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VRET.Z is the Put/Call Ratio for Stocks and ETF’s not indices.
VRCT.Z is the Put/Call Volume for all options on CBOE
We do not provide a Put/Call values for “equity only” without ETF’s. There choices are equity & ETF or Total (equity, ETF and Indices).
You can use VCCT.Z for total Call Volume (equities, ETF’s and indices) or VCET.Z for total Call Volume Equities and ETF’s. Similarly, you can use VPCT.Z for total Put Volume (equities, ETF’s and indices) or VPET.Z for total Call Volume Equities and ETF’s.
Comparing yesterday’s close prices provided by IQ for the Total Volume figures to the data on CBOE website is similar
VCCT.Z: 2340
VPCT.Z: 1728
VRCT.Z: .7385
CBOE Web Site:
I hope this helps.
If you have any questions about IQFeed please send me a Private Message or use the BMT " Ask Me Anything" thread.
@IQFeed James, thanks for your quick reply. What would be most helpful would be to provide the equity put/call ratio found on the CBOE web site to iqfeed cboe subscibers. Is there any chance of this? And if not, why would it not be available, since the others are?
No, he's saying that the IQFeed data for total p/c matches the CBOE, which I would fully expect. By comparison, the equity-only P/C ratio for Monday August 11 was 0.57, and the total P/C ratio is 0.74. The VRET.Z includes ETFs and has a value of .87 for this day.
I can't speak for other traders, but the equity P/C ratio is most useful, since it filters out the skew of ETFs which have no meaning when they are coupled with equities. I would bet that most traders prefer to use this.
2) Percentage (or number) of NY/NASD stocks (2 different indexes, excluding ETFs, preferreds, etc) trading above their daily VWAP.
3) Intraday new highs/lows for NY/NASD stocks. So during X seconds, how many stocks made a new high on the day, and how many made a new low?
4) New highs/lows for periods besides 52-week (1 day, 1 month, 3 month). So for example, if a stock prints above the prior trading day's high, it gets a +1 for the day, and similar for lows. Much like advance/decline but for high/low. Same for if it prints above the highest high in the last calendar month. Etc.
I'm sure it seems like a lot but I'm sure the logistics are already there for some of this, and it simply needs to be computed. You have the hardware and it would take a fraction of its computing power, which is more than I can do easily by myself. And I'm sure others would love it, so it would justify the effort.
Josh, these are excellent suggestions. Thank you. We are working to see where we can get this into our priority/development list. I can tell you now that the equity only PC ratio likely will come first as development is already working on this one. I have forwarded the other suggestions through the proper channels for further review. If you have any more great ideas, we would love to hear about them! We are always looking for new ways to enhance the value of DTN IQFeed for our users.
Thanks a Million!
James
If you have any questions about IQFeed please send me a Private Message or use the BMT " Ask Me Anything" thread.
Thank you James. I cannot take credit for these great ideas, but happy I can pass them along. You guys are great at customer service because you listen to users, thank you...!