NYSE TICK index
Author: angel57
Creation Date: 6/5/2009 11:09 PM
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angel57

#1
Is the data for this available through Fidelity and WL5.x? And other well tracked supplementary indicators like Advance/Decline? Or do I have to create them by hand with the raw data from NYSE stocks?
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Eugene

#2
Yes, there's a special DataSet called "Market Sentiment" (Fidelity data). Market sentiment indicators are described in the WealthScript Programming Guide, Fundamental Analysis > Market Sentiment Data.
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angel57

#3
The minimum time frame for the Market Sentiment data is 1 day, the NYSE TICK is 1min data. Is there Market Sentiment data from Fidelity that is on a 1min time frame?
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Eugene

#4
No. Daily market sentiment is a Fidelity data limitation.
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Wall

#5
I use WLabPro v4.x still, haven't migrated to v5.x yet. But I have been downloading intraday data (e.g. 15-min bars) for the NYSE Tick index (Fidelity symbol: .TIC.N) for a long time. I would therefore imagine this would be possible in v5.x also.