Anybody who has tried downloading indices has no doubt been frustrated by the lack of uniformity about their symbology; the prefixes can range from ., !, $, ^, etc and the letters themselves may have little relation to the underlying index (GSPC for S&P 500?). And so on.
As a service to users it would be awfully nice if WealthData or Quantacula can offer a 'Core' set of 20-25 indices for daily download.
Pros: Easier/uniform symbology/timely availability (free providers often provide data next day, its not always up-to-data esp when it comes to indices, and the symbols can be challenging to find).
The Core set can offer: Major Market indices/ Market internals (eg. TRIN)/ Commodities (eg. gold)/ Major Currencies indices (USD index)/ Volatility (VIX & its cousins)/ Interest Rates (bond yields).
Everybody uses (at least one or more of) them.
As a service to users it would be awfully nice if WealthData or Quantacula can offer a 'Core' set of 20-25 indices for daily download.
Pros: Easier/uniform symbology/timely availability (free providers often provide data next day, its not always up-to-data esp when it comes to indices, and the symbols can be challenging to find).
The Core set can offer: Major Market indices/ Market internals (eg. TRIN)/ Commodities (eg. gold)/ Major Currencies indices (USD index)/ Volatility (VIX & its cousins)/ Interest Rates (bond yields).
Everybody uses (at least one or more of) them.
Rename
Here's a start:
1. Wealth-Data Market Sentiment:
$AMEX_ADVN $AMEX_DECLN $AMEX_NEWHI $AMEX_NEWLO $AMEX_UNCHN $NASDAQ_ADVN $NASDAQ_DECLN $NASDAQ_NEWHI $NASDAQ_NEWLO $NASDAQ_UNCHN $NYSE_ADVN $NYSE_DECLN $NYSE_NEWHI $NYSE_NEWLO $NYSE_UNCHN
2. Wealth-Data Put/Call Ratio:
$EQUITYPC $ETPPC $INDEXPC $OEXPC $SPXPC $TOTALPC $VIXPC
@Cone
Robert, do you think there may be other indices symbols?
1. Wealth-Data Market Sentiment:
$AMEX_ADVN $AMEX_DECLN $AMEX_NEWHI $AMEX_NEWLO $AMEX_UNCHN $NASDAQ_ADVN $NASDAQ_DECLN $NASDAQ_NEWHI $NASDAQ_NEWLO $NASDAQ_UNCHN $NYSE_ADVN $NYSE_DECLN $NYSE_NEWHI $NYSE_NEWLO $NYSE_UNCHN
2. Wealth-Data Put/Call Ratio:
$EQUITYPC $ETPPC $INDEXPC $OEXPC $SPXPC $TOTALPC $VIXPC
@Cone
Robert, do you think there may be other indices symbols?
I was thinking more along the lines of:
$COMP $DJI $DJITR $MID $NDX $NDXTR $OEX $OEXTR $SML $SPX $SPXTR $W5000
$CAC $DAX $FT100 $HSI $N225 $RTS $XIN0
$VIX $VXN $VXTLT
$XAU $CRB
$USDX .FVX .TNX .TYX
#NYSETRIN
(prefix will vary with the provider)
Some letters are standard (e.g. VIX is always VIX) but others can vary e.g.
DJI....DJIA
COMP....IXIC
USDX....DXY
etc
That's just a starter list that can be built upon, in time.
$COMP $DJI $DJITR $MID $NDX $NDXTR $OEX $OEXTR $SML $SPX $SPXTR $W5000
$CAC $DAX $FT100 $HSI $N225 $RTS $XIN0
$VIX $VXN $VXTLT
$XAU $CRB
$USDX .FVX .TNX .TYX
#NYSETRIN
(prefix will vary with the provider)
Some letters are standard (e.g. VIX is always VIX) but others can vary e.g.
DJI....DJIA
COMP....IXIC
USDX....DXY
etc
That's just a starter list that can be built upon, in time.
Good data isn't free and maintenance of such DataSet would add further to our queue. Looking at your list it seems to me that an IQFeed subscription might cover the need in indices delivered 'today' after close.
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