|12-12-2008, 07:35 AM||#1|
Join Date: Nov 2007
Location: Arlington Heights, IL
Thanked 4 times in 4 posts
NYSE ADV/DECL from IB - any one getting these?
I would like to use IB's NYSE Advancing issues and NYSE declining issues values in calculations in my indicators. However, it seems that IB does not provide these as separate values. Instead the IB symbol (AD-NYSE) only provides the net adv/decl value (Adv-Decl).
I asked IB about this and they said the following:
"Advancing issues value is corresponded to bid price
Declining Issues value is corresponded to ask price
Unchanged Issues value is corresponded to bid size"
I wrote an indicator to pull the values out of these fields and plot them which worked in real-time but if I refresh the chart, the values from bid/ask/bidsize go away ('Historical' = true in indicator code).
1) Why aren't the values there when the chart paints in 'Historical' mode?
2) Has anybody figured out another way to get at the individual elements of the Adv/Decl values from IB?
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