how does IB calculate NYSE TICK?

Discussion in 'Interactive Brokers' started by clearpicks, Sep 14, 2005.

  1. hmmm ... not really what I was hoping for

    but I will take another look when the USA markets
    are open during regular hours

    {View Market Statistics from Market Scanner page}

    -The market scanner page includes a new parameter called "Market Statistics." Select an exchange and view advancing and declining issues, and up volume/down volume.-
     
    #11     Sep 15, 2005
  2. Hoi,

    Thanks, that's interesting.

    What do you mean by "not a normal quote"? Is the passed in the bid-ask or somewhere else?

    Thanks,

     
    #12     Sep 15, 2005
  3. Hoi

    Hoi

    Yep, they misuse all the fields in a different way to transport AD and VOL info. (ButtonTrader knows how, but if you are clever you can decipher it as well :) ).
     
    #13     Sep 15, 2005
  4. Me clever; probably not :)

    Well, time for printf() I guess
     
    #14     Sep 15, 2005

  5. Perhaps they can assist in showing us where you guys are hiding the $PREM/$ePREM, TICKI, and Put/Call Ratio! :) Geez guys, these are important numbers!

    Seriously, can you divulge whether or not there are any plans to provide this data in the near future? I know, promises, promises!!! :)

    On a side note, given the numerous complaints about IB's software, let me "idiotically" state (i.e., let the flames begin!) that I have been an IB user for 14 months and have not experienced any negative experiences with your service to date, other than that day when your servers went down about a month ago. Please give the "chef" my compliments for a job well done.

    Thanks!

    s
     
    #15     Sep 15, 2005