Support Board
Date/Time: Sat, 10 May 2025 20:04:34 +0000
Post From: Understanding NYSE related market stats
| [2016-08-17 04:02:58] |
| traderkid - Posts: 3 |
|
Hi, I have a few question in regards to NISS-NYSE and TICK-NYSE. 1) Does NISS-NYSE and TICK-NYSE stats based on ONLY STOCKS traded on NYSE? Or does it include all ETFs as well? 2) I have noticed that the NISS-NYSE and TICK-NYSE data does not match for the 3-5 minutes with IQFeed/TradeStation/ThinkOrSwim. And after the first 3-5 minutes, they are more or less aligned. If plotting a 1 minute chart for these stats, I could understand if the first minute data is different from these other feeds depending on what is being used to compare the values (i.e. 9:29am or yesterday's close). However, after the first minute, shouldn't the values be more or less aligned? Though from my observation, it takes 3-5 minutes before the values starts to match from Sierra and the other platforms/feeds. |