc are compiled and distributed by exchanges and are therefore not index specific. The VIX(s) are however index specific but there isn't one for the R2k. The only R2k specific internal I know of is a $PREM equivalent distributed by DTN.

    bolter
     
  8. i trade (mostly) the dow futures

    i find the NYSE advance/decline (breadth), the NYSE TICK and the NYSE TRIN to be the most useful

    however...

    there is one index specific internal i am aware of : the TIKI.

    this is like a tick, but only uses the 30 dow stocks

    IB does not have TIKI data
     
  9. Who is your data vendor Mark, i am thinking of switching to them if they have these indicators on the Russell 2000 index...

    cj...

    :confused:

    HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE
     
  10. bolter

    bolter

    Whister,
    I stand corrected - the TIKI is indeed index specific. I'll crawl back in my hole.
    Thanks,
    bolter
     
    #10     Jan 24, 2007