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Date/Time: Thu, 16 May 2024 06:30:24 +0000

Post From: Article about Sierra Chart Market Statistics and their Accuracy

[2016-02-14 16:04:40] Link To Thread - Link To Post [Go To First Post]
User13668 - Posts: 291
It increases on December 14, 2015 but we still notice greater extremes with the SC calculated TICK for the S&P 500 before this date. You can easily validate this yourself by looking at the TICK-SP symbol. We will see why there is a jump at this date. Out of interest did you discover why the jump in stocks in the basket on 14 December? Is it possible S&P re-balanced the top 500 index on this date ie maybe 20 odd stock symbols were dropped and 20 new ones were added on this date to comprise the new top 500. If so this could perhaps explain that prior to 14 December those 20 new symbols will not be in your data set for the top 500. We are sure we are using the correct IQ Feed symbol because that is what they specify for their S&P 500 TICK symbol: I think you are right, JT6T.Z is the S&P 500 Issues Net TICK (JTNT.Z is the NYSE Net TICK). But I got mine from their symbols list (http://www.iqfeed.net/symbolguide/index.cfm?guide=mktindices) and I note there they also have S&P 500 TICKS Ratio (TR6T.Z) and S&P 500 TICKS Total (TI6T.Z) - but I have no idea what they are ie how they differ from S&P 500 Issues Net TICK. Date Time Of Last Edit: 2016-02-14 16:05:58