IB AD line

This is a commonly asked question and unfortunately it is probably not currently fully supported by IB. It is possible to use a third party charting package such as Investor /RT, Quotetracker, Sierra charts or Ensign charts to get some data out of this IB feed.

>> AD-NYSE will not even show up as a quote in TWS (Traderworkstation in IB).
http://www.linnsoft.com/new/index85.html
NYSE Advance/Decline from IB
The NYSE Advancing and Declining Issues are available in the IB version of Investor/RT using the ticker symbol AD-NYSE. The AD-NYSE instrument must be setup as an “Index” with Override Exchange code NYSE. This is an unusual IB symbol. The advancing issue count is transmitted via the bid and the declining issue count as the ask price. The number of unchanged NYSE issues is reported in the “Bid Size”. No “Last price” is transmitted for this symbol.

Changes were made to Investor/RT 8.5.2 for IB to allow the advances, the declines, or the difference or ratio of the two to be easily tracked using custom instruments. First, the bid (advances) of AD-NYSE is mapped by Investor/RT to the last so that a simple line chart of AD-NYSE will show you how the advancing issues changes over time. To see the declines, setup a custom instrument (Setup: Custom Instrument), a “sum” of just one component AD-NSYE using the ask price for that one component.

To track the advances minus the declines or the advance/decline ratio, create a custom instrument with two components as a “difference” or a “ratio”. Both components will specify AD-NYSE with the bid price specified for the first component and the ask price specified for the second component.

The IB ticker symbol VOL-NYSE works similarly. The advancing volume is reported in the bid, the declining volume in the ask, and the unchanged volume in the bid size. Similar custom instruments can be setup easily to track the NYSE advance/decline volume spread or ratio.

Historical data for these custom instruments is not available. The custom instruments will update in real-time for charting or display in quotepages. Mark the custom instruments for intra-day monitoring to retain real-time collected historical data for charting.
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Quote from markd85:

Hi All
I enter AD-NYSE in TWS but get no data. All else seems to be working. What am I doing wrong? Thanks.
Mark
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The best way to see advancing and declining issues is to use the scanner and pick the page called "market internals" or something like that.
 
Quote from DAV:

From the Market Scanner parameters drop down, select "Market Statistics."
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Any chance that IB TWS can plot advancing or declining issues or a spread between advances and declines? Thank you IB DAV.
TWS_ib-STATISTICS.png
 
Reviving an old thread to see if IB has finally addressed this issue. I cannot get the symbol AD-NYSE to chart, even though it is listed as a valid ticker in their help database.
 
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