Internal Market Indicators
Author: Ray60
Creation Date: 4/23/2009 8:12 AM
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The Pro Fidelity Server provides a number of End of Day "Market Sentiment" indicators such as Advancing / Declining Issues and the TRIN. The only streaming intra-day market internal indicators I have been able to find are “.TIC.N” and “.VIX”. It would be very helpful if Fidelity provided streaming intra-day data for the other indicators. At the very least I would hope they would provide streaming data for $ADD (NY Advancers-Decliners). I sent an email to Fidelity requesting this and they responded:

“If Fidelity receives similar comments from clients, and other short-term traders, we will pursue a resolution that meets this expectation.”

I would encourage other Wealth-Lab Pro users to email Fidelity requesting they provide streaming intra-day data for their "Market Sentiment" indicators.
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Don't forget:

.TIC.O NASDAQ's TICK (does not have open/high/low, only close)

I found the other two using ActiveTrader Pro's "Symbol Lookup -> Indices" page.

A Symbol Lookup might be useful in WLP, for those who wish not to launch/install ATP. Or a way to jump to an equivalent Fidelity web page, if such exists?

At least, these three should be added to the default "Market Sentiment" data set.

I agree, how can one get by with TICK without TRIN? I would be satisfied with calculating TRIN myself, since this is a simple calculation using the existing Advancing issues&volume (.MB_ADV.X), declining issues&volume(.MB_DEC.X). However, Fidelity just needs to provide the minute timeframe data.

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The only way we will get these features is to ask Fidelity to add them. I will send them a email requesting they add the symbol lookup feature to Wealth-Lab. I hope you and others will ask them to add the streaming market internal data.
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Cutting this off at the pass...
Changes, even small changes, cost money - probably more than anyone who hasn't been involved in a software development program thinks. We can't shoot memos around and get stuff added. Customers need to follow Ray60's advice to get features put on the Fidelity business radar. Requests are then evaluated to see if they "make sense" for a majority of customers - the "bang for the buck" factor.

I'm going to go out on a limb and say that spending money to add a symbol lookup feature in WLP is not going to be a good way to spend resources since that facility already exists in other discretionary-trading Active Trader applications (and the website).
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Who at Fidelity should I email about this issue? I believe one of my strategies could be much improved if it had access to market internals on an intraday basis. However, I can't even backtest to prove this unless I had access to intraday data for .MB_ADV.A, etc. If Fidelity doesn't want to address this then it looks like I'll be stuck having to look for other platforms that might offer this data.
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Call your Fidelity rep at Active Trader Services, WL Pro Support (800) 823-0175 Option 2 (I think).
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Log into and on the right hand side of your accounts you will see a "Send an E-mail" link.
Fidelity will let you know that they received your email and pass it on to the developers.
I hope they understand that their competition provides this data.
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