Hi, I'm looking for quote vendors that provide intraday (updating every 5-10 seconds) index volume especially for S&P 500 and Nasdaq 100. I think e-signal, TS and NAQ don't provide this. Any suggestions? Thanks.
Index quotes from the source don't have volume. Are you talking about them constantly doing a summation of the individual volumes of all 500 stocks in the SPX and the 100 stocks in the NDX? Haven't seen any provider do that - you can get total NYSE and total Nasdaq volume though usually.
Yes, I'm looking for the total volume of the individual stocks forming these two indices. I guess only exchanges provide the total volume so far.
Create a spreadsheet, and calculate for yourself using a DDE connection. QCharts and eSignal both provide a DDE link to excel.
Thanks for the suggestion. I'm using Tradestation and I'm limited by 50 symbols/charts. I'm doing calculations on 50 symbols. I think Neoticker doesn't have # of symbols limitation and this all can be done within Neoticker.
=========================== A reasonably good substitute, includes 5-10 seconds, volume requirement but not exact price follows; SPY and QQQ on Esignal.