Yahoo ticker for Arms Index (TRIN)
Author: evan
Creation Date: 10/5/2008 5:08 PM
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evan

#1
Hi. It seems that I cannot search the forums, so I am hoping that someone can help me out with a question I'm sure has already been asked and answered. What is the Yahoo ticker for the ARMS INDEX? At one time it was ^TRIN, at another it was ^STI.N. Thanks in advance for help! Evan
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evan

#2
I understand that Wealth-Lab won't download it anymore; I just want to go to finance.yahoo.com and download from there. Anybody?
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Eugene

#3
QUOTE:
I just want to go to finance.yahoo.com and download from there.

Looks like Yahoo! doesn't have it on board any more? If they still have the components of TRIN in place (such as volume of declining issues, advancing issues etc.) you could build the index yourself.

$TRIN from MSN could be the way to go, but they don't seem to provide any historical data as well.

And since Google Finance doesn't want to show it to me, seems that you have to ask CSIData what's wrong - as all the three get their data from CSI.
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LenMoz

#4
From post #42
QUOTE:
There will be no data etc from Fidelity after that date.
I thought I should begin impact analysis. Some of my strategies use Trin (STI.N). I found that I could get this from the Yahoo provider. Are they the same? They should be. A quick experiment... I'll just substitute. What??? The results are different. APR% dropped by 5! Maybe the providers are not alike. Let's compare...
CODE:
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The end of the resulting display...
QUOTE:
2851. 6/19/2020 Fidelity=1.43, Yahoo=1.55
2852. 6/22/2020 Fidelity=0.94, Yahoo=0.99
2853. 6/23/2020 Fidelity=1.1, Yahoo=1.23
2854. 6/24/2020 Fidelity=2.34, Yahoo=2.13
2855. 6/25/2020 Fidelity=0.53, Yahoo=0.55
2856. 6/26/2020 Fidelity=1.38, Yahoo=1.4


You can draw your own conclusions.


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Eugene

#5
What could be more unequivocal than advancers / decliners? Yet whatever two market sentiment data sources you'd take it's likely they aren't in agreement on the same date. Once available, the Unicorn feed was calculating and returning median values of the market sentiment data across several sources.

So I guess if IQFeed delivers TRIN (do they?), you'll most likely end up with a different number ;-)
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Eugene

#6
It occurred to me that you can easily calculate TRIN yourself using Wealth-Data:

CODE:
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The source components in W-D are:

Market Sentiment (Breadth) data in Wealth-Data

That's the easy part. And for those who don't trust any data but theirs, TRIN can be computed for the entire market using MS123 IndexDefinitions - just keep your AMEX/NYSE/NASDAQ DataSet up to date:

Download extension
Online guide
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superticker

#7
QUOTE:
Yet whatever two market sentiment data sources you'd take it's likely they aren't in agreement on the same date.
Right on.

Realize we have many asynchronous trading processes working independently buying and selling securities at the same time. So the exact price of any given security--let alone a group of securities--will not be known at any given time. What does happen overnight is that there's an "audit" (really a synchronization) to get these prices aligned. So expect some price corrections in the early morning on the following day.

This synchronization is a "logistics problem" with any group of asynchronous processes, and there's no way around it (or way to fix it). The airlines have the same problem when booking flights, so you really aren't booked until your booking is "confirmed" by an overnight voting process by their primary, distributed, DB2 main-frame machines. Those that understand distributed databases know what I mean by the "voting process".
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Eugene

#8
Actually, reasons are purely technical:

1. Sources don't agree on what an unchanged issue is i.e. what magnitude of the daily move defines a changed vs. unchanged stock.

2. Sources apply two different methods to define an advancing/declining issue. It's about the difference between "today's close to yesterday's close" vs. "today's close vs. today's open".

3. Sources in fact are tracking quite different "NYSE", "NASDAQ" or "AMEX" universes which may include or exclude REITs, penny stocks, B shares etc.

As it happens, explanation is pretty prosaic and much simpler than overbooking: the industry hasn't agreed on definitions.
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