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Date/Time: Sat, 05 Oct 2024 11:15:45 +0000



Post From: $SPX, NYSE volume, Market Internals and VIX

[2021-11-04 17:25:51]
John - SC Support - Posts: 34944
Should I be able to view $SPX data (even if its delayed) on the quote board at the present time with the services I have. I thought the Sierra Chart data (SC-data all services) included this ? If not can you explain the difference between that and Denali ? Also I am using the CQG order routing at present (if that changes anything)

The $SPX is a CBOE Index, and they changed their data availability earlier this year, such that you can not get any data from them unless you pay for it. Therefore, if you really want to get this index, you would need to use the Sierra Chart Exchange Data Feed and enable the CBOE Indices exchange. Refer to the information at the following link, which also includes Setup Instructions:
Sierra Chart Exchange Data Feed

Also, be aware of the CFD data for the SPX500, which is similar and available at no extra cost. Refer to the following:
Sierra Chart Real Time and Historical Forex and CFD Data Service

I am also interested in viewing NYSE volume data every 30 minutes if possible in a table format. What symbol should I use and do you have any suggestions on how to display this ?

The Market Statistics are included with any Sierra Chart package. Depending on which volume you want to see, you can open the chart for the particular statistic and then use the Numbers Bars Calculated Values to see the Volume. You would need to make sure that what you are looking for is provided in that particular data. Refer to the following for the Market Statistics:
https://www.sierrachart.com/index.php?page=doc/SCMarketStatistics.php#top

And refer to the following for the Numbers Bars Calculated Values:
Numbers Bars: Displaying Numeric Information Below Numbers Bars

Also are the market internals part of the data provided ? How can I display NYSE market breadth ?

Refer to the information above.

Finally if I wanted to receive VIX data I would have to select the CFE group of products that you offer correct ?

It depends on which VIX you want. If you want the $VIX Index, then you would use the CBOE Indices as noted in the first item above.

If you want the VIX Futures, then you would use the CFE exchange which is part of the Denali Exchange Data Feed. Refer to the information at the following link which also includes the Setup Instructions:
Denali Exchange Data Feed
For the most reliable, advanced, and zero cost futures order routing, use the Teton service:
Sierra Chart Teton Futures Order Routing
Date Time Of Last Edit: 2021-11-04 17:28:07