Source of Indicative Value for ETFs?
Author: 16xx25
Creation Date: 6/20/2014 7:18 AM
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16xx25

#1
The NYSE published an ETF's "IndicativeValue" every 15 seconds. e.g. EEM/IV on Fidelity Active Trader Pro but Fidelity's WealthLab data source doesn't supply this data. Is their some data source that has it?

Peter
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16xx25

#2
I've been using a work-around that's only solves part of my data needs so I'm reporting this post in the hope someone knows of a feed with ETF indicative values. For reference Yahoo provides it as ^EEM-IV but doesn't provide history

Thanks

Peter
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Cone

#3
Wealth-Lab Pro and AT Pro use the same historic server. I enabled Update Data on Demand (File menu), typed EEM/IV into a chart, and I got historic data back to 9/28/2006. As always, for intraday scales be very patient for the data to download. It may take more than 5 minutes for the 1-time historic download of 1-Minute bars, for example.
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16xx25

#4
Cone,

Thanks loads. I would have done more research if Fidelity AT group hadn't said they didn't have indicative values (In AT Pro they only hold 7 days of 5 minute bars for indicative values.)

I'm still having one problem. I want to do this for a group of ETFs. How can I enter these tickers , i.e. EEM/IV, into a data set with data manager?
I've tried EEM/iv and "EEM/IV" but neither works.

Peter
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16xx25

#5
Cone,

The problem seems to be the data file I'm writing to given there's a "/" in the name

I'll try to work it out myself

Thanks

Peter