how does IB calculate NYSE TICK?

hmmm ... not really what I was hoping for

but I will take another look when the USA markets
are open during regular hours

{View Market Statistics from Market Scanner page}

-The market scanner page includes a new parameter called "Market Statistics." Select an exchange and view advancing and declining issues, and up volume/down volume.-
 
Hoi,

Thanks, that's interesting.

What do you mean by "not a normal quote"? Is the passed in the bid-ask or somewhere else?

Thanks,

Quote from Hoi:

The AD-NYSE is not a normal quote, although you can request it in your TWS-sheet, it will not display values there (if you do that in ButtonTrader, you will see the AD volumes because we convert these "none visible fields" in valid ones)....In TWS, you should use the Market-Startistics-page >> there the AD figures are presented.

Hope it helps
More...
 
Quote from vikana:

Hoi,

Thanks, that's interesting.

What do you mean by "not a normal quote"? Is the passed in the bid-ask or somewhere else?

Thanks,
More...

Yep, they misuse all the fields in a different way to transport AD and VOL info. (ButtonTrader knows how, but if you are clever you can decipher it as well :) ).
 
Quote from Steve_IB:

As per StealthTrader.
Also please note there is a Contract Search button available on the website and from the Help menu on the TWS. Customer Service would also be able to assist with this (see Help&Contacts on the website).
More...


Perhaps they can assist in showing us where you guys are hiding the $PREM/$ePREM, TICKI, and Put/Call Ratio! :) Geez guys, these are important numbers!

Seriously, can you divulge whether or not there are any plans to provide this data in the near future? I know, promises, promises!!! :)

On a side note, given the numerous complaints about IB's software, let me "idiotically" state (i.e., let the flames begin!) that I have been an IB user for 14 months and have not experienced any negative experiences with your service to date, other than that day when your servers went down about a month ago. Please give the "chef" my compliments for a job well done.

Thanks!

s
 
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