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DTN IQ Equity & Market Data Feed


#1

Not sure if this is the best place for such a quesiton, and if not, my apologies in advance…

Anyone here getting DTN IQ data? I realize of course the focus would be futures-related, but I’m curious if it might also include equity and market data. By market data, I mean popular measures like:

Number of daily 52-week highs / lows for the NYSE and NASDAQ

Number of daily advancing / declining issues for the NYSE and NASDAQ

Number of daily NYSE and NASDAQ stocks trading above 50 day moving average

Equity put / call ratios (for individual stocks, but also in agggregate)

Thanks much.


#2

Hello hammockguy. Yes, DTN.IQ/IQFeed includes access to markets other than futures. In fact, DTN.IQ was originally an equity only product when it was released back in Mid 90’s. The base level of service for IQFeed includes delayed level I equites data as well as delayed access to both domestic and international futures exchanges (for exchanges that allow delayed data without individual exchange fees).

We do provide a large number of market breadth indicators that we calculate (a little over 700 of them), but not all of the ones you mention. You can see a list at Welcome to DTN IQFeed! - Fast, Reliable, Affordable. Market Data and API’s. (click the pull down menu and choose “All Calculated Indicators/Breadth/Stats”). For example, we have symbols for stocks hitting 52 week H/L’s as well as Advance/Decliners. We don’t have anything with stocks trading above the 50 day MA (other than our Custom Scans which allows you to scan for a list of stocks that match your criteria). We do have a PCRATIO, but not PC ratios on individual stocks.

Jay Froscheiser
DTN


#3

Thank you [MENTION=912]DTN IQFeed[/MENTION] (Jay)
You guys provide top notch service and we hope to see you here more.

Matt


#4

Jay - thank you for the prompt reply. Good information too. Very impressive selection.

My apologies for a delayed response as I never got an email notification that this thread received a reply. I seem to be subscribed…

Jay, as you can tell from my inquiry, with this data request I’m simply after broad market, or breadth indicators; which I find quite valuable in performing a periodic macro analyis of the market.

With that, “PCRATIO” is probably what I need more anyways, not so much the P/C ratio of each equity. “PCRATIO” provides a number of what exactly? I’m hoping an aggregate of all equity P/C ratios…(like .82). Oh, I just looked at that link. That would seem to be the CBOE equity put / call ratio. If so, that’s ideal.

It seems like the only one not there, and that you called-out, is the number of stocks trading above their 50 day MA’s. I currently only get that on stockcharts.com ($NYA50 over there, for the NYSE), so somewhat difficult to find. Would be a nice addtion for you all, who seem to have everything else.

To be clear, something like your “FIAH.Z” (NYSE MKT New 52-week highs) reveals a raw number, like 285? Similarily, “IIAA.Z” produces raw a daily number, in this case I think for the NYSE advancing issues?

Jay, I appreciate the clarification.

Matt, thanks for this forum to get such helpful information!