Market Breadth
Author: giorgos
Creation Date: 11/17/2010 11:36 AM
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giorgos

#1
Fidelity on their ActiveTrader platform provides real time updates(intraday) for Advancers, Decliners and Advance and Declining volume for each of the AMEX NYSE and NASDAQ. Is it it possible to access this information from WealthLab?
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Cone

#2
It would only be possible if there were a symbol for each of those that would work in a streaming chart. Please call Active Trader Support to find out if they exist.
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kbellare

#3
I found these as ticker symbols on StockCharts ($NYAD, $NAAD, $NYHL, $NAHL - for NYSE and NASDAQ Advance-Decline and NewHigh-NewLow) but couldn't find these symbols on Yahoo, although it reports these daily numbers - http://finance.yahoo.com/advances?u

Are these indicators listed under different symbols in the Yahoo or Fidelity data source even as End-of-Day data (dont need intra-day)?

thanks
Kiran
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Eugene

#4
Forget about Yahoo: AFAIK, they don't have downloadable market sentiment data. This provider will do the job:

Market Sentiment static data provider
Wiki documentation for Market Sentiment data provider
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norfleetc

#5
Thanks Eugene. Works great as the Fidelity Market Sentiment data is totally messed up at the present.
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giorgos

#6
In the following script that uses .MB_NH.N and .MB_NH.N (which are still broken) is there a simple way to switch the data to the new Market Sentiment NYSE_newhi ?
CODE:
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Eugene

#7
No, there is no simple way as this script can not be adjusted to use other data as basis (i.e. the Market Sentiment data provider) because it would require making a modification to the NewHighLow class. Technically, it might be possible but that's up to Cone to decide.

EDIT

Here's my take at it. Feel free to fix/modify. Before you start, create and update a Yahoo! DataSet with ^NYA symbol which is eqivalent to Fidelity's .NYA.

Note: Your script is too specific for this general data-related thread. Kindly consider avoiding to discuss/troubleshoot it here. Instead, start a new topic if required, repeat question, and paste both original and edited scripts.

CODE:
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